CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 29-Aug-2022

Day Change Summary
	Previous	Current
	26-Aug-2022	29-Aug-2022	Change	Change %	Previous Week
Open	0.7725	0.7662	-0.0063	-0.8%	0.7694
High	0.7744	0.7694	-0.0051	-0.7%	0.7750
Low	0.7664	0.7645	-0.0019	-0.2%	0.7653
Close	0.7673	0.7686	0.0013	0.2%	0.7673
Range	0.0080	0.0049	-0.0032	-39.4%	0.0097
ATR	0.0053	0.0053	0.0000	-0.6%	0.0000
Volume	1,465	1,005	-460	-31.4%	7,039

Daily Pivots for day following 29-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7820	0.7801	0.7712
R3	0.7772	0.7753	0.7699
R2	0.7723	0.7723	0.7694
R1	0.7704	0.7704	0.7690	0.7714
PP	0.7675	0.7675	0.7675	0.7679
S1	0.7656	0.7656	0.7681	0.7665
S2	0.7626	0.7626	0.7677
S3	0.7578	0.7607	0.7672
S4	0.7529	0.7559	0.7659

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	0.7645	0.0105	1.4%	0.0054	0.7%	39%	False	True	1,439
10	0.7790	0.7645	0.0145	1.9%	0.0052	0.7%	28%	False	True	1,183
20	0.7853	0.7645	0.0208	2.7%	0.0048	0.6%	20%	False	True	893
40	0.7853	0.7569	0.0284	3.7%	0.0051	0.7%	41%	False	False	597
60	0.7975	0.7569	0.0407	5.3%	0.0050	0.6%	29%	False	False	488
80	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	29%	False	False	431
100	0.8007	0.7569	0.0439	5.7%	0.0047	0.6%	27%	False	False	367
120	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	24%	False	False	317

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7900
2.618	0.7820
1.618	0.7772
1.000	0.7742
0.618	0.7723
HIGH	0.7694
0.618	0.7675
0.500	0.7669
0.382	0.7664
LOW	0.7645
0.618	0.7615
1.000	0.7597
1.618	0.7567
2.618	0.7518
4.250	0.7439

Fisher Pivots for day following 29-Aug-2022
Pivot	1 day	3 day
R1	0.7680	0.7698
PP	0.7675	0.7694
S1	0.7669	0.7690

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

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