CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	0.7662	0.7688	0.0026	0.3%	0.7694
High	0.7694	0.7703	0.0010	0.1%	0.7750
Low	0.7645	0.7626	-0.0020	-0.3%	0.7653
Close	0.7686	0.7629	-0.0057	-0.7%	0.7673
Range	0.0049	0.0078	0.0029	59.8%	0.0097
ATR	0.0053	0.0054	0.0002	3.4%	0.0000
Volume	1,005	3,446	2,441	242.9%	7,039

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7835	0.7672
R3	0.7808	0.7757	0.7650
R2	0.7730	0.7730	0.7643
R1	0.7680	0.7680	0.7636	0.7666
PP	0.7653	0.7653	0.7653	0.7646
S1	0.7602	0.7602	0.7622	0.7589
S2	0.7575	0.7575	0.7615
S3	0.7498	0.7525	0.7608
S4	0.7420	0.7447	0.7586

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	0.7626	0.0125	1.6%	0.0055	0.7%	3%	False	True	1,618
10	0.7790	0.7626	0.0165	2.2%	0.0054	0.7%	2%	False	True	1,277
20	0.7853	0.7626	0.0227	3.0%	0.0051	0.7%	2%	False	True	1,056
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.6%	21%	False	False	670
60	0.7975	0.7569	0.0407	5.3%	0.0051	0.7%	15%	False	False	540
80	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	15%	False	False	473
100	0.8007	0.7569	0.0439	5.7%	0.0047	0.6%	14%	False	False	401
120	0.8053	0.7569	0.0485	6.4%	0.0045	0.6%	12%	False	False	342

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7906
1.618	0.7828
1.000	0.7781
0.618	0.7751
HIGH	0.7703
0.618	0.7673
0.500	0.7664
0.382	0.7655
LOW	0.7626
0.618	0.7578
1.000	0.7548
1.618	0.7500
2.618	0.7423
4.250	0.7296

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	0.7664	0.7685
PP	0.7653	0.7666
S1	0.7641	0.7648

Download as Excel Spreadsheet

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

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