CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 0.7807 0.7811 0.0004 0.1% 0.7740
High 0.7818 0.7831 0.0013 0.2% 0.7818
Low 0.7776 0.7777 0.0001 0.0% 0.7723
Close 0.7804 0.7783 -0.0021 -0.3% 0.7804
Range 0.0042 0.0054 0.0012 28.6% 0.0095
ATR 0.0061 0.0061 -0.0001 -0.8% 0.0000
Volume 88,282 66,053 -22,229 -25.2% 416,217
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7959 0.7925 0.7813
R3 0.7905 0.7871 0.7798
R2 0.7851 0.7851 0.7793
R1 0.7817 0.7817 0.7788 0.7807
PP 0.7797 0.7797 0.7797 0.7792
S1 0.7763 0.7763 0.7778 0.7753
S2 0.7743 0.7743 0.7773
S3 0.7689 0.7709 0.7768
S4 0.7635 0.7655 0.7753
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 0.7831 0.7744 0.0087 1.1% 0.0051 0.7% 45% True False 82,131
10 0.7831 0.7696 0.0135 1.7% 0.0054 0.7% 65% True False 83,251
20 0.7831 0.7561 0.0270 3.5% 0.0066 0.8% 82% True False 93,477
40 0.7984 0.7561 0.0423 5.4% 0.0062 0.8% 53% False False 88,118
60 0.7984 0.7561 0.0423 5.4% 0.0060 0.8% 53% False False 59,339
80 0.8008 0.7561 0.0447 5.7% 0.0056 0.7% 50% False False 44,543
100 0.8055 0.7561 0.0495 6.4% 0.0052 0.7% 45% False False 35,654
120 0.8055 0.7561 0.0495 6.4% 0.0050 0.6% 45% False False 29,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8060
2.618 0.7972
1.618 0.7918
1.000 0.7885
0.618 0.7864
HIGH 0.7831
0.618 0.7810
0.500 0.7804
0.382 0.7797
LOW 0.7777
0.618 0.7743
1.000 0.7723
1.618 0.7689
2.618 0.7635
4.250 0.7547
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 0.7804 0.7800
PP 0.7797 0.7794
S1 0.7790 0.7789

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

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