CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	0.7590	0.7596	0.0006	0.1%	0.7610
High	0.7610	0.7602	-0.0008	-0.1%	0.7702
Low	0.7571	0.7552	-0.0019	-0.3%	0.7569
Close	0.7589	0.7562	-0.0027	-0.4%	0.7673
Range	0.0039	0.0050	0.0011	28.6%	0.0133
ATR	0.0060	0.0059	-0.0001	-1.2%	0.0000
Volume	138,740	131,879	-6,861	-4.9%	371,275

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7690	0.7589
R3	0.7671	0.7641	0.7575
R2	0.7621	0.7621	0.7571
R1	0.7591	0.7591	0.7566	0.7582
PP	0.7572	0.7572	0.7572	0.7567
S1	0.7542	0.7542	0.7557	0.7532
S2	0.7522	0.7522	0.7552
S3	0.7473	0.7492	0.7548
S4	0.7423	0.7443	0.7534

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	0.7552	0.0167	2.2%	0.0065	0.9%	6%	False	True	114,290
10	0.7719	0.7552	0.0167	2.2%	0.0058	0.8%	6%	False	True	102,683
20	0.7762	0.7552	0.0210	2.8%	0.0057	0.8%	5%	False	True	91,753
40	0.7855	0.7552	0.0303	4.0%	0.0056	0.7%	3%	False	True	84,531
60	0.7855	0.7552	0.0303	4.0%	0.0058	0.8%	3%	False	True	86,489
80	0.7984	0.7552	0.0432	5.7%	0.0058	0.8%	2%	False	True	78,291
100	0.7984	0.7552	0.0432	5.7%	0.0058	0.8%	2%	False	True	62,731
120	0.8055	0.7552	0.0503	6.7%	0.0055	0.7%	2%	False	True	52,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7812
2.618	0.7731
1.618	0.7682
1.000	0.7651
0.618	0.7632
HIGH	0.7602
0.618	0.7583
0.500	0.7577
0.382	0.7571
LOW	0.7552
0.618	0.7521
1.000	0.7503
1.618	0.7472
2.618	0.7422
4.250	0.7342

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	0.7577	0.7635
PP	0.7572	0.7611
S1	0.7567	0.7586

Download as Excel Spreadsheet

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

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