CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 30-Dec-2021

Day Change Summary
	Previous	Current
	29-Dec-2021	30-Dec-2021	Change	Change %	Previous Week
Open	0.7803	0.7833	0.0030	0.4%	0.7724
High	0.7803	0.7833	0.0030	0.4%	0.7798
Low	0.7803	0.7833	0.0030	0.4%	0.7709
Close	0.7803	0.7833	0.0030	0.4%	0.7796
Range
ATR	0.0032	0.0032	0.0000	-0.4%	0.0000
Volume	5	0	-5	-100.0%	104

Daily Pivots for day following 30-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7833	0.7833
R3	0.7833	0.7833	0.7833
R2	0.7833	0.7833	0.7833
R1	0.7833	0.7833	0.7833	0.7833
PP	0.7833	0.7833	0.7833	0.7833
S1	0.7833	0.7833	0.7833	0.7833
S2	0.7833	0.7833	0.7833
S3	0.7833	0.7833	0.7833
S4	0.7833	0.7833	0.7833

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8036	0.8005	0.7845
R3	0.7946	0.7916	0.7820
R2	0.7857	0.7857	0.7812
R1	0.7826	0.7826	0.7804	0.7842
PP	0.7767	0.7767	0.7767	0.7775
S1	0.7737	0.7737	0.7787	0.7752
S2	0.7678	0.7678	0.7779
S3	0.7588	0.7647	0.7771
S4	0.7499	0.7558	0.7746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7833	0.7781	0.0053	0.7%	0.0004	0.0%	100%	True	False	3
10	0.7833	0.7709	0.0125	1.6%	0.0010	0.1%	100%	True	False	11

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0.0001

Fibonacci Retracements and Extensions
4.250	0.7833
2.618	0.7833
1.618	0.7833
1.000	0.7833
0.618	0.7833
HIGH	0.7833
0.618	0.7833
0.500	0.7833
0.382	0.7833
LOW	0.7833
0.618	0.7833
1.000	0.7833
1.618	0.7833
2.618	0.7833
4.250	0.7833

Fisher Pivots for day following 30-Dec-2021
Pivot	1 day	3 day
R1	0.7833	0.7826
PP	0.7833	0.7819
S1	0.7833	0.7812

Download as Excel Spreadsheet

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

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