CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 25-Jul-2022
Day Change Summary
Previous Current
22-Jul-2022 25-Jul-2022 Change Change % Previous Week
Open 0.7770 0.7740 -0.0030 -0.4% 0.7676
High 0.7797 0.7790 -0.0007 -0.1% 0.7797
Low 0.7733 0.7723 -0.0011 -0.1% 0.7676
Close 0.7737 0.7783 0.0046 0.6% 0.7737
Range 0.0064 0.0068 0.0004 5.5% 0.0122
ATR 0.0065 0.0065 0.0000 0.3% 0.0000
Volume 92,986 71,614 -21,372 -23.0% 444,142
Daily Pivots for day following 25-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7968 0.7943 0.7820
R3 0.7900 0.7875 0.7802
R2 0.7833 0.7833 0.7795
R1 0.7808 0.7808 0.7789 0.7820
PP 0.7765 0.7765 0.7765 0.7771
S1 0.7740 0.7740 0.7777 0.7753
S2 0.7698 0.7698 0.7771
S3 0.7630 0.7673 0.7764
S4 0.7563 0.7605 0.7746
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8101 0.8041 0.7804
R3 0.7980 0.7919 0.7770
R2 0.7858 0.7858 0.7759
R1 0.7798 0.7798 0.7748 0.7828
PP 0.7737 0.7737 0.7737 0.7752
S1 0.7676 0.7676 0.7726 0.7706
S2 0.7615 0.7615 0.7715
S3 0.7494 0.7555 0.7704
S4 0.7372 0.7433 0.7670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7797 0.7696 0.0101 1.3% 0.0057 0.7% 86% False False 84,372
10 0.7797 0.7561 0.0237 3.0% 0.0069 0.9% 94% False False 99,242
20 0.7802 0.7561 0.0241 3.1% 0.0064 0.8% 92% False False 92,061
40 0.7984 0.7561 0.0423 5.4% 0.0062 0.8% 53% False False 78,455
60 0.7984 0.7561 0.0423 5.4% 0.0060 0.8% 53% False False 52,512
80 0.8055 0.7561 0.0495 6.4% 0.0055 0.7% 45% False False 39,411
100 0.8055 0.7561 0.0495 6.4% 0.0052 0.7% 45% False False 31,555
120 0.8055 0.7561 0.0495 6.4% 0.0049 0.6% 45% False False 26,304
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8077
2.618 0.7967
1.618 0.7899
1.000 0.7858
0.618 0.7832
HIGH 0.7790
0.618 0.7764
0.500 0.7756
0.382 0.7748
LOW 0.7723
0.618 0.7681
1.000 0.7655
1.618 0.7613
2.618 0.7546
4.250 0.7436
Fisher Pivots for day following 25-Jul-2022
Pivot 1 day 3 day
R1 0.7774 0.7775
PP 0.7765 0.7768
S1 0.7756 0.7760

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

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