CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	0.7760	0.7825	0.0066	0.8%	0.7811
High	0.7841	0.7855	0.0015	0.2%	0.7831
Low	0.7753	0.7816	0.0064	0.8%	0.7699
Close	0.7822	0.7836	0.0014	0.2%	0.7727
Range	0.0088	0.0039	-0.0049	-55.7%	0.0132
ATR	0.0059	0.0057	-0.0001	-2.4%	0.0000
Volume	98,610	74,646	-23,964	-24.3%	360,420

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7953	0.7933	0.7857
R3	0.7914	0.7894	0.7846
R2	0.7875	0.7875	0.7843
R1	0.7855	0.7855	0.7839	0.7865
PP	0.7836	0.7836	0.7836	0.7840
S1	0.7816	0.7816	0.7832	0.7826
S2	0.7797	0.7797	0.7828
S3	0.7758	0.7777	0.7825
S4	0.7719	0.7738	0.7814

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	0.7855	0.7699	0.0156	2.0%	0.0060	0.8%	88%	True	False	77,803
10	0.7855	0.7699	0.0156	2.0%	0.0050	0.6%	88%	True	False	74,533
20	0.7855	0.7612	0.0244	3.1%	0.0055	0.7%	92%	True	False	81,017
40	0.7855	0.7561	0.0295	3.8%	0.0060	0.8%	93%	True	False	88,301
60	0.7984	0.7561	0.0423	5.4%	0.0058	0.7%	65%	False	False	69,134
80	0.8008	0.7561	0.0447	5.7%	0.0058	0.7%	62%	False	False	51,925
100	0.8055	0.7561	0.0495	6.3%	0.0053	0.7%	56%	False	False	41,550
120	0.8055	0.7561	0.0495	6.3%	0.0052	0.7%	56%	False	False	34,648

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8021
2.618	0.7957
1.618	0.7918
1.000	0.7894
0.618	0.7879
HIGH	0.7855
0.618	0.7840
0.500	0.7836
0.382	0.7831
LOW	0.7816
0.618	0.7792
1.000	0.7777
1.618	0.7753
2.618	0.7714
4.250	0.7650

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	0.7836	0.7824
PP	0.7836	0.7813
S1	0.7836	0.7802

Download as Excel Spreadsheet

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

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