CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	0.7601	0.7621	0.0021	0.3%	0.7668
High	0.7625	0.7645	0.0020	0.3%	0.7707
Low	0.7569	0.7597	0.0029	0.4%	0.7569
Close	0.7607	0.7633	0.0026	0.3%	0.7616
Range	0.0057	0.0048	-0.0009	-15.0%	0.0139
ATR	0.0057	0.0056	-0.0001	-1.1%	0.0000
Volume	94,980	83,323	-11,657	-12.3%	447,103

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7769	0.7749	0.7659
R3	0.7721	0.7701	0.7646
R2	0.7673	0.7673	0.7641
R1	0.7653	0.7653	0.7637	0.7663
PP	0.7625	0.7625	0.7625	0.7630
S1	0.7605	0.7605	0.7628	0.7615
S2	0.7577	0.7577	0.7624
S3	0.7529	0.7557	0.7619
S4	0.7481	0.7509	0.7606

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	0.7647	0.7569	0.0078	1.0%	0.0051	0.7%	82%	False	False	91,075
10	0.7753	0.7569	0.0184	2.4%	0.0056	0.7%	35%	False	False	88,837
20	0.7855	0.7569	0.0287	3.8%	0.0056	0.7%	22%	False	False	81,162
40	0.7855	0.7561	0.0295	3.9%	0.0058	0.8%	24%	False	False	83,264
60	0.7855	0.7561	0.0295	3.9%	0.0059	0.8%	24%	False	False	86,511
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	17%	False	False	71,212
100	0.8008	0.7561	0.0447	5.9%	0.0057	0.7%	16%	False	False	57,026
120	0.8055	0.7561	0.0495	6.5%	0.0054	0.7%	15%	False	False	47,532

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7849
2.618	0.7771
1.618	0.7723
1.000	0.7693
0.618	0.7675
HIGH	0.7645
0.618	0.7627
0.500	0.7621
0.382	0.7615
LOW	0.7597
0.618	0.7567
1.000	0.7549
1.618	0.7519
2.618	0.7471
4.250	0.7393

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	0.7629	0.7624
PP	0.7625	0.7615
S1	0.7621	0.7607

Download as Excel Spreadsheet

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

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