CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 25-Aug-2022

Day Change Summary
	Previous	Current
	24-Aug-2022	25-Aug-2022	Change	Change %	Previous Week
Open	0.7715	0.7708	-0.0007	-0.1%	0.7825
High	0.7718	0.7753	0.0035	0.4%	0.7830
Low	0.7679	0.7704	0.0025	0.3%	0.7685
Close	0.7705	0.7727	0.0022	0.3%	0.7694
Range	0.0039	0.0049	0.0010	24.4%	0.0145
ATR	0.0057	0.0057	-0.0001	-1.1%	0.0000
Volume	69,077	65,515	-3,562	-5.2%	374,606

Daily Pivots for day following 25-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7873	0.7849	0.7754
R3	0.7825	0.7800	0.7740
R2	0.7776	0.7776	0.7736
R1	0.7752	0.7752	0.7731	0.7764
PP	0.7728	0.7728	0.7728	0.7734
S1	0.7703	0.7703	0.7723	0.7716
S2	0.7679	0.7679	0.7718
S3	0.7631	0.7655	0.7714
S4	0.7582	0.7606	0.7700

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	0.7753	0.7653	0.0100	1.3%	0.0051	0.7%	75%	True	False	73,483
10	0.7848	0.7653	0.0195	2.5%	0.0057	0.7%	38%	False	False	72,574
20	0.7855	0.7653	0.0203	2.6%	0.0053	0.7%	37%	False	False	73,554
40	0.7855	0.7561	0.0295	3.8%	0.0060	0.8%	57%	False	False	83,848
60	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	39%	False	False	80,985
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	39%	False	False	60,969
100	0.8055	0.7561	0.0495	6.4%	0.0056	0.7%	34%	False	False	48,802
120	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	34%	False	False	40,688

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7959
2.618	0.7879
1.618	0.7831
1.000	0.7801
0.618	0.7782
HIGH	0.7753
0.618	0.7734
0.500	0.7728
0.382	0.7723
LOW	0.7704
0.618	0.7674
1.000	0.7656
1.618	0.7626
2.618	0.7577
4.250	0.7498

Fisher Pivots for day following 25-Aug-2022
Pivot	1 day	3 day
R1	0.7728	0.7719
PP	0.7728	0.7711
S1	0.7727	0.7703

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols