CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	0.7637	0.7675	0.0038	0.5%	0.7610
High	0.7702	0.7713	0.0011	0.1%	0.7702
Low	0.7637	0.7670	0.0033	0.4%	0.7569
Close	0.7673	0.7698	0.0026	0.3%	0.7673
Range	0.0065	0.0043	-0.0022	-33.8%	0.0133
ATR	0.0057	0.0056	-0.0001	-1.8%	0.0000
Volume	89,806	78,304	-11,502	-12.8%	371,275

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7822	0.7803	0.7722
R3	0.7779	0.7760	0.7710
R2	0.7736	0.7736	0.7706
R1	0.7717	0.7717	0.7702	0.7727
PP	0.7693	0.7693	0.7693	0.7698
S1	0.7674	0.7674	0.7694	0.7684
S2	0.7650	0.7650	0.7690
S3	0.7607	0.7631	0.7686
S4	0.7564	0.7588	0.7674

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	0.7713	0.7569	0.0144	1.9%	0.0052	0.7%	90%	True	False	89,915
10	0.7713	0.7569	0.0144	1.9%	0.0054	0.7%	90%	True	False	89,668
20	0.7830	0.7569	0.0261	3.4%	0.0058	0.7%	50%	False	False	83,100
40	0.7855	0.7569	0.0287	3.7%	0.0055	0.7%	45%	False	False	80,853
60	0.7855	0.7561	0.0295	3.8%	0.0059	0.8%	47%	False	False	85,150
80	0.7984	0.7561	0.0423	5.5%	0.0058	0.8%	33%	False	False	73,288
100	0.8008	0.7561	0.0447	5.8%	0.0058	0.8%	31%	False	False	58,706
120	0.8055	0.7561	0.0495	6.4%	0.0054	0.7%	28%	False	False	48,930

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7895
2.618	0.7825
1.618	0.7782
1.000	0.7756
0.618	0.7739
HIGH	0.7713
0.618	0.7696
0.500	0.7691
0.382	0.7686
LOW	0.7670
0.618	0.7643
1.000	0.7627
1.618	0.7600
2.618	0.7557
4.250	0.7487

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	0.7696	0.7684
PP	0.7693	0.7669
S1	0.7691	0.7655

Download as Excel Spreadsheet

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

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