CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	0.7715	0.7725	0.0010	0.1%	0.7694
High	0.7750	0.7744	-0.0006	-0.1%	0.7750
Low	0.7714	0.7664	-0.0050	-0.6%	0.7653
Close	0.7726	0.7673	-0.0053	-0.7%	0.7673
Range	0.0037	0.0080	0.0044	119.2%	0.0097
ATR	0.0051	0.0053	0.0002	4.1%	0.0000
Volume	1,557	1,465	-92	-5.9%	7,039

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7934	0.7883	0.7717
R3	0.7854	0.7803	0.7695
R2	0.7774	0.7774	0.7687
R1	0.7723	0.7723	0.7680	0.7708
PP	0.7694	0.7694	0.7694	0.7686
S1	0.7643	0.7643	0.7665	0.7628
S2	0.7614	0.7614	0.7658
S3	0.7534	0.7563	0.7651
S4	0.7454	0.7483	0.7629

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7925	0.7726
R3	0.7886	0.7828	0.7699
R2	0.7789	0.7789	0.7690
R1	0.7731	0.7731	0.7681	0.7711
PP	0.7692	0.7692	0.7692	0.7682
S1	0.7634	0.7634	0.7664	0.7614
S2	0.7595	0.7595	0.7655
S3	0.7498	0.7537	0.7646
S4	0.7401	0.7440	0.7619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7750	0.7653	0.0097	1.3%	0.0054	0.7%	20%	False	False	1,407
10	0.7825	0.7653	0.0172	2.2%	0.0056	0.7%	11%	False	False	1,184
20	0.7853	0.7653	0.0200	2.6%	0.0048	0.6%	10%	False	False	849
40	0.7853	0.7569	0.0284	3.7%	0.0052	0.7%	37%	False	False	574
60	0.7975	0.7569	0.0407	5.3%	0.0050	0.7%	26%	False	False	493
80	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	26%	False	False	420
100	0.8053	0.7569	0.0485	6.3%	0.0047	0.6%	21%	False	False	358
120	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	21%	False	False	311

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	0.0008
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8084
2.618	0.7953
1.618	0.7873
1.000	0.7824
0.618	0.7793
HIGH	0.7744
0.618	0.7713
0.500	0.7704
0.382	0.7695
LOW	0.7664
0.618	0.7615
1.000	0.7584
1.618	0.7535
2.618	0.7455
4.250	0.7324

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	0.7704	0.7707
PP	0.7694	0.7696
S1	0.7683	0.7684

Download as Excel Spreadsheet

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

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