CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 08-Aug-2022

Day Change Summary
	Previous	Current
	05-Aug-2022	08-Aug-2022	Change	Change %	Previous Week
Open	0.7772	0.7726	-0.0046	-0.6%	0.7811
High	0.7772	0.7787	0.0015	0.2%	0.7831
Low	0.7699	0.7720	0.0021	0.3%	0.7699
Close	0.7727	0.7772	0.0045	0.6%	0.7727
Range	0.0073	0.0067	-0.0006	-8.3%	0.0132
ATR	0.0057	0.0058	0.0001	1.2%	0.0000
Volume	92,379	71,869	-20,510	-22.2%	360,420

Daily Pivots for day following 08-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7932	0.7808
R3	0.7892	0.7865	0.7790
R2	0.7826	0.7826	0.7784
R1	0.7799	0.7799	0.7778	0.7812
PP	0.7759	0.7759	0.7759	0.7766
S1	0.7732	0.7732	0.7765	0.7746
S2	0.7693	0.7693	0.7759
S3	0.7626	0.7666	0.7753
S4	0.7560	0.7599	0.7735

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	0.7799	0.7699	0.0100	1.3%	0.0048	0.6%	73%	False	False	73,247
10	0.7831	0.7699	0.0132	1.7%	0.0050	0.6%	55%	False	False	77,689
20	0.7831	0.7561	0.0270	3.5%	0.0059	0.8%	78%	False	False	88,465
40	0.7881	0.7561	0.0321	4.1%	0.0061	0.8%	66%	False	False	91,898
60	0.7984	0.7561	0.0423	5.4%	0.0058	0.8%	50%	False	False	65,415
80	0.8008	0.7561	0.0447	5.8%	0.0058	0.7%	47%	False	False	49,119
100	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	43%	False	False	39,307
120	0.8055	0.7561	0.0495	6.4%	0.0051	0.7%	43%	False	False	32,775

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8069
2.618	0.7961
1.618	0.7894
1.000	0.7853
0.618	0.7828
HIGH	0.7787
0.618	0.7761
0.500	0.7753
0.382	0.7745
LOW	0.7720
0.618	0.7679
1.000	0.7654
1.618	0.7612
2.618	0.7546
4.250	0.7437

Fisher Pivots for day following 08-Aug-2022
Pivot	1 day	3 day
R1	0.7765	0.7764
PP	0.7759	0.7756
S1	0.7753	0.7749

Download as Excel Spreadsheet

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

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