CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	0.7811	0.7787	-0.0024	-0.3%	0.7740
High	0.7831	0.7790	-0.0041	-0.5%	0.7818
Low	0.7777	0.7758	-0.0019	-0.2%	0.7723
Close	0.7783	0.7776	-0.0008	-0.1%	0.7804
Range	0.0054	0.0032	-0.0022	-40.7%	0.0095
ATR	0.0061	0.0059	-0.0002	-3.4%	0.0000
Volume	66,053	78,913	12,860	19.5%	416,217

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7870	0.7855	0.7793
R3	0.7838	0.7823	0.7784
R2	0.7806	0.7806	0.7781
R1	0.7791	0.7791	0.7778	0.7783
PP	0.7774	0.7774	0.7774	0.7770
S1	0.7759	0.7759	0.7773	0.7751
S2	0.7742	0.7742	0.7770
S3	0.7710	0.7727	0.7767
S4	0.7678	0.7695	0.7758

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%	0.0047	0.6%	37%	False	False	82,943
10	0.7831	0.7723	0.0108	1.4%	0.0050	0.6%	49%	False	False	83,660
20	0.7831	0.7561	0.0270	3.5%	0.0060	0.8%	80%	False	False	89,570
40	0.7984	0.7561	0.0423	5.4%	0.0062	0.8%	51%	False	False	89,721
60	0.7984	0.7561	0.0423	5.4%	0.0059	0.8%	51%	False	False	60,651
80	0.8008	0.7561	0.0447	5.7%	0.0056	0.7%	48%	False	False	45,529
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	43%	False	False	36,440
120	0.8055	0.7561	0.0495	6.4%	0.0050	0.6%	43%	False	False	30,383

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7926
2.618	0.7873
1.618	0.7841
1.000	0.7822
0.618	0.7809
HIGH	0.7790
0.618	0.7777
0.500	0.7774
0.382	0.7770
LOW	0.7758
0.618	0.7738
1.000	0.7726
1.618	0.7706
2.618	0.7674
4.250	0.7622

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	0.7775	0.7794
PP	0.7774	0.7788
S1	0.7774	0.7782

Download as Excel Spreadsheet

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

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