CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	0.7772	0.7756	-0.0016	-0.2%	0.7800
High	0.7776	0.7839	0.0063	0.8%	0.7827
Low	0.7752	0.7756	0.0004	0.1%	0.7700
Close	0.7755	0.7822	0.0068	0.9%	0.7728
Range	0.0024	0.0083	0.0059	245.8%	0.0127
ATR	0.0048	0.0051	0.0003	5.4%	0.0000
Volume	294	1,397	1,103	375.2%	2,445

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.8021	0.7868
R3	0.7972	0.7938	0.7845
R2	0.7889	0.7889	0.7837
R1	0.7855	0.7855	0.7830	0.7872
PP	0.7806	0.7806	0.7806	0.7814
S1	0.7772	0.7772	0.7814	0.7789
S2	0.7723	0.7723	0.7807
S3	0.7640	0.7689	0.7799
S4	0.7557	0.7606	0.7776

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	0.7839	0.7700	0.0139	1.8%	0.0046	0.6%	88%	True	False	778
10	0.7839	0.7700	0.0139	1.8%	0.0040	0.5%	88%	True	False	526
20	0.7839	0.7569	0.0271	3.5%	0.0050	0.6%	94%	True	False	390
40	0.7839	0.7569	0.0271	3.5%	0.0050	0.6%	94%	True	False	321
60	0.7975	0.7569	0.0407	5.2%	0.0046	0.6%	62%	False	False	330
80	0.8007	0.7569	0.0439	5.6%	0.0046	0.6%	58%	False	False	282
100	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	52%	False	False	234
120	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	52%	False	False	223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8192
2.618	0.8056
1.618	0.7973
1.000	0.7922
0.618	0.7890
HIGH	0.7839
0.618	0.7807
0.500	0.7798
0.382	0.7788
LOW	0.7756
0.618	0.7705
1.000	0.7673
1.618	0.7622
2.618	0.7539
4.250	0.7403

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	0.7814	0.7808
PP	0.7806	0.7795
S1	0.7798	0.7781

Download as Excel Spreadsheet

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

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