CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	0.7694	0.7660	-0.0035	-0.4%	0.7825
High	0.7701	0.7725	0.0025	0.3%	0.7825
Low	0.7653	0.7653	0.0000	0.0%	0.7683
Close	0.7657	0.7709	0.0053	0.7%	0.7692
Range	0.0048	0.0072	0.0025	51.6%	0.0142
ATR	0.0051	0.0053	0.0001	2.9%	0.0000
Volume	847	2,553	1,706	201.4%	4,801

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7912	0.7882	0.7749
R3	0.7840	0.7810	0.7729
R2	0.7768	0.7768	0.7722
R1	0.7738	0.7738	0.7716	0.7753
PP	0.7696	0.7696	0.7696	0.7703
S1	0.7666	0.7666	0.7702	0.7681
S2	0.7624	0.7624	0.7696
S3	0.7552	0.7594	0.7689
S4	0.7480	0.7522	0.7669

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	0.7790	0.7653	0.0137	1.8%	0.0053	0.7%	41%	False	True	937
10	0.7853	0.7653	0.0200	2.6%	0.0057	0.7%	28%	False	True	1,041
20	0.7853	0.7653	0.0200	2.6%	0.0046	0.6%	28%	False	True	715
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.7%	49%	False	False	495
60	0.7975	0.7569	0.0407	5.3%	0.0049	0.6%	35%	False	False	452
80	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	35%	False	False	381
100	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	29%	False	False	322
120	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	29%	False	False	289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8031
2.618	0.7913
1.618	0.7841
1.000	0.7797
0.618	0.7769
HIGH	0.7725
0.618	0.7697
0.500	0.7689
0.382	0.7681
LOW	0.7653
0.618	0.7609
1.000	0.7581
1.618	0.7537
2.618	0.7465
4.250	0.7347

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	0.7702	0.7702
PP	0.7696	0.7696
S1	0.7689	0.7689

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

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