CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 0.7806 0.7800 -0.0006 -0.1% 0.7726
High 0.7817 0.7827 0.0010 0.1% 0.7817
Low 0.7778 0.7783 0.0005 0.1% 0.7726
Close 0.7804 0.7783 -0.0021 -0.3% 0.7804
Range 0.0039 0.0044 0.0005 13.0% 0.0091
ATR 0.0053 0.0053 -0.0001 -1.3% 0.0000
Volume 831 123 -708 -85.2% 1,286
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7928 0.7899 0.7807
R3 0.7885 0.7856 0.7795
R2 0.7841 0.7841 0.7791
R1 0.7812 0.7812 0.7787 0.7805
PP 0.7798 0.7798 0.7798 0.7794
S1 0.7769 0.7769 0.7779 0.7761
S2 0.7754 0.7754 0.7775
S3 0.7711 0.7725 0.7771
S4 0.7667 0.7682 0.7759
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8054 0.8019 0.7853
R3 0.7963 0.7929 0.7828
R2 0.7873 0.7873 0.7820
R1 0.7838 0.7838 0.7812 0.7855
PP 0.7782 0.7782 0.7782 0.7791
S1 0.7748 0.7748 0.7795 0.7765
S2 0.7692 0.7692 0.7787
S3 0.7601 0.7657 0.7779
S4 0.7511 0.7567 0.7754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7827 0.7753 0.0074 1.0% 0.0042 0.5% 41% True False 234
10 0.7827 0.7698 0.0129 1.7% 0.0046 0.6% 66% True False 243
20 0.7827 0.7569 0.0258 3.3% 0.0054 0.7% 83% True False 301
40 0.7975 0.7569 0.0407 5.2% 0.0051 0.7% 53% False False 285
60 0.7975 0.7569 0.0407 5.2% 0.0048 0.6% 53% False False 276
80 0.8007 0.7569 0.0439 5.6% 0.0046 0.6% 49% False False 235
100 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 44% False False 201
120 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 44% False False 193
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8011
2.618 0.7940
1.618 0.7897
1.000 0.7870
0.618 0.7853
HIGH 0.7827
0.618 0.7810
0.500 0.7805
0.382 0.7800
LOW 0.7783
0.618 0.7756
1.000 0.7740
1.618 0.7713
2.618 0.7669
4.250 0.7598
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 0.7805 0.7801
PP 0.7798 0.7795
S1 0.7790 0.7789

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.