CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	0.7750	0.7782	0.0032	0.4%	0.7726
High	0.7792	0.7794	0.0002	0.0%	0.7855
Low	0.7733	0.7728	-0.0006	-0.1%	0.7720
Close	0.7782	0.7751	-0.0032	-0.4%	0.7826
Range	0.0059	0.0066	0.0008	12.8%	0.0135
ATR	0.0059	0.0059	0.0001	0.9%	0.0000
Volume	74,367	73,162	-1,205	-1.6%	351,339

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7955	0.7919	0.7787
R3	0.7889	0.7853	0.7769
R2	0.7823	0.7823	0.7763
R1	0.7787	0.7787	0.7757	0.7772
PP	0.7757	0.7757	0.7757	0.7750
S1	0.7721	0.7721	0.7744	0.7706
S2	0.7691	0.7691	0.7738
S3	0.7625	0.7655	0.7732
S4	0.7559	0.7589	0.7714

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8205	0.8151	0.7900
R3	0.8070	0.8016	0.7863
R2	0.7935	0.7935	0.7851
R1	0.7881	0.7881	0.7838	0.7908
PP	0.7800	0.7800	0.7800	0.7814
S1	0.7746	0.7746	0.7814	0.7773
S2	0.7665	0.7665	0.7801
S3	0.7530	0.7611	0.7789
S4	0.7395	0.7476	0.7752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7855	0.7728	0.0128	1.6%	0.0060	0.8%	18%	False	True	71,928
10	0.7855	0.7699	0.0156	2.0%	0.0060	0.8%	33%	False	False	73,040
20	0.7855	0.7699	0.0156	2.0%	0.0055	0.7%	33%	False	False	77,310
40	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	65%	False	False	83,858
60	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	45%	False	False	73,804
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	45%	False	False	55,476
100	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	38%	False	False	44,397
120	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	38%	False	False	37,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8074
2.618	0.7966
1.618	0.7900
1.000	0.7860
0.618	0.7834
HIGH	0.7794
0.618	0.7768
0.500	0.7761
0.382	0.7753
LOW	0.7728
0.618	0.7687
1.000	0.7662
1.618	0.7621
2.618	0.7555
4.250	0.7447

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	0.7761	0.7779
PP	0.7757	0.7769
S1	0.7754	0.7760

Download as Excel Spreadsheet

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

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