CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Aug-2022

Day Change Summary
	Previous	Current
	18-Aug-2022	19-Aug-2022	Change	Change %	Previous Week
Open	0.7734	0.7720	-0.0014	-0.2%	0.7825
High	0.7755	0.7720	-0.0035	-0.4%	0.7825
Low	0.7710	0.7683	-0.0027	-0.4%	0.7683
Close	0.7723	0.7692	-0.0031	-0.4%	0.7692
Range	0.0045	0.0037	-0.0008	-16.9%	0.0142
ATR	0.0052	0.0051	-0.0001	-1.8%	0.0000
Volume	286	433	147	51.4%	4,801

Daily Pivots for day following 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7809	0.7787	0.7712
R3	0.7772	0.7750	0.7702
R2	0.7735	0.7735	0.7698
R1	0.7713	0.7713	0.7695	0.7706
PP	0.7698	0.7698	0.7698	0.7694
S1	0.7676	0.7676	0.7688	0.7669
S2	0.7661	0.7661	0.7685
S3	0.7624	0.7639	0.7681
S4	0.7587	0.7602	0.7671

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8067	0.7770
R3	0.8017	0.7925	0.7731
R2	0.7875	0.7875	0.7718
R1	0.7783	0.7783	0.7705	0.7758
PP	0.7733	0.7733	0.7733	0.7721
S1	0.7641	0.7641	0.7678	0.7616
S2	0.7591	0.7591	0.7665
S3	0.7449	0.7499	0.7652
S4	0.7307	0.7357	0.7613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7825	0.7683	0.0142	1.8%	0.0059	0.8%	6%	False	True	960
10	0.7853	0.7683	0.0170	2.2%	0.0054	0.7%	5%	False	True	750
20	0.7853	0.7683	0.0170	2.2%	0.0045	0.6%	5%	False	True	561
40	0.7853	0.7569	0.0284	3.7%	0.0049	0.6%	43%	False	False	414
60	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	30%	False	False	401
80	0.7975	0.7569	0.0407	5.3%	0.0047	0.6%	30%	False	False	343
100	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	25%	False	False	289
120	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	25%	False	False	262

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7877
2.618	0.7817
1.618	0.7780
1.000	0.7757
0.618	0.7743
HIGH	0.7720
0.618	0.7706
0.500	0.7702
0.382	0.7697
LOW	0.7683
0.618	0.7660
1.000	0.7646
1.618	0.7623
2.618	0.7586
4.250	0.7526

Fisher Pivots for day following 19-Aug-2022
Pivot	1 day	3 day
R1	0.7702	0.7737
PP	0.7698	0.7722
S1	0.7695	0.7707

Download as Excel Spreadsheet

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

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