CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-Jul-2022
Day Change Summary
Previous Current
15-Jul-2022 18-Jul-2022 Change Change % Previous Week
Open 0.7635 0.7683 0.0049 0.6% 0.7720
High 0.7681 0.7746 0.0065 0.8% 0.7723
Low 0.7613 0.7683 0.0070 0.9% 0.7569
Close 0.7672 0.7710 0.0038 0.5% 0.7672
Range 0.0068 0.0063 -0.0005 -7.4% 0.0155
ATR 0.0059 0.0060 0.0001 1.8% 0.0000
Volume 134 310 176 131.3% 2,247
Daily Pivots for day following 18-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7902 0.7869 0.7744
R3 0.7839 0.7806 0.7727
R2 0.7776 0.7776 0.7721
R1 0.7743 0.7743 0.7715 0.7759
PP 0.7713 0.7713 0.7713 0.7721
S1 0.7680 0.7680 0.7704 0.7696
S2 0.7650 0.7650 0.7698
S3 0.7587 0.7617 0.7692
S4 0.7524 0.7554 0.7675
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8118 0.8049 0.7756
R3 0.7963 0.7895 0.7714
R2 0.7809 0.7809 0.7700
R1 0.7740 0.7740 0.7686 0.7697
PP 0.7654 0.7654 0.7654 0.7633
S1 0.7586 0.7586 0.7657 0.7543
S2 0.7500 0.7500 0.7643
S3 0.7345 0.7431 0.7629
S4 0.7191 0.7277 0.7587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7746 0.7569 0.0177 2.3% 0.0068 0.9% 80% True False 472
10 0.7790 0.7569 0.0221 2.9% 0.0063 0.8% 64% False False 359
20 0.7802 0.7569 0.0233 3.0% 0.0054 0.7% 61% False False 290
40 0.7975 0.7569 0.0407 5.3% 0.0047 0.6% 35% False False 319
60 0.8005 0.7569 0.0437 5.7% 0.0048 0.6% 32% False False 263
80 0.8053 0.7569 0.0485 6.3% 0.0045 0.6% 29% False False 209
100 0.8053 0.7569 0.0485 6.3% 0.0046 0.6% 29% False False 200
120 0.8053 0.7569 0.0485 6.3% 0.0044 0.6% 29% False False 178
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7910
1.618 0.7847
1.000 0.7809
0.618 0.7784
HIGH 0.7746
0.618 0.7721
0.500 0.7714
0.382 0.7707
LOW 0.7683
0.618 0.7644
1.000 0.7620
1.618 0.7581
2.618 0.7518
4.250 0.7415
Fisher Pivots for day following 18-Jul-2022
Pivot 1 day 3 day
R1 0.7714 0.7692
PP 0.7713 0.7675
S1 0.7711 0.7657

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

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