CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	0.7825	0.7746	-0.0079	-1.0%	0.7723
High	0.7825	0.7789	-0.0037	-0.5%	0.7853
Low	0.7732	0.7733	0.0001	0.0%	0.7723
Close	0.7744	0.7780	0.0036	0.5%	0.7826
Range	0.0093	0.0056	-0.0038	-40.3%	0.0130
ATR	0.0052	0.0052	0.0000	0.5%	0.0000
Volume	1,015	2,497	1,482	146.0%	2,701

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7934	0.7912	0.7811
R3	0.7878	0.7857	0.7795
R2	0.7823	0.7823	0.7790
R1	0.7801	0.7801	0.7785	0.7812
PP	0.7767	0.7767	0.7767	0.7773
S1	0.7746	0.7746	0.7775	0.7757
S2	0.7712	0.7712	0.7770
S3	0.7656	0.7690	0.7765
S4	0.7601	0.7635	0.7749

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	1.5%	0.0061	0.8%	40%	False	False	1,145
10	0.7853	0.7700	0.0153	2.0%	0.0047	0.6%	52%	False	False	836
20	0.7853	0.7700	0.0153	2.0%	0.0045	0.6%	52%	False	False	540
40	0.7853	0.7569	0.0284	3.7%	0.0049	0.6%	74%	False	False	412
60	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	52%	False	False	389
80	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	52%	False	False	333
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	44%	False	False	277
120	0.8053	0.7569	0.0485	6.2%	0.0046	0.6%	44%	False	False	256

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8024
2.618	0.7934
1.618	0.7878
1.000	0.7844
0.618	0.7823
HIGH	0.7789
0.618	0.7767
0.500	0.7761
0.382	0.7754
LOW	0.7733
0.618	0.7699
1.000	0.7678
1.618	0.7643
2.618	0.7588
4.250	0.7497

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	0.7774	0.7790
PP	0.7767	0.7787
S1	0.7761	0.7783

Download as Excel Spreadsheet

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

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