CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	0.7807	0.7811	0.0004	0.1%	0.7740
High	0.7818	0.7831	0.0013	0.2%	0.7818
Low	0.7776	0.7777	0.0001	0.0%	0.7723
Close	0.7804	0.7783	-0.0021	-0.3%	0.7804
Range	0.0042	0.0054	0.0012	28.6%	0.0095
ATR	0.0061	0.0061	-0.0001	-0.8%	0.0000
Volume	88,282	66,053	-22,229	-25.2%	416,217

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7925	0.7813
R3	0.7905	0.7871	0.7798
R2	0.7851	0.7851	0.7793
R1	0.7817	0.7817	0.7788	0.7807
PP	0.7797	0.7797	0.7797	0.7792
S1	0.7763	0.7763	0.7778	0.7753
S2	0.7743	0.7743	0.7773
S3	0.7689	0.7709	0.7768
S4	0.7635	0.7655	0.7753

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	0.7831	0.7744	0.0087	1.1%	0.0051	0.7%	45%	True	False	82,131
10	0.7831	0.7696	0.0135	1.7%	0.0054	0.7%	65%	True	False	83,251
20	0.7831	0.7561	0.0270	3.5%	0.0066	0.8%	82%	True	False	93,477
40	0.7984	0.7561	0.0423	5.4%	0.0062	0.8%	53%	False	False	88,118
60	0.7984	0.7561	0.0423	5.4%	0.0060	0.8%	53%	False	False	59,339
80	0.8008	0.7561	0.0447	5.7%	0.0056	0.7%	50%	False	False	44,543
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	45%	False	False	35,654
120	0.8055	0.7561	0.0495	6.4%	0.0050	0.6%	45%	False	False	29,725

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8060
2.618	0.7972
1.618	0.7918
1.000	0.7885
0.618	0.7864
HIGH	0.7831
0.618	0.7810
0.500	0.7804
0.382	0.7797
LOW	0.7777
0.618	0.7743
1.000	0.7723
1.618	0.7689
2.618	0.7635
4.250	0.7547

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	0.7804	0.7800
PP	0.7797	0.7794
S1	0.7790	0.7789

Download as Excel Spreadsheet

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

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