CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 26-Jul-2022
Day Change Summary
Previous Current
25-Jul-2022 26-Jul-2022 Change Change % Previous Week
Open 0.7740 0.7782 0.0042 0.5% 0.7676
High 0.7790 0.7802 0.0012 0.1% 0.7797
Low 0.7723 0.7750 0.0027 0.3% 0.7676
Close 0.7783 0.7753 -0.0030 -0.4% 0.7737
Range 0.0068 0.0052 -0.0016 -23.0% 0.0122
ATR 0.0065 0.0064 -0.0001 -1.4% 0.0000
Volume 71,614 74,852 3,238 4.5% 444,142
Daily Pivots for day following 26-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7924 0.7891 0.7782
R3 0.7872 0.7839 0.7767
R2 0.7820 0.7820 0.7763
R1 0.7787 0.7787 0.7758 0.7777
PP 0.7768 0.7768 0.7768 0.7763
S1 0.7735 0.7735 0.7748 0.7725
S2 0.7716 0.7716 0.7743
S3 0.7664 0.7683 0.7739
S4 0.7612 0.7631 0.7724
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 0.7802 0.7723 0.0079 1.0% 0.0053 0.7% 39% True False 84,377
10 0.7802 0.7561 0.0241 3.1% 0.0070 0.9% 80% True False 98,791
20 0.7802 0.7561 0.0241 3.1% 0.0065 0.8% 80% True False 92,339
40 0.7984 0.7561 0.0423 5.5% 0.0062 0.8% 46% False False 80,304
60 0.7984 0.7561 0.0423 5.5% 0.0060 0.8% 46% False False 53,757
80 0.8055 0.7561 0.0495 6.4% 0.0056 0.7% 39% False False 40,347
100 0.8055 0.7561 0.0495 6.4% 0.0052 0.7% 39% False False 32,303
120 0.8055 0.7561 0.0495 6.4% 0.0049 0.6% 39% False False 26,927
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8023
2.618 0.7938
1.618 0.7886
1.000 0.7854
0.618 0.7834
HIGH 0.7802
0.618 0.7782
0.500 0.7776
0.382 0.7769
LOW 0.7750
0.618 0.7717
1.000 0.7698
1.618 0.7665
2.618 0.7613
4.250 0.7529
Fisher Pivots for day following 26-Jul-2022
Pivot 1 day 3 day
R1 0.7776 0.7762
PP 0.7768 0.7759
S1 0.7761 0.7756

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

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