CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	0.7825	0.7750	-0.0076	-1.0%	0.7726
High	0.7830	0.7792	-0.0038	-0.5%	0.7855
Low	0.7730	0.7733	0.0004	0.0%	0.7720
Close	0.7744	0.7782	0.0038	0.5%	0.7826
Range	0.0100	0.0059	-0.0042	-41.5%	0.0135
ATR	0.0059	0.0059	0.0000	-0.1%	0.0000
Volume	82,767	74,367	-8,400	-10.1%	351,339

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7922	0.7814
R3	0.7886	0.7863	0.7798
R2	0.7827	0.7827	0.7793
R1	0.7805	0.7805	0.7787	0.7816
PP	0.7769	0.7769	0.7769	0.7775
S1	0.7746	0.7746	0.7777	0.7758
S2	0.7710	0.7710	0.7771
S3	0.7652	0.7688	0.7766
S4	0.7593	0.7629	0.7750

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%	0.0065	0.8%	42%	False	False	77,018
10	0.7855	0.7699	0.0156	2.0%	0.0057	0.7%	53%	False	False	72,392
20	0.7855	0.7699	0.0156	2.0%	0.0053	0.7%	53%	False	False	78,026
40	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	75%	False	False	84,560
60	0.7984	0.7561	0.0423	5.4%	0.0059	0.8%	52%	False	False	72,609
80	0.7984	0.7561	0.0423	5.4%	0.0059	0.8%	52%	False	False	54,567
100	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	45%	False	False	43,666
120	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	45%	False	False	36,413

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8040
2.618	0.7945
1.618	0.7886
1.000	0.7850
0.618	0.7828
HIGH	0.7792
0.618	0.7769
0.500	0.7762
0.382	0.7755
LOW	0.7733
0.618	0.7697
1.000	0.7675
1.618	0.7638
2.618	0.7580
4.250	0.7484

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	0.7775	0.7789
PP	0.7769	0.7786
S1	0.7762	0.7784

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols