CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	0.7826	0.7833	0.0008	0.1%	0.7723
High	0.7853	0.7848	-0.0005	-0.1%	0.7853
Low	0.7817	0.7810	-0.0007	-0.1%	0.7723
Close	0.7836	0.7826	-0.0010	-0.1%	0.7826
Range	0.0036	0.0038	0.0002	5.6%	0.0130
ATR	0.0050	0.0049	-0.0001	-1.7%	0.0000
Volume	415	404	-11	-2.7%	2,701

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7940	0.7921	0.7847
R3	0.7903	0.7883	0.7836
R2	0.7865	0.7865	0.7833
R1	0.7846	0.7846	0.7829	0.7837
PP	0.7828	0.7828	0.7828	0.7823
S1	0.7808	0.7808	0.7823	0.7799
S2	0.7790	0.7790	0.7819
S3	0.7753	0.7771	0.7816
S4	0.7715	0.7733	0.7805

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8190	0.8138	0.7898
R3	0.8060	0.8008	0.7862
R2	0.7930	0.7930	0.7850
R1	0.7878	0.7878	0.7838	0.7904
PP	0.7800	0.7800	0.7800	0.7813
S1	0.7748	0.7748	0.7814	0.7774
S2	0.7670	0.7670	0.7802
S3	0.7540	0.7618	0.7790
S4	0.7410	0.7488	0.7755

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7853	0.7723	0.0130	1.7%	0.0049	0.6%	80%	False	False	540
10	0.7853	0.7700	0.0153	1.9%	0.0039	0.5%	83%	False	False	514
20	0.7853	0.7683	0.0170	2.2%	0.0044	0.6%	84%	False	False	388
40	0.7853	0.7569	0.0284	3.6%	0.0049	0.6%	91%	False	False	334
60	0.7975	0.7569	0.0407	5.2%	0.0046	0.6%	63%	False	False	340
80	0.8007	0.7569	0.0439	5.6%	0.0047	0.6%	59%	False	False	291
100	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	53%	False	False	242
120	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	53%	False	False	229

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8007
2.618	0.7946
1.618	0.7908
1.000	0.7885
0.618	0.7871
HIGH	0.7848
0.618	0.7833
0.500	0.7829
0.382	0.7824
LOW	0.7810
0.618	0.7787
1.000	0.7773
1.618	0.7749
2.618	0.7712
4.250	0.7651

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	0.7829	0.7819
PP	0.7828	0.7812
S1	0.7827	0.7804

Download as Excel Spreadsheet

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

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