CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	0.7675	0.7698	0.0024	0.3%	0.7610
High	0.7713	0.7719	0.0006	0.1%	0.7702
Low	0.7670	0.7589	-0.0081	-1.1%	0.7569
Close	0.7698	0.7601	-0.0097	-1.3%	0.7673
Range	0.0043	0.0130	0.0087	202.3%	0.0133
ATR	0.0056	0.0061	0.0005	9.4%	0.0000
Volume	78,304	132,725	54,421	69.5%	371,275

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8026	0.7944	0.7673
R3	0.7896	0.7814	0.7637
R2	0.7766	0.7766	0.7625
R1	0.7684	0.7684	0.7613	0.7660
PP	0.7636	0.7636	0.7636	0.7624
S1	0.7554	0.7554	0.7589	0.7530
S2	0.7506	0.7506	0.7577
S3	0.7376	0.7424	0.7565
S4	0.7246	0.7294	0.7530

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	0.7719	0.7569	0.0150	2.0%	0.0069	0.9%	22%	True	False	95,827
10	0.7719	0.7569	0.0150	2.0%	0.0062	0.8%	22%	True	False	95,747
20	0.7794	0.7569	0.0225	3.0%	0.0059	0.8%	14%	False	False	85,598
40	0.7855	0.7569	0.0287	3.8%	0.0057	0.7%	11%	False	False	81,824
60	0.7855	0.7561	0.0295	3.9%	0.0060	0.8%	14%	False	False	85,485
80	0.7984	0.7561	0.0423	5.6%	0.0059	0.8%	10%	False	False	74,937
100	0.8008	0.7561	0.0447	5.9%	0.0059	0.8%	9%	False	False	60,030
120	0.8055	0.7561	0.0495	6.5%	0.0055	0.7%	8%	False	False	50,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.8271
2.618	0.8059
1.618	0.7929
1.000	0.7849
0.618	0.7799
HIGH	0.7719
0.618	0.7669
0.500	0.7654
0.382	0.7638
LOW	0.7589
0.618	0.7508
1.000	0.7459
1.618	0.7378
2.618	0.7248
4.250	0.7036

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	0.7654	0.7654
PP	0.7636	0.7636
S1	0.7619	0.7619

Download as Excel Spreadsheet

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

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