CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	0.7825	0.7835	0.0010	0.1%	0.7726
High	0.7855	0.7848	-0.0008	-0.1%	0.7855
Low	0.7816	0.7809	-0.0007	-0.1%	0.7720
Close	0.7836	0.7826	-0.0010	-0.1%	0.7826
Range	0.0039	0.0039	-0.0001	-1.3%	0.0135
ATR	0.0057	0.0056	-0.0001	-2.3%	0.0000
Volume	74,646	54,702	-19,944	-26.7%	351,339

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7943	0.7923	0.7847
R3	0.7905	0.7885	0.7837
R2	0.7866	0.7866	0.7833
R1	0.7846	0.7846	0.7830	0.7837
PP	0.7828	0.7828	0.7828	0.7823
S1	0.7808	0.7808	0.7822	0.7798
S2	0.7789	0.7789	0.7819
S3	0.7751	0.7769	0.7815
S4	0.7712	0.7731	0.7805

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8205	0.8151	0.7900
R3	0.8070	0.8016	0.7863
R2	0.7935	0.7935	0.7851
R1	0.7881	0.7881	0.7838	0.7908
PP	0.7800	0.7800	0.7800	0.7814
S1	0.7746	0.7746	0.7814	0.7773
S2	0.7665	0.7665	0.7801
S3	0.7530	0.7611	0.7789
S4	0.7395	0.7476	0.7752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7855	0.7720	0.0135	1.7%	0.0053	0.7%	79%	False	False	70,267
10	0.7855	0.7699	0.0156	2.0%	0.0050	0.6%	81%	False	False	71,175
20	0.7855	0.7676	0.0180	2.3%	0.0053	0.7%	84%	False	False	78,605
40	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	90%	False	False	86,175
60	0.7984	0.7561	0.0423	5.4%	0.0058	0.7%	63%	False	False	70,017
80	0.8008	0.7561	0.0447	5.7%	0.0058	0.7%	59%	False	False	52,608
100	0.8055	0.7561	0.0495	6.3%	0.0054	0.7%	54%	False	False	42,096
120	0.8055	0.7561	0.0495	6.3%	0.0052	0.7%	54%	False	False	35,104

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8011
2.618	0.7948
1.618	0.7910
1.000	0.7886
0.618	0.7871
HIGH	0.7848
0.618	0.7833
0.500	0.7828
0.382	0.7824
LOW	0.7809
0.618	0.7785
1.000	0.7771
1.618	0.7747
2.618	0.7708
4.250	0.7645

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	0.7828	0.7819
PP	0.7828	0.7811
S1	0.7827	0.7804

Download as Excel Spreadsheet

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

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