CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 08-Aug-2022
Day Change Summary
Previous Current
05-Aug-2022 08-Aug-2022 Change Change % Previous Week
Open 0.7740 0.7723 -0.0018 -0.2% 0.7800
High 0.7740 0.7785 0.0045 0.6% 0.7827
Low 0.7700 0.7723 0.0023 0.3% 0.7700
Close 0.7728 0.7772 0.0044 0.6% 0.7728
Range 0.0040 0.0063 0.0023 56.3% 0.0127
ATR 0.0049 0.0050 0.0001 2.0% 0.0000
Volume 1,654 191 -1,463 -88.5% 2,445
Daily Pivots for day following 08-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7947 0.7922 0.7806
R3 0.7885 0.7859 0.7789
R2 0.7822 0.7822 0.7783
R1 0.7797 0.7797 0.7777 0.7810
PP 0.7760 0.7760 0.7760 0.7766
S1 0.7734 0.7734 0.7766 0.7747
S2 0.7697 0.7697 0.7760
S3 0.7635 0.7672 0.7754
S4 0.7572 0.7609 0.7737
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.8131 0.8056 0.7798
R3 0.8005 0.7930 0.7763
R2 0.7878 0.7878 0.7751
R1 0.7803 0.7803 0.7740 0.7777
PP 0.7752 0.7752 0.7752 0.7739
S1 0.7677 0.7677 0.7716 0.7651
S2 0.7625 0.7625 0.7705
S3 0.7499 0.7550 0.7693
S4 0.7372 0.7424 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7790 0.7700 0.0090 1.2% 0.0034 0.4% 79% False False 502
10 0.7827 0.7700 0.0127 1.6% 0.0038 0.5% 57% False False 368
20 0.7827 0.7569 0.0258 3.3% 0.0049 0.6% 79% False False 365
40 0.7872 0.7569 0.0303 3.9% 0.0050 0.6% 67% False False 310
60 0.7975 0.7569 0.0407 5.2% 0.0046 0.6% 50% False False 308
80 0.8007 0.7569 0.0439 5.6% 0.0047 0.6% 46% False False 262
100 0.8053 0.7569 0.0485 6.2% 0.0044 0.6% 42% False False 218
120 0.8053 0.7569 0.0485 6.2% 0.0045 0.6% 42% False False 210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7949
1.618 0.7886
1.000 0.7848
0.618 0.7824
HIGH 0.7785
0.618 0.7761
0.500 0.7754
0.382 0.7746
LOW 0.7723
0.618 0.7684
1.000 0.7660
1.618 0.7621
2.618 0.7559
4.250 0.7457
Fisher Pivots for day following 08-Aug-2022
Pivot 1 day 3 day
R1 0.7766 0.7763
PP 0.7760 0.7754
S1 0.7754 0.7745

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

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