CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 24-Aug-2022

Day Change Summary
	Previous	Current
	23-Aug-2022	24-Aug-2022	Change	Change %	Previous Week
Open	0.7660	0.7715	0.0055	0.7%	0.7825
High	0.7730	0.7718	-0.0012	-0.1%	0.7830
Low	0.7653	0.7679	0.0027	0.3%	0.7685
Close	0.7711	0.7705	-0.0006	-0.1%	0.7694
Range	0.0077	0.0039	-0.0038	-49.4%	0.0145
ATR	0.0059	0.0057	-0.0001	-2.4%	0.0000
Volume	92,265	69,077	-23,188	-25.1%	374,606

Daily Pivots for day following 24-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7818	0.7800	0.7726
R3	0.7779	0.7761	0.7716
R2	0.7740	0.7740	0.7712
R1	0.7722	0.7722	0.7709	0.7712
PP	0.7701	0.7701	0.7701	0.7695
S1	0.7683	0.7683	0.7701	0.7673
S2	0.7662	0.7662	0.7698
S3	0.7623	0.7644	0.7694
S4	0.7584	0.7605	0.7684

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	0.7762	0.7653	0.0109	1.4%	0.0052	0.7%	48%	False	False	75,047
10	0.7855	0.7653	0.0203	2.6%	0.0056	0.7%	26%	False	False	73,488
20	0.7855	0.7653	0.0203	2.6%	0.0053	0.7%	26%	False	False	74,814
40	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	49%	False	False	83,886
60	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	34%	False	False	79,963
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	34%	False	False	60,153
100	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	29%	False	False	48,147
120	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	29%	False	False	40,143

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7884
2.618	0.7820
1.618	0.7781
1.000	0.7757
0.618	0.7742
HIGH	0.7718
0.618	0.7703
0.500	0.7699
0.382	0.7694
LOW	0.7679
0.618	0.7655
1.000	0.7640
1.618	0.7616
2.618	0.7577
4.250	0.7513

Fisher Pivots for day following 24-Aug-2022
Pivot	1 day	3 day
R1	0.7703	0.7700
PP	0.7701	0.7696
S1	0.7699	0.7691

Download as Excel Spreadsheet

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

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