CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 0.7776 0.7788 0.0012 0.2% 0.7726
High 0.7785 0.7790 0.0006 0.1% 0.7817
Low 0.7764 0.7769 0.0005 0.1% 0.7726
Close 0.7783 0.7781 -0.0003 0.0% 0.7804
Range 0.0021 0.0022 0.0001 4.9% 0.0091
ATR 0.0049 0.0047 -0.0002 -4.0% 0.0000
Volume 138 355 217 157.2% 1,286
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7844 0.7834 0.7792
R3 0.7823 0.7812 0.7786
R2 0.7801 0.7801 0.7784
R1 0.7791 0.7791 0.7782 0.7785
PP 0.7780 0.7780 0.7780 0.7777
S1 0.7769 0.7769 0.7779 0.7764
S2 0.7758 0.7758 0.7777
S3 0.7737 0.7748 0.7775
S4 0.7715 0.7726 0.7769
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 0.7760 0.0067 0.9% 0.0030 0.4% 31% False False 324
10 0.7827 0.7726 0.0101 1.3% 0.0040 0.5% 54% False False 229
20 0.7827 0.7569 0.0258 3.3% 0.0049 0.6% 82% False False 283
40 0.7975 0.7569 0.0407 5.2% 0.0050 0.6% 52% False False 282
60 0.7975 0.7569 0.0407 5.2% 0.0046 0.6% 52% False False 279
80 0.8007 0.7569 0.0439 5.6% 0.0046 0.6% 48% False False 242
100 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 44% False False 200
120 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 44% False False 195
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7881
2.618 0.7846
1.618 0.7825
1.000 0.7812
0.618 0.7803
HIGH 0.7790
0.618 0.7782
0.500 0.7779
0.382 0.7777
LOW 0.7769
0.618 0.7755
1.000 0.7747
1.618 0.7734
2.618 0.7712
4.250 0.7677
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 0.7780 0.7779
PP 0.7780 0.7777
S1 0.7779 0.7775

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

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