CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 28-Jul-2022
Day Change Summary
Previous Current
27-Jul-2022 28-Jul-2022 Change Change % Previous Week
Open 0.7761 0.7796 0.0035 0.5% 0.7676
High 0.7806 0.7814 0.0008 0.1% 0.7797
Low 0.7744 0.7769 0.0025 0.3% 0.7676
Close 0.7789 0.7797 0.0008 0.1% 0.7737
Range 0.0063 0.0046 -0.0017 -27.2% 0.0122
ATR 0.0064 0.0063 -0.0001 -2.1% 0.0000
Volume 90,754 90,715 -39 0.0% 444,142
Daily Pivots for day following 28-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7930 0.7909 0.7822
R3 0.7884 0.7863 0.7809
R2 0.7839 0.7839 0.7805
R1 0.7818 0.7818 0.7801 0.7828
PP 0.7793 0.7793 0.7793 0.7798
S1 0.7772 0.7772 0.7792 0.7783
S2 0.7748 0.7748 0.7788
S3 0.7702 0.7727 0.7784
S4 0.7657 0.7681 0.7771
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 0.7814 0.7723 0.0092 1.2% 0.0058 0.7% 81% True False 84,184
10 0.7814 0.7612 0.0203 2.6% 0.0059 0.8% 91% True False 87,501
20 0.7814 0.7561 0.0254 3.3% 0.0066 0.8% 93% True False 94,143
40 0.7984 0.7561 0.0423 5.4% 0.0062 0.8% 56% False False 84,700
60 0.7984 0.7561 0.0423 5.4% 0.0060 0.8% 56% False False 56,774
80 0.8055 0.7561 0.0495 6.3% 0.0056 0.7% 48% False False 42,614
100 0.8055 0.7561 0.0495 6.3% 0.0052 0.7% 48% False False 34,115
120 0.8055 0.7561 0.0495 6.3% 0.0050 0.6% 48% False False 28,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8007
2.618 0.7933
1.618 0.7888
1.000 0.7860
0.618 0.7842
HIGH 0.7814
0.618 0.7797
0.500 0.7791
0.382 0.7786
LOW 0.7769
0.618 0.7740
1.000 0.7723
1.618 0.7695
2.618 0.7649
4.250 0.7575
Fisher Pivots for day following 28-Jul-2022
Pivot 1 day 3 day
R1 0.7795 0.7791
PP 0.7793 0.7785
S1 0.7791 0.7779

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.