CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 29-Jul-2022

Day Change Summary
	Previous	Current
	28-Jul-2022	29-Jul-2022	Change	Change %	Previous Week
Open	0.7796	0.7807	0.0011	0.1%	0.7740
High	0.7814	0.7818	0.0004	0.0%	0.7818
Low	0.7769	0.7776	0.0007	0.1%	0.7723
Close	0.7797	0.7804	0.0008	0.1%	0.7804
Range	0.0046	0.0042	-0.0004	-7.7%	0.0095
ATR	0.0063	0.0061	-0.0001	-2.3%	0.0000
Volume	90,715	88,282	-2,433	-2.7%	416,217

Daily Pivots for day following 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7925	0.7907	0.7827
R3	0.7883	0.7865	0.7816
R2	0.7841	0.7841	0.7812
R1	0.7823	0.7823	0.7808	0.7811
PP	0.7799	0.7799	0.7799	0.7793
S1	0.7781	0.7781	0.7800	0.7769
S2	0.7757	0.7757	0.7796
S3	0.7715	0.7739	0.7792
S4	0.7673	0.7697	0.7781

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8066	0.8030	0.7856
R3	0.7971	0.7935	0.7830
R2	0.7876	0.7876	0.7821
R1	0.7840	0.7840	0.7813	0.7858
PP	0.7781	0.7781	0.7781	0.7790
S1	0.7745	0.7745	0.7795	0.7763
S2	0.7686	0.7686	0.7787
S3	0.7591	0.7650	0.7778
S4	0.7496	0.7555	0.7752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7818	0.7723	0.0095	1.2%	0.0054	0.7%	86%	True	False	83,243
10	0.7818	0.7676	0.0142	1.8%	0.0056	0.7%	90%	True	False	86,035
20	0.7818	0.7561	0.0257	3.3%	0.0066	0.8%	95%	True	False	93,786
40	0.7984	0.7561	0.0423	5.4%	0.0062	0.8%	58%	False	False	86,676
60	0.7984	0.7561	0.0423	5.4%	0.0060	0.8%	58%	False	False	58,242
80	0.8055	0.7561	0.0495	6.3%	0.0056	0.7%	49%	False	False	43,718
100	0.8055	0.7561	0.0495	6.3%	0.0052	0.7%	49%	False	False	34,994
120	0.8055	0.7561	0.0495	6.3%	0.0050	0.6%	49%	False	False	29,175

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7996
2.618	0.7927
1.618	0.7885
1.000	0.7860
0.618	0.7843
HIGH	0.7818
0.618	0.7801
0.500	0.7797
0.382	0.7792
LOW	0.7776
0.618	0.7750
1.000	0.7734
1.618	0.7708
2.618	0.7666
4.250	0.7597

Fisher Pivots for day following 29-Jul-2022
Pivot	1 day	3 day
R1	0.7802	0.7796
PP	0.7799	0.7788
S1	0.7797	0.7781

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

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