CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	0.7698	0.7590	-0.0108	-1.4%	0.7610
High	0.7719	0.7610	-0.0109	-1.4%	0.7702
Low	0.7589	0.7571	-0.0018	-0.2%	0.7569
Close	0.7601	0.7589	-0.0013	-0.2%	0.7673
Range	0.0130	0.0039	-0.0092	-70.4%	0.0133
ATR	0.0061	0.0060	-0.0002	-2.7%	0.0000
Volume	132,725	138,740	6,015	4.5%	371,275

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7685	0.7610
R3	0.7667	0.7647	0.7599
R2	0.7628	0.7628	0.7596
R1	0.7608	0.7608	0.7592	0.7599
PP	0.7590	0.7590	0.7590	0.7585
S1	0.7570	0.7570	0.7585	0.7561
S2	0.7551	0.7551	0.7581
S3	0.7513	0.7531	0.7578
S4	0.7474	0.7493	0.7567

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	0.7571	0.0148	1.9%	0.0065	0.9%	12%	False	True	104,579
10	0.7719	0.7569	0.0150	2.0%	0.0057	0.8%	13%	False	False	99,322
20	0.7794	0.7569	0.0225	3.0%	0.0058	0.8%	9%	False	False	88,817
40	0.7855	0.7569	0.0287	3.8%	0.0056	0.7%	7%	False	False	83,421
60	0.7855	0.7561	0.0295	3.9%	0.0059	0.8%	10%	False	False	85,979
80	0.7984	0.7561	0.0423	5.6%	0.0059	0.8%	7%	False	False	76,661
100	0.7984	0.7561	0.0423	5.6%	0.0058	0.8%	7%	False	False	61,417
120	0.8055	0.7561	0.0495	6.5%	0.0055	0.7%	6%	False	False	51,191

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	0.0014
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7773
2.618	0.7710
1.618	0.7672
1.000	0.7648
0.618	0.7633
HIGH	0.7610
0.618	0.7595
0.500	0.7590
0.382	0.7586
LOW	0.7571
0.618	0.7547
1.000	0.7533
1.618	0.7509
2.618	0.7470
4.250	0.7407

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	0.7590	0.7645
PP	0.7590	0.7626
S1	0.7589	0.7607

Download as Excel Spreadsheet

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

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