CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 06-Jul-2022
Day Change Summary
Previous Current
05-Jul-2022 06-Jul-2022 Change Change % Previous Week
Open 0.7763 0.7678 -0.0085 -1.1% 0.7752
High 0.7790 0.7679 -0.0111 -1.4% 0.7802
Low 0.7645 0.7656 0.0011 0.1% 0.7714
Close 0.7665 0.7668 0.0003 0.0% 0.7763
Range 0.0145 0.0023 -0.0122 -84.4% 0.0088
ATR 0.0056 0.0054 -0.0002 -4.3% 0.0000
Volume 519 478 -41 -7.9% 609
Daily Pivots for day following 06-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7735 0.7724 0.7680
R3 0.7713 0.7702 0.7674
R2 0.7690 0.7690 0.7672
R1 0.7679 0.7679 0.7670 0.7673
PP 0.7668 0.7668 0.7668 0.7665
S1 0.7657 0.7657 0.7666 0.7651
S2 0.7645 0.7645 0.7664
S3 0.7623 0.7634 0.7662
S4 0.7600 0.7612 0.7656
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 0.7790 0.7645 0.0145 1.9% 0.0057 0.7% 16% False False 297
10 0.7802 0.7645 0.0157 2.0% 0.0048 0.6% 15% False False 255
20 0.7975 0.7645 0.0330 4.3% 0.0053 0.7% 7% False False 294
40 0.7975 0.7644 0.0332 4.3% 0.0045 0.6% 7% False False 285
60 0.8007 0.7644 0.0364 4.7% 0.0046 0.6% 7% False False 228
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 6% False False 181
100 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 6% False False 180
120 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 6% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7774
2.618 0.7737
1.618 0.7715
1.000 0.7701
0.618 0.7692
HIGH 0.7679
0.618 0.7670
0.500 0.7667
0.382 0.7665
LOW 0.7656
0.618 0.7642
1.000 0.7634
1.618 0.7620
2.618 0.7597
4.250 0.7560
Fisher Pivots for day following 06-Jul-2022
Pivot 1 day 3 day
R1 0.7668 0.7717
PP 0.7668 0.7701
S1 0.7667 0.7684

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

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