CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 27-Jul-2022
Day Change Summary
Previous Current
26-Jul-2022 27-Jul-2022 Change Change % Previous Week
Open 0.7790 0.7764 -0.0026 -0.3% 0.7683
High 0.7796 0.7801 0.0005 0.1% 0.7797
Low 0.7753 0.7755 0.0002 0.0% 0.7683
Close 0.7753 0.7788 0.0036 0.5% 0.7737
Range 0.0043 0.0046 0.0003 7.0% 0.0115
ATR 0.0056 0.0056 -0.0001 -1.1% 0.0000
Volume 78 37 -41 -52.6% 1,336
Daily Pivots for day following 27-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7919 0.7900 0.7813
R3 0.7873 0.7854 0.7801
R2 0.7827 0.7827 0.7796
R1 0.7808 0.7808 0.7792 0.7817
PP 0.7781 0.7781 0.7781 0.7786
S1 0.7762 0.7762 0.7784 0.7771
S2 0.7735 0.7735 0.7780
S3 0.7689 0.7716 0.7775
S4 0.7643 0.7670 0.7763
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 0.7801 0.7726 0.0075 1.0% 0.0050 0.6% 83% True False 162
10 0.7801 0.7569 0.0232 3.0% 0.0060 0.8% 95% True False 255
20 0.7801 0.7569 0.0232 3.0% 0.0054 0.7% 95% True False 273
40 0.7975 0.7569 0.0407 5.2% 0.0050 0.6% 54% False False 317
60 0.7975 0.7569 0.0407 5.2% 0.0047 0.6% 54% False False 268
80 0.8053 0.7569 0.0485 6.2% 0.0046 0.6% 45% False False 224
100 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 45% False False 203
120 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 45% False False 185
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7996
2.618 0.7921
1.618 0.7875
1.000 0.7847
0.618 0.7829
HIGH 0.7801
0.618 0.7783
0.500 0.7778
0.382 0.7772
LOW 0.7755
0.618 0.7726
1.000 0.7709
1.618 0.7680
2.618 0.7634
4.250 0.7559
Fisher Pivots for day following 27-Jul-2022
Pivot 1 day 3 day
R1 0.7785 0.7780
PP 0.7781 0.7772
S1 0.7778 0.7763

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

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