CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	0.7774	0.7760	-0.0015	-0.2%	0.7811
High	0.7785	0.7841	0.0056	0.7%	0.7831
Low	0.7750	0.7753	0.0003	0.0%	0.7699
Close	0.7755	0.7822	0.0068	0.9%	0.7727
Range	0.0035	0.0088	0.0053	151.4%	0.0132
ATR	0.0056	0.0059	0.0002	4.0%	0.0000
Volume	51,512	98,610	47,098	91.4%	360,420

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8069	0.8034	0.7870
R3	0.7981	0.7946	0.7846
R2	0.7893	0.7893	0.7838
R1	0.7858	0.7858	0.7830	0.7875
PP	0.7805	0.7805	0.7805	0.7814
S1	0.7770	0.7770	0.7814	0.7787
S2	0.7717	0.7717	0.7806
S3	0.7629	0.7682	0.7798
S4	0.7541	0.7594	0.7774

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	0.7841	0.7699	0.0142	1.8%	0.0059	0.8%	87%	True	False	74,152
10	0.7841	0.7699	0.0142	1.8%	0.0051	0.6%	87%	True	False	76,140
20	0.7841	0.7561	0.0280	3.6%	0.0060	0.8%	93%	True	False	85,366
40	0.7841	0.7561	0.0280	3.6%	0.0061	0.8%	93%	True	False	89,186
60	0.7984	0.7561	0.0423	5.4%	0.0059	0.7%	62%	False	False	67,895
80	0.8008	0.7561	0.0447	5.7%	0.0057	0.7%	59%	False	False	50,992
100	0.8055	0.7561	0.0495	6.3%	0.0053	0.7%	53%	False	False	40,806
120	0.8055	0.7561	0.0495	6.3%	0.0051	0.7%	53%	False	False	34,026

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	0.0010
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8215
2.618	0.8071
1.618	0.7983
1.000	0.7929
0.618	0.7895
HIGH	0.7841
0.618	0.7807
0.500	0.7797
0.382	0.7786
LOW	0.7753
0.618	0.7698
1.000	0.7665
1.618	0.7610
2.618	0.7522
4.250	0.7379

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	0.7814	0.7808
PP	0.7805	0.7794
S1	0.7797	0.7780

Download as Excel Spreadsheet

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

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