CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	0.7787	0.7764	-0.0023	-0.3%	0.7740
High	0.7790	0.7791	0.0001	0.0%	0.7818
Low	0.7758	0.7755	-0.0003	0.0%	0.7723
Close	0.7776	0.7784	0.0009	0.1%	0.7804
Range	0.0032	0.0036	0.0004	12.5%	0.0095
ATR	0.0059	0.0057	-0.0002	-2.7%	0.0000
Volume	78,913	66,682	-12,231	-15.5%	416,217

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7870	0.7804
R3	0.7848	0.7834	0.7794
R2	0.7812	0.7812	0.7791
R1	0.7798	0.7798	0.7787	0.7805
PP	0.7776	0.7776	0.7776	0.7780
S1	0.7762	0.7762	0.7781	0.7769
S2	0.7740	0.7740	0.7777
S3	0.7704	0.7726	0.7774
S4	0.7668	0.7690	0.7764

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	0.7755	0.0076	1.0%	0.0042	0.5%	39%	False	True	78,129
10	0.7831	0.7723	0.0108	1.4%	0.0050	0.6%	57%	False	False	81,579
20	0.7831	0.7561	0.0270	3.5%	0.0060	0.8%	83%	False	False	88,386
40	0.7984	0.7561	0.0423	5.4%	0.0062	0.8%	53%	False	False	90,852
60	0.7984	0.7561	0.0423	5.4%	0.0059	0.8%	53%	False	False	61,759
80	0.8008	0.7561	0.0447	5.7%	0.0057	0.7%	50%	False	False	46,362
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	45%	False	False	37,102
120	0.8055	0.7561	0.0495	6.4%	0.0050	0.6%	45%	False	False	30,938

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7944
2.618	0.7885
1.618	0.7849
1.000	0.7827
0.618	0.7813
HIGH	0.7791
0.618	0.7777
0.500	0.7773
0.382	0.7768
LOW	0.7755
0.618	0.7732
1.000	0.7719
1.618	0.7696
2.618	0.7660
4.250	0.7602

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	0.7780	0.7793
PP	0.7776	0.7790
S1	0.7773	0.7787

Download as Excel Spreadsheet

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

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