CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 20-Jul-2022
Day Change Summary
Previous Current
19-Jul-2022 20-Jul-2022 Change Change % Previous Week
Open 0.7698 0.7768 0.0070 0.9% 0.7720
High 0.7768 0.7775 0.0008 0.1% 0.7723
Low 0.7698 0.7750 0.0052 0.7% 0.7569
Close 0.7762 0.7762 0.0000 0.0% 0.7672
Range 0.0070 0.0026 -0.0045 -63.6% 0.0155
ATR 0.0061 0.0058 -0.0003 -4.2% 0.0000
Volume 168 399 231 137.5% 2,247
Daily Pivots for day following 20-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7839 0.7826 0.7776
R3 0.7813 0.7800 0.7769
R2 0.7788 0.7788 0.7766
R1 0.7775 0.7775 0.7764 0.7768
PP 0.7762 0.7762 0.7762 0.7759
S1 0.7749 0.7749 0.7759 0.7743
S2 0.7737 0.7737 0.7757
S3 0.7711 0.7724 0.7754
S4 0.7686 0.7698 0.7747
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 0.7775 0.7569 0.0207 2.7% 0.0069 0.9% 93% True False 348
10 0.7775 0.7569 0.0207 2.7% 0.0055 0.7% 93% True False 316
20 0.7802 0.7569 0.0233 3.0% 0.0052 0.7% 83% False False 286
40 0.7975 0.7569 0.0407 5.2% 0.0048 0.6% 47% False False 323
60 0.7975 0.7569 0.0407 5.2% 0.0047 0.6% 47% False False 268
80 0.8053 0.7569 0.0485 6.2% 0.0046 0.6% 40% False False 216
100 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 40% False False 200
120 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 40% False False 182
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7842
1.618 0.7816
1.000 0.7801
0.618 0.7791
HIGH 0.7775
0.618 0.7765
0.500 0.7762
0.382 0.7759
LOW 0.7750
0.618 0.7734
1.000 0.7724
1.618 0.7708
2.618 0.7683
4.250 0.7641
Fisher Pivots for day following 20-Jul-2022
Pivot 1 day 3 day
R1 0.7762 0.7751
PP 0.7762 0.7740
S1 0.7762 0.7729

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

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