CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	0.7776	0.7788	0.0012	0.2%	0.7726
High	0.7785	0.7790	0.0006	0.1%	0.7817
Low	0.7764	0.7769	0.0005	0.1%	0.7726
Close	0.7783	0.7781	-0.0003	0.0%	0.7804
Range	0.0021	0.0022	0.0001	4.9%	0.0091
ATR	0.0049	0.0047	-0.0002	-4.0%	0.0000
Volume	138	355	217	157.2%	1,286

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7834	0.7792
R3	0.7823	0.7812	0.7786
R2	0.7801	0.7801	0.7784
R1	0.7791	0.7791	0.7782	0.7785
PP	0.7780	0.7780	0.7780	0.7777
S1	0.7769	0.7769	0.7779	0.7764
S2	0.7758	0.7758	0.7777
S3	0.7737	0.7748	0.7775
S4	0.7715	0.7726	0.7769

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.8019	0.7853
R3	0.7963	0.7929	0.7828
R2	0.7873	0.7873	0.7820
R1	0.7838	0.7838	0.7812	0.7855
PP	0.7782	0.7782	0.7782	0.7791
S1	0.7748	0.7748	0.7795	0.7765
S2	0.7692	0.7692	0.7787
S3	0.7601	0.7657	0.7779
S4	0.7511	0.7567	0.7754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7827	0.7760	0.0067	0.9%	0.0030	0.4%	31%	False	False	324
10	0.7827	0.7726	0.0101	1.3%	0.0040	0.5%	54%	False	False	229
20	0.7827	0.7569	0.0258	3.3%	0.0049	0.6%	82%	False	False	283
40	0.7975	0.7569	0.0407	5.2%	0.0050	0.6%	52%	False	False	282
60	0.7975	0.7569	0.0407	5.2%	0.0046	0.6%	52%	False	False	279
80	0.8007	0.7569	0.0439	5.6%	0.0046	0.6%	48%	False	False	242
100	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	44%	False	False	200
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	44%	False	False	195

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7881
2.618	0.7846
1.618	0.7825
1.000	0.7812
0.618	0.7803
HIGH	0.7790
0.618	0.7782
0.500	0.7779
0.382	0.7777
LOW	0.7769
0.618	0.7755
1.000	0.7747
1.618	0.7734
2.618	0.7712
4.250	0.7677

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	0.7780	0.7779
PP	0.7780	0.7777
S1	0.7779	0.7775

Download as Excel Spreadsheet

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

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