CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	0.7598	0.7610	0.0012	0.2%	0.7668
High	0.7647	0.7634	-0.0013	-0.2%	0.7707
Low	0.7591	0.7589	-0.0002	0.0%	0.7569
Close	0.7616	0.7602	-0.0014	-0.2%	0.7616
Range	0.0056	0.0045	-0.0011	-19.6%	0.0139
ATR	0.0058	0.0057	-0.0001	-1.6%	0.0000
Volume	89,297	103,166	13,869	15.5%	447,103

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7718	0.7627
R3	0.7698	0.7673	0.7614
R2	0.7653	0.7653	0.7610
R1	0.7628	0.7628	0.7606	0.7618
PP	0.7608	0.7608	0.7608	0.7603
S1	0.7583	0.7583	0.7598	0.7573
S2	0.7563	0.7563	0.7594
S3	0.7518	0.7538	0.7590
S4	0.7473	0.7493	0.7577

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7970	0.7692
R3	0.7908	0.7831	0.7654
R2	0.7769	0.7769	0.7641
R1	0.7693	0.7693	0.7629	0.7662
PP	0.7631	0.7631	0.7631	0.7615
S1	0.7554	0.7554	0.7603	0.7523
S2	0.7492	0.7492	0.7591
S3	0.7354	0.7416	0.7578
S4	0.7215	0.7277	0.7540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7707	0.7569	0.0139	1.8%	0.0055	0.7%	24%	False	False	95,668
10	0.7753	0.7569	0.0184	2.4%	0.0057	0.8%	18%	False	False	87,140
20	0.7855	0.7569	0.0287	3.8%	0.0057	0.7%	12%	False	False	79,753
40	0.7855	0.7561	0.0295	3.9%	0.0058	0.8%	14%	False	False	84,109
60	0.7881	0.7561	0.0321	4.2%	0.0060	0.8%	13%	False	False	87,850
80	0.7984	0.7561	0.0423	5.6%	0.0058	0.8%	10%	False	False	68,999
100	0.8008	0.7561	0.0447	5.9%	0.0057	0.8%	9%	False	False	55,246
120	0.8055	0.7561	0.0495	6.5%	0.0054	0.7%	8%	False	False	46,048

Crabel Price Patterns
NR	True
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7825
2.618	0.7751
1.618	0.7706
1.000	0.7679
0.618	0.7661
HIGH	0.7634
0.618	0.7616
0.500	0.7611
0.382	0.7606
LOW	0.7589
0.618	0.7561
1.000	0.7544
1.618	0.7516
2.618	0.7471
4.250	0.7397

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	0.7611	0.7608
PP	0.7608	0.7606
S1	0.7605	0.7604

Download as Excel Spreadsheet

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

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