CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 26-Jul-2022
Day Change Summary
Previous Current
25-Jul-2022 26-Jul-2022 Change Change % Previous Week
Open 0.7726 0.7790 0.0064 0.8% 0.7683
High 0.7785 0.7796 0.0011 0.1% 0.7797
Low 0.7726 0.7753 0.0027 0.3% 0.7683
Close 0.7783 0.7753 -0.0031 -0.4% 0.7737
Range 0.0059 0.0043 -0.0016 -27.1% 0.0115
ATR 0.0058 0.0056 -0.0001 -1.8% 0.0000
Volume 238 78 -160 -67.2% 1,336
Daily Pivots for day following 26-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7896 0.7867 0.7776
R3 0.7853 0.7824 0.7764
R2 0.7810 0.7810 0.7760
R1 0.7781 0.7781 0.7756 0.7774
PP 0.7767 0.7767 0.7767 0.7763
S1 0.7738 0.7738 0.7749 0.7731
S2 0.7724 0.7724 0.7745
S3 0.7681 0.7695 0.7741
S4 0.7638 0.7652 0.7729
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8082 0.8024 0.7799
R3 0.7968 0.7909 0.7768
R2 0.7853 0.7853 0.7757
R1 0.7795 0.7795 0.7747 0.7824
PP 0.7739 0.7739 0.7739 0.7753
S1 0.7680 0.7680 0.7726 0.7710
S2 0.7624 0.7624 0.7716
S3 0.7510 0.7566 0.7705
S4 0.7395 0.7451 0.7674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7797 0.7726 0.0071 0.9% 0.0046 0.6% 37% False False 234
10 0.7797 0.7569 0.0229 2.9% 0.0061 0.8% 81% False False 337
20 0.7802 0.7569 0.0233 3.0% 0.0054 0.7% 79% False False 274
40 0.7975 0.7569 0.0407 5.2% 0.0050 0.6% 45% False False 320
60 0.7975 0.7569 0.0407 5.2% 0.0048 0.6% 45% False False 269
80 0.8053 0.7569 0.0485 6.2% 0.0046 0.6% 38% False False 224
100 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 38% False False 204
120 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 38% False False 186
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 True
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7978
2.618 0.7908
1.618 0.7865
1.000 0.7839
0.618 0.7822
HIGH 0.7796
0.618 0.7779
0.500 0.7774
0.382 0.7769
LOW 0.7753
0.618 0.7726
1.000 0.7710
1.618 0.7683
2.618 0.7640
4.250 0.7570
Fisher Pivots for day following 26-Jul-2022
Pivot 1 day 3 day
R1 0.7774 0.7762
PP 0.7767 0.7759
S1 0.7760 0.7756

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

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