CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	0.7688	0.7636	-0.0052	-0.7%	0.7694
High	0.7703	0.7647	-0.0056	-0.7%	0.7750
Low	0.7626	0.7608	-0.0018	-0.2%	0.7653
Close	0.7629	0.7618	-0.0011	-0.1%	0.7673
Range	0.0078	0.0040	-0.0038	-49.0%	0.0097
ATR	0.0054	0.0053	-0.0001	-2.0%	0.0000
Volume	3,446	4,291	845	24.5%	7,039

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7720	0.7640
R3	0.7703	0.7680	0.7629
R2	0.7664	0.7664	0.7625
R1	0.7641	0.7641	0.7622	0.7633
PP	0.7624	0.7624	0.7624	0.7620
S1	0.7601	0.7601	0.7614	0.7593
S2	0.7585	0.7585	0.7611
S3	0.7545	0.7562	0.7607
S4	0.7506	0.7522	0.7596

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	0.7608	0.0143	1.9%	0.0056	0.7%	7%	False	True	2,352
10	0.7755	0.7608	0.0147	1.9%	0.0052	0.7%	7%	False	True	1,650
20	0.7853	0.7608	0.0245	3.2%	0.0052	0.7%	4%	False	True	1,264
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.7%	17%	False	False	766
60	0.7975	0.7569	0.0407	5.3%	0.0051	0.7%	12%	False	False	608
80	0.7975	0.7569	0.0407	5.3%	0.0047	0.6%	12%	False	False	525
100	0.8007	0.7569	0.0439	5.8%	0.0047	0.6%	11%	False	False	443
120	0.8053	0.7569	0.0485	6.4%	0.0045	0.6%	10%	False	False	376

Crabel Price Patterns
NR	True
NR4	True
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	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7815
2.618	0.7750
1.618	0.7711
1.000	0.7687
0.618	0.7671
HIGH	0.7647
0.618	0.7632
0.500	0.7627
0.382	0.7623
LOW	0.7608
0.618	0.7583
1.000	0.7568
1.618	0.7544
2.618	0.7504
4.250	0.7440

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	0.7627	0.7655
PP	0.7624	0.7643
S1	0.7621	0.7630

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols