CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Jul-2022
Day Change Summary
Previous Current
20-Jul-2022 21-Jul-2022 Change Change % Previous Week
Open 0.7768 0.7770 0.0003 0.0% 0.7720
High 0.7775 0.7772 -0.0003 0.0% 0.7723
Low 0.7750 0.7733 -0.0017 -0.2% 0.7569
Close 0.7762 0.7753 -0.0009 -0.1% 0.7672
Range 0.0026 0.0039 0.0014 52.9% 0.0155
ATR 0.0058 0.0057 -0.0001 -2.4% 0.0000
Volume 399 242 -157 -39.3% 2,247
Daily Pivots for day following 21-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7870 0.7850 0.7774
R3 0.7831 0.7811 0.7763
R2 0.7792 0.7792 0.7760
R1 0.7772 0.7772 0.7756 0.7762
PP 0.7753 0.7753 0.7753 0.7748
S1 0.7733 0.7733 0.7749 0.7723
S2 0.7714 0.7714 0.7745
S3 0.7675 0.7694 0.7742
S4 0.7636 0.7655 0.7731
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 0.7613 0.0162 2.1% 0.0053 0.7% 86% False False 250
10 0.7775 0.7569 0.0207 2.7% 0.0058 0.7% 89% False False 338
20 0.7802 0.7569 0.0233 3.0% 0.0052 0.7% 79% False False 290
40 0.7975 0.7569 0.0407 5.2% 0.0048 0.6% 45% False False 328
60 0.7975 0.7569 0.0407 5.2% 0.0048 0.6% 45% False False 270
80 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 38% False False 218
100 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 38% False False 201
120 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 38% False False 184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7874
1.618 0.7835
1.000 0.7811
0.618 0.7796
HIGH 0.7772
0.618 0.7757
0.500 0.7753
0.382 0.7748
LOW 0.7733
0.618 0.7709
1.000 0.7694
1.618 0.7670
2.618 0.7631
4.250 0.7567
Fisher Pivots for day following 21-Jul-2022
Pivot 1 day 3 day
R1 0.7753 0.7747
PP 0.7753 0.7742
S1 0.7753 0.7736

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

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