CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 02-Aug-2022
Day Change Summary
Previous Current
01-Aug-2022 02-Aug-2022 Change Change % Previous Week
Open 0.7800 0.7786 -0.0015 -0.2% 0.7726
High 0.7827 0.7786 -0.0041 -0.5% 0.7817
Low 0.7783 0.7760 -0.0023 -0.3% 0.7726
Close 0.7783 0.7776 -0.0008 -0.1% 0.7804
Range 0.0044 0.0026 -0.0018 -41.4% 0.0091
ATR 0.0053 0.0051 -0.0002 -3.7% 0.0000
Volume 123 175 52 42.3% 1,286
Daily Pivots for day following 02-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7850 0.7838 0.7790
R3 0.7825 0.7813 0.7783
R2 0.7799 0.7799 0.7780
R1 0.7787 0.7787 0.7778 0.7781
PP 0.7774 0.7774 0.7774 0.7770
S1 0.7762 0.7762 0.7773 0.7755
S2 0.7748 0.7748 0.7771
S3 0.7723 0.7736 0.7768
S4 0.7697 0.7711 0.7761
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 0.7755 0.0072 0.9% 0.0038 0.5% 29% False False 253
10 0.7827 0.7726 0.0101 1.3% 0.0042 0.5% 49% False False 244
20 0.7827 0.7569 0.0258 3.3% 0.0049 0.6% 80% False False 284
40 0.7975 0.7569 0.0407 5.2% 0.0051 0.7% 51% False False 282
60 0.7975 0.7569 0.0407 5.2% 0.0047 0.6% 51% False False 279
80 0.8007 0.7569 0.0439 5.6% 0.0046 0.6% 47% False False 237
100 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 43% False False 199
120 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 43% False False 194
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 0.7894
2.618 0.7852
1.618 0.7827
1.000 0.7811
0.618 0.7801
HIGH 0.7786
0.618 0.7776
0.500 0.7773
0.382 0.7770
LOW 0.7760
0.618 0.7744
1.000 0.7735
1.618 0.7719
2.618 0.7693
4.250 0.7652
Fisher Pivots for day following 02-Aug-2022
Pivot 1 day 3 day
R1 0.7775 0.7793
PP 0.7774 0.7787
S1 0.7773 0.7781

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

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