CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	0.7723	0.7693	-0.0030	-0.4%	0.7825
High	0.7723	0.7707	-0.0016	-0.2%	0.7830
Low	0.7685	0.7654	-0.0031	-0.4%	0.7685
Close	0.7694	0.7659	-0.0035	-0.5%	0.7694
Range	0.0038	0.0053	0.0015	40.0%	0.0145
ATR	0.0058	0.0057	0.0000	-0.6%	0.0000
Volume	70,977	69,584	-1,393	-2.0%	374,606

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7831	0.7797	0.7687
R3	0.7778	0.7745	0.7673
R2	0.7726	0.7726	0.7668
R1	0.7692	0.7692	0.7663	0.7683
PP	0.7673	0.7673	0.7673	0.7668
S1	0.7640	0.7640	0.7654	0.7630
S2	0.7621	0.7621	0.7649
S3	0.7568	0.7587	0.7644
S4	0.7516	0.7535	0.7630

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	0.7794	0.7654	0.0140	1.8%	0.0053	0.7%	3%	False	True	72,284
10	0.7855	0.7654	0.0201	2.6%	0.0057	0.7%	2%	False	True	72,366
20	0.7855	0.7654	0.0201	2.6%	0.0053	0.7%	2%	False	True	75,027
40	0.7855	0.7561	0.0295	3.8%	0.0058	0.8%	33%	False	False	83,544
60	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	23%	False	False	77,312
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	23%	False	False	58,141
100	0.8055	0.7561	0.0495	6.5%	0.0055	0.7%	20%	False	False	46,534
120	0.8055	0.7561	0.0495	6.5%	0.0052	0.7%	20%	False	False	38,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7930
2.618	0.7844
1.618	0.7791
1.000	0.7759
0.618	0.7739
HIGH	0.7707
0.618	0.7686
0.500	0.7680
0.382	0.7674
LOW	0.7654
0.618	0.7622
1.000	0.7602
1.618	0.7569
2.618	0.7517
4.250	0.7431

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	0.7680	0.7708
PP	0.7673	0.7691
S1	0.7666	0.7675

Download as Excel Spreadsheet

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

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