CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 09-Aug-2022

Day Change Summary
	Previous	Current
	08-Aug-2022	09-Aug-2022	Change	Change %	Previous Week
Open	0.7726	0.7774	0.0049	0.6%	0.7811
High	0.7787	0.7785	-0.0002	0.0%	0.7831
Low	0.7720	0.7750	0.0030	0.4%	0.7699
Close	0.7772	0.7755	-0.0017	-0.2%	0.7727
Range	0.0067	0.0035	-0.0032	-47.4%	0.0132
ATR	0.0058	0.0056	-0.0002	-2.8%	0.0000
Volume	71,869	51,512	-20,357	-28.3%	360,420

Daily Pivots for day following 09-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7868	0.7846	0.7774
R3	0.7833	0.7811	0.7764
R2	0.7798	0.7798	0.7761
R1	0.7776	0.7776	0.7758	0.7770
PP	0.7763	0.7763	0.7763	0.7760
S1	0.7741	0.7741	0.7751	0.7735
S2	0.7728	0.7728	0.7748
S3	0.7693	0.7706	0.7745
S4	0.7658	0.7671	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%	0.0049	0.6%	56%	False	False	67,767
10	0.7831	0.7699	0.0132	1.7%	0.0048	0.6%	42%	False	False	75,355
20	0.7831	0.7561	0.0270	3.5%	0.0059	0.8%	72%	False	False	87,073
40	0.7831	0.7561	0.0270	3.5%	0.0060	0.8%	72%	False	False	90,059
60	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	46%	False	False	66,257
80	0.8008	0.7561	0.0447	5.8%	0.0057	0.7%	43%	False	False	49,760
100	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	39%	False	False	39,820
120	0.8055	0.7561	0.0495	6.4%	0.0051	0.7%	39%	False	False	33,205

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7933
2.618	0.7876
1.618	0.7841
1.000	0.7820
0.618	0.7806
HIGH	0.7785
0.618	0.7771
0.500	0.7767
0.382	0.7763
LOW	0.7750
0.618	0.7728
1.000	0.7715
1.618	0.7693
2.618	0.7658
4.250	0.7601

Fisher Pivots for day following 09-Aug-2022
Pivot	1 day	3 day
R1	0.7767	0.7751
PP	0.7763	0.7747
S1	0.7759	0.7743

Download as Excel Spreadsheet

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

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