CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	0.7756	0.7826	0.0070	0.9%	0.7800
High	0.7839	0.7853	0.0014	0.2%	0.7827
Low	0.7756	0.7817	0.0061	0.8%	0.7700
Close	0.7822	0.7836	0.0014	0.2%	0.7728
Range	0.0083	0.0036	-0.0048	-57.2%	0.0127
ATR	0.0051	0.0050	-0.0001	-2.1%	0.0000
Volume	1,397	415	-982	-70.3%	2,445

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7942	0.7924	0.7856
R3	0.7906	0.7889	0.7846
R2	0.7871	0.7871	0.7843
R1	0.7853	0.7853	0.7839	0.7862
PP	0.7835	0.7835	0.7835	0.7840
S1	0.7818	0.7818	0.7833	0.7827
S2	0.7800	0.7800	0.7829
S3	0.7764	0.7782	0.7826
S4	0.7729	0.7747	0.7816

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	0.7853	0.7700	0.0153	1.9%	0.0049	0.6%	89%	True	False	790
10	0.7853	0.7700	0.0153	1.9%	0.0039	0.5%	89%	True	False	557
20	0.7853	0.7613	0.0240	3.1%	0.0045	0.6%	93%	True	False	374
40	0.7853	0.7569	0.0284	3.6%	0.0049	0.6%	94%	True	False	327
60	0.7975	0.7569	0.0407	5.2%	0.0046	0.6%	66%	False	False	336
80	0.8007	0.7569	0.0439	5.6%	0.0047	0.6%	61%	False	False	287
100	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	55%	False	False	238
120	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	55%	False	False	226

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8003
2.618	0.7945
1.618	0.7910
1.000	0.7888
0.618	0.7874
HIGH	0.7853
0.618	0.7839
0.500	0.7835
0.382	0.7831
LOW	0.7817
0.618	0.7795
1.000	0.7782
1.618	0.7760
2.618	0.7724
4.250	0.7666

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	0.7836	0.7825
PP	0.7835	0.7814
S1	0.7835	0.7802

Download as Excel Spreadsheet

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

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