CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 07-Sep-2022

Day Change Summary
	Previous	Current
	06-Sep-2022	07-Sep-2022	Change	Change %	Previous Week
Open	0.7610	0.7601	-0.0009	-0.1%	0.7668
High	0.7634	0.7625	-0.0009	-0.1%	0.7707
Low	0.7589	0.7569	-0.0020	-0.3%	0.7569
Close	0.7602	0.7607	0.0005	0.1%	0.7616
Range	0.0045	0.0057	0.0012	25.6%	0.0139
ATR	0.0057	0.0057	0.0000	0.0%	0.0000
Volume	103,166	94,980	-8,186	-7.9%	447,103

Daily Pivots for day following 07-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7770	0.7745	0.7638
R3	0.7713	0.7688	0.7623
R2	0.7657	0.7657	0.7617
R1	0.7632	0.7632	0.7612	0.7644
PP	0.7600	0.7600	0.7600	0.7606
S1	0.7575	0.7575	0.7602	0.7588
S2	0.7544	0.7544	0.7597
S3	0.7487	0.7519	0.7591
S4	0.7431	0.7462	0.7576

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	0.7653	0.7569	0.0084	1.1%	0.0050	0.7%	46%	False	True	94,065
10	0.7753	0.7569	0.0184	2.4%	0.0055	0.7%	21%	False	True	87,412
20	0.7855	0.7569	0.0287	3.8%	0.0058	0.8%	13%	False	True	81,926
40	0.7855	0.7561	0.0295	3.9%	0.0059	0.8%	16%	False	False	84,500
60	0.7855	0.7561	0.0295	3.9%	0.0060	0.8%	16%	False	False	87,348
80	0.7984	0.7561	0.0423	5.6%	0.0058	0.8%	11%	False	False	70,174
100	0.8008	0.7561	0.0447	5.9%	0.0057	0.8%	10%	False	False	56,193
120	0.8055	0.7561	0.0495	6.5%	0.0054	0.7%	9%	False	False	46,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7865
2.618	0.7773
1.618	0.7716
1.000	0.7682
0.618	0.7660
HIGH	0.7625
0.618	0.7603
0.500	0.7597
0.382	0.7590
LOW	0.7569
0.618	0.7534
1.000	0.7512
1.618	0.7477
2.618	0.7421
4.250	0.7328

Fisher Pivots for day following 07-Sep-2022
Pivot	1 day	3 day
R1	0.7604	0.7608
PP	0.7600	0.7607
S1	0.7597	0.7607

Download as Excel Spreadsheet

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

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