CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 29-Aug-2022

Day Change Summary
	Previous	Current
	26-Aug-2022	29-Aug-2022	Change	Change %	Previous Week
Open	0.7734	0.7668	-0.0066	-0.8%	0.7693
High	0.7747	0.7696	-0.0052	-0.7%	0.7753
Low	0.7665	0.7645	-0.0020	-0.3%	0.7653
Close	0.7674	0.7687	0.0013	0.2%	0.7674
Range	0.0083	0.0051	-0.0032	-38.8%	0.0100
ATR	0.0058	0.0058	-0.0001	-1.0%	0.0000
Volume	94,283	71,929	-22,354	-23.7%	390,724

Daily Pivots for day following 29-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7827	0.7807	0.7714
R3	0.7777	0.7757	0.7700
R2	0.7726	0.7726	0.7696
R1	0.7706	0.7706	0.7691	0.7716
PP	0.7676	0.7676	0.7676	0.7681
S1	0.7656	0.7656	0.7682	0.7666
S2	0.7625	0.7625	0.7677
S3	0.7575	0.7605	0.7673
S4	0.7524	0.7555	0.7659

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	0.7645	0.0108	1.4%	0.0060	0.8%	39%	False	True	78,613
10	0.7794	0.7645	0.0149	1.9%	0.0056	0.7%	28%	False	True	75,449
20	0.7855	0.7645	0.0210	2.7%	0.0055	0.7%	20%	False	True	74,148
40	0.7855	0.7561	0.0295	3.8%	0.0060	0.8%	43%	False	False	83,812
60	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	30%	False	False	83,461
80	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	30%	False	False	63,041
100	0.8008	0.7561	0.0447	5.8%	0.0056	0.7%	28%	False	False	50,464
120	0.8055	0.7561	0.0495	6.4%	0.0053	0.7%	25%	False	False	42,069

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7910
2.618	0.7828
1.618	0.7777
1.000	0.7746
0.618	0.7727
HIGH	0.7696
0.618	0.7676
0.500	0.7670
0.382	0.7664
LOW	0.7645
0.618	0.7614
1.000	0.7595
1.618	0.7563
2.618	0.7513
4.250	0.7430

Fisher Pivots for day following 29-Aug-2022
Pivot	1 day	3 day
R1	0.7681	0.7699
PP	0.7676	0.7695
S1	0.7670	0.7691

Download as Excel Spreadsheet

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

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