CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 14-Jul-2022
Day Change Summary
Previous Current
13-Jul-2022 14-Jul-2022 Change Change % Previous Week
Open 0.7698 0.7688 -0.0010 -0.1% 0.7763
High 0.7723 0.7688 -0.0035 -0.5% 0.7790
Low 0.7665 0.7569 -0.0097 -1.3% 0.7645
Close 0.7714 0.7630 -0.0084 -1.1% 0.7719
Range 0.0058 0.0120 0.0062 106.0% 0.0145
ATR 0.0052 0.0058 0.0007 12.9% 0.0000
Volume 853 732 -121 -14.2% 1,042
Daily Pivots for day following 14-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7987 0.7928 0.7695
R3 0.7868 0.7808 0.7662
R2 0.7748 0.7748 0.7651
R1 0.7689 0.7689 0.7640 0.7659
PP 0.7629 0.7629 0.7629 0.7614
S1 0.7569 0.7569 0.7619 0.7539
S2 0.7509 0.7509 0.7608
S3 0.7390 0.7450 0.7597
S4 0.7270 0.7330 0.7564
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 0.7731 0.7569 0.0162 2.1% 0.0062 0.8% 38% False True 426
10 0.7790 0.7569 0.0221 2.9% 0.0059 0.8% 28% False True 359
20 0.7802 0.7569 0.0233 3.1% 0.0053 0.7% 26% False True 279
40 0.7975 0.7569 0.0407 5.3% 0.0046 0.6% 15% False True 317
60 0.8007 0.7569 0.0439 5.7% 0.0047 0.6% 14% False True 257
80 0.8053 0.7569 0.0485 6.4% 0.0044 0.6% 13% False True 204
100 0.8053 0.7569 0.0485 6.4% 0.0045 0.6% 13% False True 197
120 0.8053 0.7569 0.0485 6.4% 0.0044 0.6% 13% False True 176
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 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8196
2.618 0.8001
1.618 0.7881
1.000 0.7808
0.618 0.7762
HIGH 0.7688
0.618 0.7642
0.500 0.7628
0.382 0.7614
LOW 0.7569
0.618 0.7495
1.000 0.7449
1.618 0.7375
2.618 0.7256
4.250 0.7061
Fisher Pivots for day following 14-Jul-2022
Pivot 1 day 3 day
R1 0.7629 0.7646
PP 0.7629 0.7640
S1 0.7628 0.7635

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

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