CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 25-Aug-2022

Day Change Summary
	Previous	Current
	24-Aug-2022	25-Aug-2022	Change	Change %	Previous Week
Open	0.7710	0.7715	0.0005	0.1%	0.7825
High	0.7712	0.7750	0.0039	0.5%	0.7825
Low	0.7678	0.7714	0.0036	0.5%	0.7683
Close	0.7704	0.7726	0.0022	0.3%	0.7692
Range	0.0034	0.0037	0.0003	9.0%	0.0142
ATR	0.0051	0.0051	0.0000	-0.7%	0.0000
Volume	617	1,557	940	152.4%	4,801

Daily Pivots for day following 25-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7839	0.7819	0.7746
R3	0.7803	0.7782	0.7736
R2	0.7766	0.7766	0.7732
R1	0.7746	0.7746	0.7729	0.7756
PP	0.7730	0.7730	0.7730	0.7735
S1	0.7709	0.7709	0.7722	0.7720
S2	0.7693	0.7693	0.7719
S3	0.7657	0.7673	0.7715
S4	0.7620	0.7636	0.7705

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	0.7750	0.7653	0.0097	1.3%	0.0045	0.6%	75%	True	False	1,201
10	0.7848	0.7653	0.0195	2.5%	0.0052	0.7%	37%	False	False	1,077
20	0.7853	0.7653	0.0200	2.6%	0.0046	0.6%	36%	False	False	817
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.7%	55%	False	False	546
60	0.7975	0.7569	0.0407	5.3%	0.0049	0.6%	39%	False	False	481
80	0.7975	0.7569	0.0407	5.3%	0.0047	0.6%	39%	False	False	404
100	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	32%	False	False	343
120	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	32%	False	False	304

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

Fibonacci Retracements and Extensions
4.250	0.7905
2.618	0.7846
1.618	0.7809
1.000	0.7787
0.618	0.7773
HIGH	0.7750
0.618	0.7736
0.500	0.7732
0.382	0.7727
LOW	0.7714
0.618	0.7691
1.000	0.7677
1.618	0.7654
2.618	0.7618
4.250	0.7558

Fisher Pivots for day following 25-Aug-2022
Pivot	1 day	3 day
R1	0.7732	0.7718
PP	0.7730	0.7710
S1	0.7728	0.7702

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