CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 19-Aug-2022

Day Change Summary
	Previous	Current
	18-Aug-2022	19-Aug-2022	Change	Change %	Previous Week
Open	0.7743	0.7723	-0.0020	-0.3%	0.7825
High	0.7762	0.7723	-0.0039	-0.5%	0.7830
Low	0.7710	0.7685	-0.0025	-0.3%	0.7685
Close	0.7725	0.7694	-0.0031	-0.4%	0.7694
Range	0.0052	0.0038	-0.0015	-27.9%	0.0145
ATR	0.0059	0.0058	-0.0001	-2.4%	0.0000
Volume	73,333	70,977	-2,356	-3.2%	374,606

Daily Pivots for day following 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7791	0.7714
R3	0.7775	0.7753	0.7704
R2	0.7738	0.7738	0.7700
R1	0.7716	0.7716	0.7697	0.7708
PP	0.7700	0.7700	0.7700	0.7697
S1	0.7678	0.7678	0.7690	0.7671
S2	0.7663	0.7663	0.7687
S3	0.7625	0.7641	0.7683
S4	0.7588	0.7603	0.7673

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8170	0.8076	0.7773
R3	0.8025	0.7932	0.7733
R2	0.7881	0.7881	0.7720
R1	0.7787	0.7787	0.7707	0.7762
PP	0.7736	0.7736	0.7736	0.7723
S1	0.7643	0.7643	0.7680	0.7617
S2	0.7592	0.7592	0.7667
S3	0.7447	0.7498	0.7654
S4	0.7303	0.7354	0.7614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7830	0.7685	0.0145	1.9%	0.0063	0.8%	6%	False	True	74,921
10	0.7855	0.7685	0.0170	2.2%	0.0058	0.8%	5%	False	True	72,594
20	0.7855	0.7685	0.0170	2.2%	0.0054	0.7%	5%	False	True	75,129
40	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	45%	False	False	83,620
60	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	31%	False	False	76,168
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	31%	False	False	57,275
100	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	27%	False	False	45,839
120	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	27%	False	False	38,221

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7882
2.618	0.7821
1.618	0.7783
1.000	0.7760
0.618	0.7746
HIGH	0.7723
0.618	0.7708
0.500	0.7704
0.382	0.7699
LOW	0.7685
0.618	0.7662
1.000	0.7648
1.618	0.7624
2.618	0.7587
4.250	0.7526

Fisher Pivots for day following 19-Aug-2022
Pivot	1 day	3 day
R1	0.7704	0.7739
PP	0.7700	0.7724
S1	0.7697	0.7709

Download as Excel Spreadsheet

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

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