CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 0.7756 0.7769 0.0013 0.2% 0.7757
High 0.7776 0.7772 -0.0004 0.0% 0.7802
Low 0.7732 0.7712 -0.0020 -0.3% 0.7712
Close 0.7770 0.7761 -0.0010 -0.1% 0.7761
Range 0.0044 0.0060 0.0017 37.9% 0.0090
ATR 0.0057 0.0057 0.0000 0.4% 0.0000
Volume 95,420 72,230 -23,190 -24.3% 382,331
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7928 0.7904 0.7794
R3 0.7868 0.7844 0.7777
R2 0.7808 0.7808 0.7772
R1 0.7784 0.7784 0.7766 0.7766
PP 0.7748 0.7748 0.7748 0.7739
S1 0.7724 0.7724 0.7755 0.7706
S2 0.7688 0.7688 0.7750
S3 0.7628 0.7664 0.7744
S4 0.7568 0.7604 0.7728
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8027 0.7983 0.7810
R3 0.7937 0.7894 0.7785
R2 0.7848 0.7848 0.7777
R1 0.7804 0.7804 0.7769 0.7826
PP 0.7758 0.7758 0.7758 0.7769
S1 0.7715 0.7715 0.7752 0.7736
S2 0.7669 0.7669 0.7744
S3 0.7579 0.7625 0.7736
S4 0.7490 0.7536 0.7711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7802 0.7712 0.0090 1.2% 0.0043 0.6% 54% False True 76,466
10 0.7802 0.7646 0.0156 2.0% 0.0054 0.7% 74% False False 81,914
20 0.7984 0.7646 0.0338 4.3% 0.0058 0.7% 34% False False 82,759
40 0.7984 0.7646 0.0338 4.4% 0.0057 0.7% 34% False False 42,270
60 0.8008 0.7646 0.0362 4.7% 0.0053 0.7% 32% False False 28,232
80 0.8055 0.7646 0.0410 5.3% 0.0049 0.6% 28% False False 21,198
100 0.8055 0.7646 0.0410 5.3% 0.0047 0.6% 28% False False 16,975
120 0.8055 0.7646 0.0410 5.3% 0.0044 0.6% 28% False False 14,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7929
1.618 0.7869
1.000 0.7832
0.618 0.7809
HIGH 0.7772
0.618 0.7749
0.500 0.7742
0.382 0.7735
LOW 0.7712
0.618 0.7675
1.000 0.7652
1.618 0.7615
2.618 0.7555
4.250 0.7457
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 0.7754 0.7757
PP 0.7748 0.7753
S1 0.7742 0.7749

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

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