CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	0.7668	0.7685	0.0017	0.2%	0.7693
High	0.7696	0.7707	0.0012	0.1%	0.7753
Low	0.7645	0.7626	-0.0019	-0.2%	0.7653
Close	0.7687	0.7630	-0.0057	-0.7%	0.7674
Range	0.0051	0.0081	0.0031	60.4%	0.0100
ATR	0.0058	0.0060	0.0002	2.9%	0.0000
Volume	71,929	102,993	31,064	43.2%	390,724

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7897	0.7845	0.7675
R3	0.7816	0.7764	0.7652
R2	0.7735	0.7735	0.7645
R1	0.7683	0.7683	0.7637	0.7669
PP	0.7654	0.7654	0.7654	0.7647
S1	0.7602	0.7602	0.7623	0.7588
S2	0.7573	0.7573	0.7615
S3	0.7492	0.7521	0.7608
S4	0.7411	0.7440	0.7585

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	0.7626	0.0127	1.7%	0.0060	0.8%	3%	False	True	80,759
10	0.7794	0.7626	0.0168	2.2%	0.0059	0.8%	2%	False	True	78,311
20	0.7855	0.7626	0.0229	3.0%	0.0058	0.8%	2%	False	True	75,352
40	0.7855	0.7561	0.0295	3.9%	0.0059	0.8%	24%	False	False	82,461
60	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	16%	False	False	84,931
80	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	16%	False	False	64,326
100	0.8008	0.7561	0.0447	5.9%	0.0057	0.7%	16%	False	False	51,493
120	0.8055	0.7561	0.0495	6.5%	0.0053	0.7%	14%	False	False	42,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8051
2.618	0.7919
1.618	0.7838
1.000	0.7788
0.618	0.7757
HIGH	0.7707
0.618	0.7676
0.500	0.7667
0.382	0.7657
LOW	0.7626
0.618	0.7576
1.000	0.7545
1.618	0.7495
2.618	0.7414
4.250	0.7282

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	0.7667	0.7687
PP	0.7654	0.7668
S1	0.7642	0.7649

Download as Excel Spreadsheet

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

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