CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	0.7608	0.7599	-0.0010	-0.1%	0.7662
High	0.7608	0.7644	0.0036	0.5%	0.7703
Low	0.7569	0.7591	0.0022	0.3%	0.7569
Close	0.7591	0.7614	0.0024	0.3%	0.7614
Range	0.0039	0.0053	0.0014	35.9%	0.0134
ATR	0.0053	0.0053	0.0000	0.0%	0.0000
Volume	3,006	4,721	1,715	57.1%	16,469

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7748	0.7643
R3	0.7722	0.7695	0.7629
R2	0.7669	0.7669	0.7624
R1	0.7642	0.7642	0.7619	0.7655
PP	0.7616	0.7616	0.7616	0.7623
S1	0.7589	0.7589	0.7609	0.7602
S2	0.7563	0.7563	0.7604
S3	0.7510	0.7536	0.7599
S4	0.7457	0.7483	0.7585

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8031	0.7956	0.7688
R3	0.7897	0.7822	0.7651
R2	0.7763	0.7763	0.7639
R1	0.7688	0.7688	0.7626	0.7659
PP	0.7629	0.7629	0.7629	0.7614
S1	0.7554	0.7554	0.7602	0.7525
S2	0.7495	0.7495	0.7589
S3	0.7361	0.7420	0.7577
S4	0.7227	0.7286	0.7540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7703	0.7569	0.0134	1.8%	0.0052	0.7%	34%	False	False	3,293
10	0.7750	0.7569	0.0181	2.4%	0.0053	0.7%	25%	False	False	2,350
20	0.7853	0.7569	0.0284	3.7%	0.0053	0.7%	16%	False	False	1,550
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.7%	16%	False	False	958
60	0.7954	0.7569	0.0385	5.1%	0.0051	0.7%	12%	False	False	731
80	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	11%	False	False	616
100	0.8007	0.7569	0.0439	5.8%	0.0048	0.6%	10%	False	False	519
120	0.8053	0.7569	0.0485	6.4%	0.0045	0.6%	9%	False	False	439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7869
2.618	0.7782
1.618	0.7729
1.000	0.7697
0.618	0.7676
HIGH	0.7644
0.618	0.7623
0.500	0.7617
0.382	0.7611
LOW	0.7591
0.618	0.7558
1.000	0.7538
1.618	0.7505
2.618	0.7452
4.250	0.7365

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	0.7617	0.7612
PP	0.7616	0.7610
S1	0.7615	0.7608

Download as Excel Spreadsheet

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

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