CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	0.7693	0.7660	-0.0033	-0.4%	0.7825
High	0.7707	0.7730	0.0023	0.3%	0.7830
Low	0.7654	0.7653	-0.0002	0.0%	0.7685
Close	0.7659	0.7711	0.0053	0.7%	0.7694
Range	0.0053	0.0077	0.0025	46.7%	0.0145
ATR	0.0057	0.0059	0.0001	2.5%	0.0000
Volume	69,584	92,265	22,681	32.6%	374,606

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7929	0.7897	0.7753
R3	0.7852	0.7820	0.7732
R2	0.7775	0.7775	0.7725
R1	0.7743	0.7743	0.7718	0.7759
PP	0.7698	0.7698	0.7698	0.7706
S1	0.7666	0.7666	0.7704	0.7682
S2	0.7621	0.7621	0.7697
S3	0.7544	0.7589	0.7690
S4	0.7467	0.7512	0.7669

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	0.7653	0.0141	1.8%	0.0057	0.7%	41%	False	True	75,864
10	0.7855	0.7653	0.0203	2.6%	0.0061	0.8%	29%	False	True	76,441
20	0.7855	0.7653	0.0203	2.6%	0.0055	0.7%	29%	False	True	75,898
40	0.7855	0.7561	0.0295	3.8%	0.0060	0.8%	51%	False	False	84,118
60	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	36%	False	False	78,835
80	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	36%	False	False	59,292
100	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	30%	False	False	47,457
120	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	30%	False	False	39,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8057
2.618	0.7931
1.618	0.7854
1.000	0.7807
0.618	0.7777
HIGH	0.7730
0.618	0.7700
0.500	0.7691
0.382	0.7682
LOW	0.7653
0.618	0.7605
1.000	0.7576
1.618	0.7528
2.618	0.7451
4.250	0.7325

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	0.7704	0.7704
PP	0.7698	0.7698
S1	0.7691	0.7691

Download as Excel Spreadsheet

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

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