CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 08-Jul-2022
Day Change Summary
Previous Current
07-Jul-2022 08-Jul-2022 Change Change % Previous Week
Open 0.7700 0.7710 0.0010 0.1% 0.7763
High 0.7714 0.7731 0.0017 0.2% 0.7790
Low 0.7697 0.7674 -0.0024 -0.3% 0.7645
Close 0.7705 0.7719 0.0014 0.2% 0.7719
Range 0.0017 0.0057 0.0040 235.3% 0.0145
ATR 0.0053 0.0053 0.0000 0.5% 0.0000
Volume 26 19 -7 -26.9% 1,042
Daily Pivots for day following 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7879 0.7856 0.7750
R3 0.7822 0.7799 0.7735
R2 0.7765 0.7765 0.7729
R1 0.7742 0.7742 0.7724 0.7753
PP 0.7708 0.7708 0.7708 0.7713
S1 0.7685 0.7685 0.7714 0.7696
S2 0.7651 0.7651 0.7709
S3 0.7594 0.7628 0.7703
S4 0.7537 0.7571 0.7688
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8151 0.8080 0.7798
R3 0.8007 0.7935 0.7759
R2 0.7862 0.7862 0.7745
R1 0.7791 0.7791 0.7732 0.7754
PP 0.7718 0.7718 0.7718 0.7700
S1 0.7646 0.7646 0.7706 0.7610
S2 0.7573 0.7573 0.7693
S3 0.7429 0.7502 0.7679
S4 0.7284 0.7357 0.7640
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% 0.0060 0.8% 51% False False 225
10 0.7802 0.7645 0.0157 2.0% 0.0049 0.6% 47% False False 177
20 0.7954 0.7645 0.0309 4.0% 0.0053 0.7% 24% False False 276
40 0.7975 0.7644 0.0332 4.3% 0.0045 0.6% 23% False False 275
60 0.8007 0.7644 0.0364 4.7% 0.0046 0.6% 21% False False 227
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 18% False False 179
100 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 18% False False 177
120 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 18% False False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7880
1.618 0.7823
1.000 0.7788
0.618 0.7766
HIGH 0.7731
0.618 0.7709
0.500 0.7702
0.382 0.7695
LOW 0.7674
0.618 0.7638
1.000 0.7617
1.618 0.7581
2.618 0.7524
4.250 0.7431
Fisher Pivots for day following 08-Jul-2022
Pivot 1 day 3 day
R1 0.7713 0.7710
PP 0.7708 0.7702
S1 0.7702 0.7693

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

View Archives - Comment on this page... - Back to Index of Symbols