CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 05-Aug-2022
Day Change Summary
Previous Current
04-Aug-2022 05-Aug-2022 Change Change % Previous Week
Open 0.7785 0.7772 -0.0013 -0.2% 0.7811
High 0.7799 0.7772 -0.0027 -0.3% 0.7831
Low 0.7764 0.7699 -0.0065 -0.8% 0.7699
Close 0.7781 0.7727 -0.0054 -0.7% 0.7727
Range 0.0035 0.0073 0.0038 107.1% 0.0132
ATR 0.0055 0.0057 0.0002 3.4% 0.0000
Volume 56,393 92,379 35,986 63.8% 360,420
Daily Pivots for day following 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7950 0.7911 0.7767
R3 0.7878 0.7839 0.7747
R2 0.7805 0.7805 0.7740
R1 0.7766 0.7766 0.7734 0.7749
PP 0.7733 0.7733 0.7733 0.7724
S1 0.7694 0.7694 0.7720 0.7677
S2 0.7660 0.7660 0.7714
S3 0.7588 0.7621 0.7707
S4 0.7515 0.7549 0.7687
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8147 0.8068 0.7799
R3 0.8015 0.7937 0.7763
R2 0.7884 0.7884 0.7751
R1 0.7805 0.7805 0.7739 0.7779
PP 0.7752 0.7752 0.7752 0.7739
S1 0.7674 0.7674 0.7715 0.7647
S2 0.7621 0.7621 0.7703
S3 0.7489 0.7542 0.7691
S4 0.7358 0.7411 0.7655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7831 0.7699 0.0132 1.7% 0.0046 0.6% 21% False True 72,084
10 0.7831 0.7699 0.0132 1.7% 0.0050 0.6% 21% False True 77,663
20 0.7831 0.7561 0.0270 3.5% 0.0059 0.8% 62% False False 88,121
40 0.7964 0.7561 0.0404 5.2% 0.0062 0.8% 41% False False 91,957
60 0.7984 0.7561 0.0423 5.5% 0.0058 0.8% 39% False False 64,222
80 0.8008 0.7561 0.0447 5.8% 0.0057 0.7% 37% False False 48,221
100 0.8055 0.7561 0.0495 6.4% 0.0053 0.7% 34% False False 38,588
120 0.8055 0.7561 0.0495 6.4% 0.0050 0.7% 34% False False 32,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8080
2.618 0.7961
1.618 0.7889
1.000 0.7844
0.618 0.7816
HIGH 0.7772
0.618 0.7744
0.500 0.7735
0.382 0.7727
LOW 0.7699
0.618 0.7654
1.000 0.7627
1.618 0.7582
2.618 0.7509
4.250 0.7391
Fisher Pivots for day following 05-Aug-2022
Pivot 1 day 3 day
R1 0.7735 0.7749
PP 0.7733 0.7742
S1 0.7730 0.7734

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

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