CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 29-Jul-2022
Day Change Summary
Previous Current
28-Jul-2022 29-Jul-2022 Change Change % Previous Week
Open 0.7796 0.7807 0.0011 0.1% 0.7740
High 0.7814 0.7818 0.0004 0.0% 0.7818
Low 0.7769 0.7776 0.0007 0.1% 0.7723
Close 0.7797 0.7804 0.0008 0.1% 0.7804
Range 0.0046 0.0042 -0.0004 -7.7% 0.0095
ATR 0.0063 0.0061 -0.0001 -2.3% 0.0000
Volume 90,715 88,282 -2,433 -2.7% 416,217
Daily Pivots for day following 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7925 0.7907 0.7827
R3 0.7883 0.7865 0.7816
R2 0.7841 0.7841 0.7812
R1 0.7823 0.7823 0.7808 0.7811
PP 0.7799 0.7799 0.7799 0.7793
S1 0.7781 0.7781 0.7800 0.7769
S2 0.7757 0.7757 0.7796
S3 0.7715 0.7739 0.7792
S4 0.7673 0.7697 0.7781
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8066 0.8030 0.7856
R3 0.7971 0.7935 0.7830
R2 0.7876 0.7876 0.7821
R1 0.7840 0.7840 0.7813 0.7858
PP 0.7781 0.7781 0.7781 0.7790
S1 0.7745 0.7745 0.7795 0.7763
S2 0.7686 0.7686 0.7787
S3 0.7591 0.7650 0.7778
S4 0.7496 0.7555 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7723 0.0095 1.2% 0.0054 0.7% 86% True False 83,243
10 0.7818 0.7676 0.0142 1.8% 0.0056 0.7% 90% True False 86,035
20 0.7818 0.7561 0.0257 3.3% 0.0066 0.8% 95% True False 93,786
40 0.7984 0.7561 0.0423 5.4% 0.0062 0.8% 58% False False 86,676
60 0.7984 0.7561 0.0423 5.4% 0.0060 0.8% 58% False False 58,242
80 0.8055 0.7561 0.0495 6.3% 0.0056 0.7% 49% False False 43,718
100 0.8055 0.7561 0.0495 6.3% 0.0052 0.7% 49% False False 34,994
120 0.8055 0.7561 0.0495 6.3% 0.0050 0.6% 49% False False 29,175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7996
2.618 0.7927
1.618 0.7885
1.000 0.7860
0.618 0.7843
HIGH 0.7818
0.618 0.7801
0.500 0.7797
0.382 0.7792
LOW 0.7776
0.618 0.7750
1.000 0.7734
1.618 0.7708
2.618 0.7666
4.250 0.7597
Fisher Pivots for day following 29-Jul-2022
Pivot 1 day 3 day
R1 0.7802 0.7796
PP 0.7799 0.7788
S1 0.7797 0.7781

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

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