CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 24-Aug-2022

Day Change Summary
	Previous	Current
	23-Aug-2022	24-Aug-2022	Change	Change %	Previous Week
Open	0.7660	0.7710	0.0051	0.7%	0.7825
High	0.7725	0.7712	-0.0014	-0.2%	0.7825
Low	0.7653	0.7678	0.0025	0.3%	0.7683
Close	0.7709	0.7704	-0.0006	-0.1%	0.7692
Range	0.0072	0.0034	-0.0039	-53.5%	0.0142
ATR	0.0053	0.0051	-0.0001	-2.6%	0.0000
Volume	2,553	617	-1,936	-75.8%	4,801

Daily Pivots for day following 24-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7798	0.7784	0.7722
R3	0.7765	0.7751	0.7713
R2	0.7731	0.7731	0.7710
R1	0.7717	0.7717	0.7707	0.7708
PP	0.7698	0.7698	0.7698	0.7693
S1	0.7684	0.7684	0.7700	0.7674
S2	0.7664	0.7664	0.7697
S3	0.7631	0.7650	0.7694
S4	0.7597	0.7617	0.7685

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8067	0.7770
R3	0.8017	0.7925	0.7731
R2	0.7875	0.7875	0.7718
R1	0.7783	0.7783	0.7705	0.7758
PP	0.7733	0.7733	0.7733	0.7721
S1	0.7641	0.7641	0.7678	0.7616
S2	0.7591	0.7591	0.7665
S3	0.7449	0.7499	0.7652
S4	0.7307	0.7357	0.7613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7755	0.7653	0.0102	1.3%	0.0047	0.6%	50%	False	False	947
10	0.7853	0.7653	0.0200	2.6%	0.0052	0.7%	25%	False	False	963
20	0.7853	0.7653	0.0200	2.6%	0.0046	0.6%	25%	False	False	744
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.7%	48%	False	False	509
60	0.7975	0.7569	0.0407	5.3%	0.0049	0.6%	33%	False	False	459
80	0.7975	0.7569	0.0407	5.3%	0.0047	0.6%	33%	False	False	387
100	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	28%	False	False	328
120	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	28%	False	False	293

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7854
2.618	0.7799
1.618	0.7766
1.000	0.7745
0.618	0.7732
HIGH	0.7712
0.618	0.7699
0.500	0.7695
0.382	0.7691
LOW	0.7678
0.618	0.7657
1.000	0.7645
1.618	0.7624
2.618	0.7590
4.250	0.7536

Fisher Pivots for day following 24-Aug-2022
Pivot	1 day	3 day
R1	0.7701	0.7699
PP	0.7698	0.7694
S1	0.7695	0.7689

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols