CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	0.7636	0.7613	-0.0023	-0.3%	0.7693
High	0.7653	0.7616	-0.0037	-0.5%	0.7753
Low	0.7608	0.7569	-0.0040	-0.5%	0.7653
Close	0.7619	0.7592	-0.0027	-0.4%	0.7674
Range	0.0045	0.0048	0.0003	6.7%	0.0100
ATR	0.0058	0.0058	-0.0001	-1.0%	0.0000
Volume	98,273	84,611	-13,662	-13.9%	390,724

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7711	0.7618
R3	0.7687	0.7663	0.7605
R2	0.7640	0.7640	0.7601
R1	0.7616	0.7616	0.7596	0.7604
PP	0.7592	0.7592	0.7592	0.7586
S1	0.7568	0.7568	0.7588	0.7557
S2	0.7545	0.7545	0.7583
S3	0.7497	0.7521	0.7579
S4	0.7450	0.7473	0.7566

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	0.7747	0.7569	0.0179	2.4%	0.0061	0.8%	13%	False	True	90,417
10	0.7753	0.7569	0.0184	2.4%	0.0056	0.7%	13%	False	True	81,950
20	0.7855	0.7569	0.0287	3.8%	0.0059	0.8%	8%	False	True	78,342
40	0.7855	0.7561	0.0295	3.9%	0.0059	0.8%	11%	False	False	83,064
60	0.7984	0.7561	0.0423	5.6%	0.0060	0.8%	7%	False	False	86,925
80	0.7984	0.7561	0.0423	5.6%	0.0058	0.8%	7%	False	False	66,600
100	0.8008	0.7561	0.0447	5.9%	0.0057	0.8%	7%	False	False	53,322
120	0.8055	0.7561	0.0495	6.5%	0.0054	0.7%	6%	False	False	44,445

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7818
2.618	0.7740
1.618	0.7693
1.000	0.7664
0.618	0.7645
HIGH	0.7616
0.618	0.7598
0.500	0.7592
0.382	0.7587
LOW	0.7569
0.618	0.7539
1.000	0.7521
1.618	0.7492
2.618	0.7444
4.250	0.7367

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	0.7592	0.7638
PP	0.7592	0.7623
S1	0.7592	0.7607

Download as Excel Spreadsheet

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

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