CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	0.7785	0.7772	-0.0013	-0.2%	0.7811
High	0.7799	0.7772	-0.0027	-0.3%	0.7831
Low	0.7764	0.7699	-0.0065	-0.8%	0.7699
Close	0.7781	0.7727	-0.0054	-0.7%	0.7727
Range	0.0035	0.0073	0.0038	107.1%	0.0132
ATR	0.0055	0.0057	0.0002	3.4%	0.0000
Volume	56,393	92,379	35,986	63.8%	360,420

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7950	0.7911	0.7767
R3	0.7878	0.7839	0.7747
R2	0.7805	0.7805	0.7740
R1	0.7766	0.7766	0.7734	0.7749
PP	0.7733	0.7733	0.7733	0.7724
S1	0.7694	0.7694	0.7720	0.7677
S2	0.7660	0.7660	0.7714
S3	0.7588	0.7621	0.7707
S4	0.7515	0.7549	0.7687

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8147	0.8068	0.7799
R3	0.8015	0.7937	0.7763
R2	0.7884	0.7884	0.7751
R1	0.7805	0.7805	0.7739	0.7779
PP	0.7752	0.7752	0.7752	0.7739
S1	0.7674	0.7674	0.7715	0.7647
S2	0.7621	0.7621	0.7703
S3	0.7489	0.7542	0.7691
S4	0.7358	0.7411	0.7655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7831	0.7699	0.0132	1.7%	0.0046	0.6%	21%	False	True	72,084
10	0.7831	0.7699	0.0132	1.7%	0.0050	0.6%	21%	False	True	77,663
20	0.7831	0.7561	0.0270	3.5%	0.0059	0.8%	62%	False	False	88,121
40	0.7964	0.7561	0.0404	5.2%	0.0062	0.8%	41%	False	False	91,957
60	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	39%	False	False	64,222
80	0.8008	0.7561	0.0447	5.8%	0.0057	0.7%	37%	False	False	48,221
100	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	34%	False	False	38,588
120	0.8055	0.7561	0.0495	6.4%	0.0050	0.7%	34%	False	False	32,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8080
2.618	0.7961
1.618	0.7889
1.000	0.7844
0.618	0.7816
HIGH	0.7772
0.618	0.7744
0.500	0.7735
0.382	0.7727
LOW	0.7699
0.618	0.7654
1.000	0.7627
1.618	0.7582
2.618	0.7509
4.250	0.7391

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	0.7735	0.7749
PP	0.7733	0.7742
S1	0.7730	0.7734

Download as Excel Spreadsheet

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

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