CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 05-Jul-2022
Day Change Summary
Previous Current
01-Jul-2022 05-Jul-2022 Change Change % Previous Week
Open 0.7740 0.7763 0.0023 0.3% 0.7752
High 0.7773 0.7790 0.0017 0.2% 0.7802
Low 0.7714 0.7645 -0.0069 -0.9% 0.7714
Close 0.7763 0.7665 -0.0098 -1.3% 0.7763
Range 0.0059 0.0145 0.0086 144.9% 0.0088
ATR 0.0049 0.0056 0.0007 13.8% 0.0000
Volume 86 519 433 503.5% 609
Daily Pivots for day following 05-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8133 0.8044 0.7744
R3 0.7989 0.7899 0.7705
R2 0.7844 0.7844 0.7691
R1 0.7755 0.7755 0.7678 0.7727
PP 0.7700 0.7700 0.7700 0.7686
S1 0.7610 0.7610 0.7652 0.7583
S2 0.7555 0.7555 0.7639
S3 0.7411 0.7466 0.7625
S4 0.7266 0.7321 0.7586
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8023 0.7981 0.7811
R3 0.7935 0.7893 0.7787
R2 0.7847 0.7847 0.7779
R1 0.7805 0.7805 0.7771 0.7826
PP 0.7759 0.7759 0.7759 0.7770
S1 0.7717 0.7717 0.7754 0.7738
S2 0.7671 0.7671 0.7746
S3 0.7583 0.7629 0.7738
S4 0.7495 0.7541 0.7714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7802 0.7645 0.0157 2.0% 0.0060 0.8% 13% False True 214
10 0.7802 0.7645 0.0157 2.0% 0.0052 0.7% 13% False True 246
20 0.7975 0.7645 0.0330 4.3% 0.0053 0.7% 6% False True 280
40 0.7975 0.7644 0.0332 4.3% 0.0046 0.6% 6% False False 276
60 0.8007 0.7644 0.0364 4.7% 0.0046 0.6% 6% False False 221
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 5% False False 178
100 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 5% False False 176
120 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 5% False False 156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 162 trading days
Fibonacci Retracements and Extensions
4.250 0.8404
2.618 0.8168
1.618 0.8023
1.000 0.7934
0.618 0.7879
HIGH 0.7790
0.618 0.7734
0.500 0.7717
0.382 0.7700
LOW 0.7645
0.618 0.7556
1.000 0.7501
1.618 0.7411
2.618 0.7267
4.250 0.7031
Fisher Pivots for day following 05-Jul-2022
Pivot 1 day 3 day
R1 0.7717 0.7717
PP 0.7700 0.7700
S1 0.7682 0.7682

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

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