CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	0.7764	0.7785	0.0021	0.3%	0.7740
High	0.7791	0.7799	0.0008	0.1%	0.7818
Low	0.7755	0.7764	0.0009	0.1%	0.7723
Close	0.7784	0.7781	-0.0003	0.0%	0.7804
Range	0.0036	0.0035	-0.0001	-2.8%	0.0095
ATR	0.0057	0.0055	-0.0002	-2.8%	0.0000
Volume	66,682	56,393	-10,289	-15.4%	416,217

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7869	0.7800
R3	0.7851	0.7834	0.7791
R2	0.7816	0.7816	0.7787
R1	0.7799	0.7799	0.7784	0.7790
PP	0.7781	0.7781	0.7781	0.7777
S1	0.7764	0.7764	0.7778	0.7755
S2	0.7746	0.7746	0.7775
S3	0.7711	0.7729	0.7771
S4	0.7676	0.7694	0.7762

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%	0.0040	0.5%	35%	False	False	71,264
10	0.7831	0.7723	0.0108	1.4%	0.0049	0.6%	54%	False	False	77,724
20	0.7831	0.7561	0.0270	3.5%	0.0059	0.8%	82%	False	False	87,785
40	0.7984	0.7561	0.0423	5.4%	0.0061	0.8%	52%	False	False	91,216
60	0.7984	0.7561	0.0423	5.4%	0.0058	0.7%	52%	False	False	62,686
80	0.8008	0.7561	0.0447	5.7%	0.0057	0.7%	49%	False	False	47,067
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	45%	False	False	37,665
120	0.8055	0.7561	0.0495	6.4%	0.0050	0.6%	45%	False	False	31,407

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7947
2.618	0.7890
1.618	0.7855
1.000	0.7834
0.618	0.7820
HIGH	0.7799
0.618	0.7785
0.500	0.7781
0.382	0.7777
LOW	0.7764
0.618	0.7742
1.000	0.7729
1.618	0.7707
2.618	0.7672
4.250	0.7615

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	0.7781	0.7780
PP	0.7781	0.7778
S1	0.7781	0.7777

Download as Excel Spreadsheet

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

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