CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	0.7835	0.7825	-0.0010	-0.1%	0.7726
High	0.7848	0.7830	-0.0018	-0.2%	0.7855
Low	0.7809	0.7730	-0.0080	-1.0%	0.7720
Close	0.7826	0.7744	-0.0082	-1.0%	0.7826
Range	0.0039	0.0100	0.0062	159.7%	0.0135
ATR	0.0056	0.0059	0.0003	5.7%	0.0000
Volume	54,702	82,767	28,065	51.3%	351,339

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8006	0.7799
R3	0.7968	0.7906	0.7772
R2	0.7868	0.7868	0.7762
R1	0.7806	0.7806	0.7753	0.7787
PP	0.7768	0.7768	0.7768	0.7758
S1	0.7706	0.7706	0.7735	0.7687
S2	0.7668	0.7668	0.7726
S3	0.7568	0.7606	0.7717
S4	0.7468	0.7506	0.7689

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	0.7730	0.0126	1.6%	0.0060	0.8%	12%	False	True	72,447
10	0.7855	0.7699	0.0156	2.0%	0.0054	0.7%	29%	False	False	72,847
20	0.7855	0.7696	0.0159	2.1%	0.0054	0.7%	30%	False	False	78,049
40	0.7855	0.7561	0.0295	3.8%	0.0060	0.8%	62%	False	False	85,429
60	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	43%	False	False	71,384
80	0.8008	0.7561	0.0447	5.8%	0.0059	0.8%	41%	False	False	53,637
100	0.8055	0.7561	0.0495	6.4%	0.0054	0.7%	37%	False	False	42,924
120	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	37%	False	False	35,793

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	0.0008
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8255
2.618	0.8091
1.618	0.7991
1.000	0.7930
0.618	0.7891
HIGH	0.7830
0.618	0.7791
0.500	0.7780
0.382	0.7768
LOW	0.7730
0.618	0.7668
1.000	0.7630
1.618	0.7568
2.618	0.7468
4.250	0.7305

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	0.7780	0.7792
PP	0.7768	0.7776
S1	0.7756	0.7760

Download as Excel Spreadsheet

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

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