CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	0.7708	0.7734	0.0026	0.3%	0.7693
High	0.7753	0.7747	-0.0006	-0.1%	0.7753
Low	0.7704	0.7665	-0.0040	-0.5%	0.7653
Close	0.7727	0.7674	-0.0053	-0.7%	0.7674
Range	0.0049	0.0083	0.0034	70.1%	0.0100
ATR	0.0057	0.0058	0.0002	3.3%	0.0000
Volume	65,515	94,283	28,768	43.9%	390,724

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7943	0.7891	0.7719
R3	0.7860	0.7808	0.7697
R2	0.7778	0.7778	0.7689
R1	0.7726	0.7726	0.7682	0.7711
PP	0.7695	0.7695	0.7695	0.7688
S1	0.7643	0.7643	0.7666	0.7628
S2	0.7613	0.7613	0.7659
S3	0.7530	0.7561	0.7651
S4	0.7448	0.7478	0.7629

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7934	0.7729
R3	0.7893	0.7834	0.7702
R2	0.7793	0.7793	0.7692
R1	0.7734	0.7734	0.7683	0.7713
PP	0.7693	0.7693	0.7693	0.7683
S1	0.7634	0.7634	0.7665	0.7613
S2	0.7593	0.7593	0.7656
S3	0.7493	0.7534	0.7647
S4	0.7393	0.7434	0.7619

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%	0.0060	0.8%	22%	False	False	78,144
10	0.7830	0.7653	0.0177	2.3%	0.0061	0.8%	12%	False	False	76,533
20	0.7855	0.7653	0.0203	2.6%	0.0056	0.7%	11%	False	False	73,854
40	0.7855	0.7561	0.0295	3.8%	0.0061	0.8%	39%	False	False	83,820
60	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	27%	False	False	82,402
80	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	27%	False	False	62,145
100	0.8055	0.7561	0.0495	6.4%	0.0056	0.7%	23%	False	False	49,745
120	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	23%	False	False	41,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8098
2.618	0.7963
1.618	0.7880
1.000	0.7830
0.618	0.7798
HIGH	0.7747
0.618	0.7715
0.500	0.7706
0.382	0.7696
LOW	0.7665
0.618	0.7614
1.000	0.7582
1.618	0.7531
2.618	0.7449
4.250	0.7314

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	0.7706	0.7709
PP	0.7695	0.7697
S1	0.7685	0.7686

Download as Excel Spreadsheet

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

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