CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Aug-2022

Day Change Summary
	Previous	Current
	08-Aug-2022	09-Aug-2022	Change	Change %	Previous Week
Open	0.7723	0.7772	0.0050	0.6%	0.7800
High	0.7785	0.7776	-0.0009	-0.1%	0.7827
Low	0.7723	0.7752	0.0030	0.4%	0.7700
Close	0.7772	0.7755	-0.0017	-0.2%	0.7728
Range	0.0063	0.0024	-0.0039	-61.6%	0.0127
ATR	0.0050	0.0048	-0.0002	-3.7%	0.0000
Volume	191	294	103	53.9%	2,445

Daily Pivots for day following 09-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7818	0.7768
R3	0.7809	0.7794	0.7761
R2	0.7785	0.7785	0.7759
R1	0.7770	0.7770	0.7757	0.7765
PP	0.7761	0.7761	0.7761	0.7759
S1	0.7746	0.7746	0.7752	0.7741
S2	0.7737	0.7737	0.7750
S3	0.7713	0.7722	0.7748
S4	0.7689	0.7698	0.7741

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8131	0.8056	0.7798
R3	0.8005	0.7930	0.7763
R2	0.7878	0.7878	0.7751
R1	0.7803	0.7803	0.7740	0.7777
PP	0.7752	0.7752	0.7752	0.7739
S1	0.7677	0.7677	0.7716	0.7651
S2	0.7625	0.7625	0.7705
S3	0.7499	0.7550	0.7693
S4	0.7372	0.7424	0.7658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7790	0.7700	0.0090	1.2%	0.0034	0.4%	61%	False	False	526
10	0.7827	0.7700	0.0127	1.6%	0.0036	0.5%	43%	False	False	390
20	0.7827	0.7569	0.0258	3.3%	0.0048	0.6%	72%	False	False	363
40	0.7827	0.7569	0.0258	3.3%	0.0048	0.6%	72%	False	False	313
60	0.7975	0.7569	0.0407	5.2%	0.0046	0.6%	46%	False	False	308
80	0.8007	0.7569	0.0439	5.7%	0.0046	0.6%	42%	False	False	265
100	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	38%	False	False	221
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	38%	False	False	212

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7878
2.618	0.7839
1.618	0.7815
1.000	0.7800
0.618	0.7791
HIGH	0.7776
0.618	0.7767
0.500	0.7764
0.382	0.7761
LOW	0.7752
0.618	0.7737
1.000	0.7728
1.618	0.7713
2.618	0.7689
4.250	0.7650

Fisher Pivots for day following 09-Aug-2022
Pivot	1 day	3 day
R1	0.7764	0.7751
PP	0.7761	0.7747
S1	0.7758	0.7743

Download as Excel Spreadsheet

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

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