CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	0.7685	0.7636	-0.0049	-0.6%	0.7693
High	0.7707	0.7653	-0.0055	-0.7%	0.7753
Low	0.7626	0.7608	-0.0018	-0.2%	0.7653
Close	0.7630	0.7619	-0.0011	-0.1%	0.7674
Range	0.0081	0.0045	-0.0037	-45.1%	0.0100
ATR	0.0060	0.0058	-0.0001	-1.8%	0.0000
Volume	102,993	98,273	-4,720	-4.6%	390,724

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7760	0.7734	0.7643
R3	0.7716	0.7690	0.7631
R2	0.7671	0.7671	0.7627
R1	0.7645	0.7645	0.7623	0.7636
PP	0.7627	0.7627	0.7627	0.7622
S1	0.7601	0.7601	0.7615	0.7591
S2	0.7582	0.7582	0.7611
S3	0.7538	0.7556	0.7607
S4	0.7493	0.7512	0.7595

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7934	0.7729
R3	0.7893	0.7834	0.7702
R2	0.7793	0.7793	0.7692
R1	0.7734	0.7734	0.7683	0.7713
PP	0.7693	0.7693	0.7693	0.7683
S1	0.7634	0.7634	0.7665	0.7613
S2	0.7593	0.7593	0.7656
S3	0.7493	0.7534	0.7647
S4	0.7393	0.7434	0.7619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7753	0.7608	0.0145	1.9%	0.0061	0.8%	8%	False	True	86,598
10	0.7762	0.7608	0.0154	2.0%	0.0057	0.7%	7%	False	True	80,822
20	0.7855	0.7608	0.0247	3.2%	0.0058	0.8%	4%	False	True	76,931
40	0.7855	0.7561	0.0295	3.9%	0.0059	0.8%	20%	False	False	82,658
60	0.7984	0.7561	0.0423	5.6%	0.0061	0.8%	14%	False	False	86,212
80	0.7984	0.7561	0.0423	5.6%	0.0058	0.8%	14%	False	False	65,552
100	0.8008	0.7561	0.0447	5.9%	0.0057	0.7%	13%	False	False	52,476
120	0.8055	0.7561	0.0495	6.5%	0.0053	0.7%	12%	False	False	43,741

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7842
2.618	0.7769
1.618	0.7725
1.000	0.7697
0.618	0.7680
HIGH	0.7653
0.618	0.7636
0.500	0.7630
0.382	0.7625
LOW	0.7608
0.618	0.7580
1.000	0.7564
1.618	0.7536
2.618	0.7491
4.250	0.7419

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	0.7630	0.7658
PP	0.7627	0.7645
S1	0.7623	0.7632

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

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