CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	0.7746	0.7778	0.0032	0.4%	0.7723
High	0.7789	0.7790	0.0002	0.0%	0.7853
Low	0.7733	0.7727	-0.0006	-0.1%	0.7723
Close	0.7780	0.7749	-0.0032	-0.4%	0.7826
Range	0.0056	0.0063	0.0008	13.5%	0.0130
ATR	0.0052	0.0053	0.0001	1.5%	0.0000
Volume	2,497	570	-1,927	-77.2%	2,701

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7909	0.7783
R3	0.7881	0.7846	0.7766
R2	0.7818	0.7818	0.7760
R1	0.7783	0.7783	0.7754	0.7769
PP	0.7755	0.7755	0.7755	0.7748
S1	0.7720	0.7720	0.7743	0.7706
S2	0.7692	0.7692	0.7737
S3	0.7629	0.7657	0.7731
S4	0.7566	0.7594	0.7714

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	0.7727	0.0126	1.6%	0.0057	0.7%	17%	False	True	980
10	0.7853	0.7700	0.0153	2.0%	0.0052	0.7%	32%	False	False	879
20	0.7853	0.7700	0.0153	2.0%	0.0047	0.6%	32%	False	False	548
40	0.7853	0.7569	0.0284	3.7%	0.0049	0.6%	63%	False	False	417
60	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	44%	False	False	398
80	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	44%	False	False	338
100	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	37%	False	False	282
120	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	37%	False	False	258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.8058
2.618	0.7955
1.618	0.7892
1.000	0.7853
0.618	0.7829
HIGH	0.7790
0.618	0.7766
0.500	0.7759
0.382	0.7751
LOW	0.7727
0.618	0.7688
1.000	0.7664
1.618	0.7625
2.618	0.7562
4.250	0.7459

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	0.7759	0.7776
PP	0.7755	0.7767
S1	0.7752	0.7758

Download as Excel Spreadsheet

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

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