CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 18-Aug-2022

Day Change Summary
	Previous	Current
	17-Aug-2022	18-Aug-2022	Change	Change %	Previous Week
Open	0.7782	0.7743	-0.0039	-0.5%	0.7726
High	0.7794	0.7762	-0.0032	-0.4%	0.7855
Low	0.7728	0.7710	-0.0018	-0.2%	0.7720
Close	0.7751	0.7725	-0.0026	-0.3%	0.7826
Range	0.0066	0.0052	-0.0014	-21.2%	0.0135
ATR	0.0059	0.0059	-0.0001	-0.9%	0.0000
Volume	73,162	73,333	171	0.2%	351,339

Daily Pivots for day following 18-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7888	0.7858	0.7753
R3	0.7836	0.7806	0.7739
R2	0.7784	0.7784	0.7734
R1	0.7754	0.7754	0.7729	0.7743
PP	0.7732	0.7732	0.7732	0.7726
S1	0.7702	0.7702	0.7720	0.7691
S2	0.7680	0.7680	0.7715
S3	0.7628	0.7650	0.7710
S4	0.7576	0.7598	0.7696

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	0.7848	0.7710	0.0138	1.8%	0.0063	0.8%	11%	False	True	71,666
10	0.7855	0.7699	0.0156	2.0%	0.0062	0.8%	16%	False	False	74,734
20	0.7855	0.7699	0.0156	2.0%	0.0055	0.7%	16%	False	False	76,229
40	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	56%	False	False	83,780
60	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	39%	False	False	75,017
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	39%	False	False	56,389
100	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	33%	False	False	45,129
120	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	33%	False	False	37,631

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7983
2.618	0.7898
1.618	0.7846
1.000	0.7814
0.618	0.7794
HIGH	0.7762
0.618	0.7742
0.500	0.7736
0.382	0.7729
LOW	0.7710
0.618	0.7677
1.000	0.7658
1.618	0.7625
2.618	0.7573
4.250	0.7489

Fisher Pivots for day following 18-Aug-2022
Pivot	1 day	3 day
R1	0.7736	0.7752
PP	0.7732	0.7743
S1	0.7728	0.7734

Download as Excel Spreadsheet

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

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