CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	0.7833	0.7825	-0.0009	-0.1%	0.7723
High	0.7848	0.7825	-0.0023	-0.3%	0.7853
Low	0.7810	0.7732	-0.0078	-1.0%	0.7723
Close	0.7826	0.7744	-0.0082	-1.0%	0.7826
Range	0.0038	0.0093	0.0056	148.0%	0.0130
ATR	0.0049	0.0052	0.0003	6.6%	0.0000
Volume	404	1,015	611	151.2%	2,701

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7988	0.7795
R3	0.7953	0.7895	0.7770
R2	0.7860	0.7860	0.7761
R1	0.7802	0.7802	0.7753	0.7785
PP	0.7767	0.7767	0.7767	0.7758
S1	0.7709	0.7709	0.7735	0.7692
S2	0.7674	0.7674	0.7727
S3	0.7581	0.7616	0.7718
S4	0.7488	0.7523	0.7693

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	0.7732	0.0121	1.6%	0.0055	0.7%	10%	False	True	705
10	0.7853	0.7700	0.0153	2.0%	0.0044	0.6%	29%	False	False	603
20	0.7853	0.7698	0.0155	2.0%	0.0045	0.6%	30%	False	False	423
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.6%	62%	False	False	357
60	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	43%	False	False	354
80	0.8005	0.7569	0.0437	5.6%	0.0048	0.6%	40%	False	False	303
100	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	36%	False	False	252
120	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	36%	False	False	237

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	0.0004
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8220
2.618	0.8068
1.618	0.7975
1.000	0.7918
0.618	0.7882
HIGH	0.7825
0.618	0.7789
0.500	0.7779
0.382	0.7768
LOW	0.7732
0.618	0.7675
1.000	0.7639
1.618	0.7582
2.618	0.7489
4.250	0.7337

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	0.7779	0.7792
PP	0.7767	0.7776
S1	0.7756	0.7760

Download as Excel Spreadsheet

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

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