CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	0.7636	0.7608	-0.0028	-0.4%	0.7694
High	0.7647	0.7608	-0.0039	-0.5%	0.7750
Low	0.7608	0.7569	-0.0039	-0.5%	0.7653
Close	0.7618	0.7591	-0.0028	-0.4%	0.7673
Range	0.0040	0.0039	-0.0001	-1.3%	0.0097
ATR	0.0053	0.0053	0.0000	-0.6%	0.0000
Volume	4,291	3,006	-1,285	-29.9%	7,039

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7687	0.7612
R3	0.7667	0.7648	0.7601
R2	0.7628	0.7628	0.7598
R1	0.7609	0.7609	0.7594	0.7599
PP	0.7589	0.7589	0.7589	0.7584
S1	0.7570	0.7570	0.7587	0.7560
S2	0.7550	0.7550	0.7583
S3	0.7511	0.7531	0.7580
S4	0.7472	0.7492	0.7569

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	0.7744	0.7569	0.0175	2.3%	0.0057	0.7%	12%	False	True	2,642
10	0.7750	0.7569	0.0181	2.4%	0.0051	0.7%	12%	False	True	1,922
20	0.7853	0.7569	0.0284	3.7%	0.0052	0.7%	8%	False	True	1,397
40	0.7853	0.7569	0.0284	3.7%	0.0051	0.7%	8%	False	False	840
60	0.7975	0.7569	0.0407	5.4%	0.0051	0.7%	5%	False	False	653
80	0.7975	0.7569	0.0407	5.4%	0.0047	0.6%	5%	False	False	558
100	0.8007	0.7569	0.0439	5.8%	0.0047	0.6%	5%	False	False	473
120	0.8053	0.7569	0.0485	6.4%	0.0045	0.6%	5%	False	False	399

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7774
2.618	0.7710
1.618	0.7671
1.000	0.7647
0.618	0.7632
HIGH	0.7608
0.618	0.7593
0.500	0.7589
0.382	0.7584
LOW	0.7569
0.618	0.7545
1.000	0.7530
1.618	0.7506
2.618	0.7467
4.250	0.7403

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	0.7590	0.7636
PP	0.7589	0.7621
S1	0.7589	0.7606

Download as Excel Spreadsheet

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

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