CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 07-Jul-2022
Day Change Summary
Previous Current
06-Jul-2022 07-Jul-2022 Change Change % Previous Week
Open 0.7678 0.7700 0.0022 0.3% 0.7752
High 0.7679 0.7714 0.0036 0.5% 0.7802
Low 0.7656 0.7697 0.0041 0.5% 0.7714
Close 0.7668 0.7705 0.0037 0.5% 0.7763
Range 0.0023 0.0017 -0.0006 -24.4% 0.0088
ATR 0.0054 0.0053 -0.0001 -1.0% 0.0000
Volume 478 26 -452 -94.6% 609
Daily Pivots for day following 07-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7756 0.7748 0.7714
R3 0.7739 0.7731 0.7710
R2 0.7722 0.7722 0.7708
R1 0.7714 0.7714 0.7707 0.7718
PP 0.7705 0.7705 0.7705 0.7708
S1 0.7697 0.7697 0.7703 0.7701
S2 0.7688 0.7688 0.7702
S3 0.7671 0.7680 0.7700
S4 0.7654 0.7663 0.7696
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% 0.0056 0.7% 42% False False 292
10 0.7802 0.7645 0.0157 2.0% 0.0047 0.6% 38% False False 242
20 0.7975 0.7645 0.0330 4.3% 0.0051 0.7% 18% False False 280
40 0.7975 0.7644 0.0332 4.3% 0.0044 0.6% 19% False False 276
60 0.8007 0.7644 0.0364 4.7% 0.0045 0.6% 17% False False 228
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 15% False False 179
100 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 15% False False 177
120 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 15% False False 159
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7759
1.618 0.7742
1.000 0.7731
0.618 0.7725
HIGH 0.7714
0.618 0.7708
0.500 0.7706
0.382 0.7703
LOW 0.7697
0.618 0.7686
1.000 0.7680
1.618 0.7669
2.618 0.7652
4.250 0.7625
Fisher Pivots for day following 07-Jul-2022
Pivot 1 day 3 day
R1 0.7706 0.7717
PP 0.7705 0.7713
S1 0.7705 0.7709

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

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