CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 09-Sep-2022

Day Change Summary
	Previous	Current
	08-Sep-2022	09-Sep-2022	Change	Change %	Previous Week
Open	0.7621	0.7637	0.0016	0.2%	0.7610
High	0.7645	0.7702	0.0057	0.7%	0.7702
Low	0.7597	0.7637	0.0040	0.5%	0.7569
Close	0.7633	0.7673	0.0040	0.5%	0.7673
Range	0.0048	0.0065	0.0017	35.4%	0.0133
ATR	0.0056	0.0057	0.0001	1.6%	0.0000
Volume	83,323	89,806	6,483	7.8%	371,275

Daily Pivots for day following 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7865	0.7834	0.7708
R3	0.7800	0.7769	0.7690
R2	0.7735	0.7735	0.7684
R1	0.7704	0.7704	0.7678	0.7720
PP	0.7670	0.7670	0.7670	0.7678
S1	0.7639	0.7639	0.7667	0.7655
S2	0.7605	0.7605	0.7661
S3	0.7540	0.7574	0.7655
S4	0.7475	0.7509	0.7637

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.7993	0.7746
R3	0.7914	0.7860	0.7709
R2	0.7781	0.7781	0.7697
R1	0.7727	0.7727	0.7685	0.7754
PP	0.7648	0.7648	0.7648	0.7661
S1	0.7594	0.7594	0.7660	0.7621
S2	0.7515	0.7515	0.7648
S3	0.7382	0.7461	0.7636
S4	0.7249	0.7328	0.7599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7702	0.7569	0.0133	1.7%	0.0054	0.7%	78%	True	False	92,114
10	0.7747	0.7569	0.0179	2.3%	0.0058	0.8%	58%	False	False	91,266
20	0.7848	0.7569	0.0279	3.6%	0.0057	0.7%	37%	False	False	81,920
40	0.7855	0.7569	0.0287	3.7%	0.0056	0.7%	36%	False	False	81,469
60	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	38%	False	False	86,174
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	26%	False	False	72,331
100	0.8008	0.7561	0.0447	5.8%	0.0058	0.8%	25%	False	False	57,924
120	0.8055	0.7561	0.0495	6.4%	0.0054	0.7%	23%	False	False	48,278

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7978
2.618	0.7872
1.618	0.7807
1.000	0.7767
0.618	0.7742
HIGH	0.7702
0.618	0.7677
0.500	0.7669
0.382	0.7661
LOW	0.7637
0.618	0.7596
1.000	0.7572
1.618	0.7531
2.618	0.7466
4.250	0.7360

Fisher Pivots for day following 09-Sep-2022
Pivot	1 day	3 day
R1	0.7671	0.7660
PP	0.7670	0.7648
S1	0.7669	0.7635

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols