CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 11-Jul-2022
Day Change Summary
Previous Current
08-Jul-2022 11-Jul-2022 Change Change % Previous Week
Open 0.7709 0.7728 0.0019 0.2% 0.7763
High 0.7731 0.7728 -0.0003 0.0% 0.7790
Low 0.7672 0.7662 -0.0010 -0.1% 0.7643
Close 0.7718 0.7699 -0.0019 -0.2% 0.7718
Range 0.0059 0.0066 0.0007 11.9% 0.0147
ATR 0.0061 0.0061 0.0000 0.6% 0.0000
Volume 85,665 64,983 -20,682 -24.1% 401,488
Daily Pivots for day following 11-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7894 0.7863 0.7735
R3 0.7828 0.7797 0.7717
R2 0.7762 0.7762 0.7711
R1 0.7731 0.7731 0.7705 0.7713
PP 0.7696 0.7696 0.7696 0.7687
S1 0.7665 0.7665 0.7693 0.7647
S2 0.7630 0.7630 0.7687
S3 0.7564 0.7599 0.7681
S4 0.7498 0.7533 0.7663
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8158 0.8085 0.7798
R3 0.8011 0.7938 0.7758
R2 0.7864 0.7864 0.7744
R1 0.7791 0.7791 0.7731 0.7754
PP 0.7717 0.7717 0.7717 0.7698
S1 0.7644 0.7644 0.7704 0.7607
S2 0.7570 0.7570 0.7691
S3 0.7423 0.7497 0.7677
S4 0.7276 0.7350 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7790 0.7643 0.0147 1.9% 0.0073 1.0% 38% False False 93,294
10 0.7802 0.7643 0.0159 2.1% 0.0058 0.8% 35% False False 84,880
20 0.7881 0.7643 0.0238 3.1% 0.0063 0.8% 24% False False 95,332
40 0.7984 0.7643 0.0341 4.4% 0.0058 0.8% 16% False False 53,890
60 0.8008 0.7643 0.0365 4.7% 0.0057 0.7% 15% False False 36,004
80 0.8055 0.7643 0.0412 5.4% 0.0051 0.7% 14% False False 27,017
100 0.8055 0.7643 0.0412 5.4% 0.0049 0.6% 14% False False 21,637
120 0.8055 0.7643 0.0412 5.4% 0.0046 0.6% 14% False False 18,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8008
2.618 0.7900
1.618 0.7834
1.000 0.7794
0.618 0.7768
HIGH 0.7728
0.618 0.7702
0.500 0.7695
0.382 0.7687
LOW 0.7662
0.618 0.7621
1.000 0.7596
1.618 0.7555
2.618 0.7489
4.250 0.7381
Fisher Pivots for day following 11-Jul-2022
Pivot 1 day 3 day
R1 0.7698 0.7698
PP 0.7696 0.7696
S1 0.7695 0.7695

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

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