CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	0.7596	0.7560	-0.0036	-0.5%	0.7675
High	0.7602	0.7560	-0.0042	-0.6%	0.7719
Low	0.7552	0.7514	-0.0039	-0.5%	0.7514
Close	0.7562	0.7526	-0.0036	-0.5%	0.7526
Range	0.0050	0.0046	-0.0004	-7.1%	0.0205
ATR	0.0059	0.0058	-0.0001	-1.3%	0.0000
Volume	131,879	30,680	-101,199	-76.7%	512,328

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7671	0.7645	0.7551
R3	0.7625	0.7599	0.7539
R2	0.7579	0.7579	0.7534
R1	0.7553	0.7553	0.7530	0.7543
PP	0.7533	0.7533	0.7533	0.7528
S1	0.7507	0.7507	0.7522	0.7497
S2	0.7487	0.7487	0.7518
S3	0.7441	0.7461	0.7513
S4	0.7395	0.7415	0.7501

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8201	0.8069	0.7639
R3	0.7996	0.7864	0.7582
R2	0.7791	0.7791	0.7564
R1	0.7659	0.7659	0.7545	0.7622
PP	0.7586	0.7586	0.7586	0.7568
S1	0.7454	0.7454	0.7507	0.7417
S2	0.7381	0.7381	0.7488
S3	0.7176	0.7249	0.7470
S4	0.6971	0.7044	0.7413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7719	0.7514	0.0205	2.7%	0.0061	0.8%	6%	False	True	102,465
10	0.7719	0.7514	0.0205	2.7%	0.0058	0.8%	6%	False	True	97,290
20	0.7753	0.7514	0.0239	3.2%	0.0057	0.8%	5%	False	True	89,620
40	0.7855	0.7514	0.0342	4.5%	0.0056	0.7%	4%	False	True	82,924
60	0.7855	0.7514	0.0342	4.5%	0.0058	0.8%	4%	False	True	85,726
80	0.7984	0.7514	0.0470	6.2%	0.0059	0.8%	3%	False	True	78,668
100	0.7984	0.7514	0.0470	6.2%	0.0058	0.8%	3%	False	True	63,035
120	0.8055	0.7514	0.0542	7.2%	0.0055	0.7%	2%	False	True	52,544

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7680
1.618	0.7634
1.000	0.7606
0.618	0.7588
HIGH	0.7560
0.618	0.7542
0.500	0.7537
0.382	0.7531
LOW	0.7514
0.618	0.7485
1.000	0.7468
1.618	0.7439
2.618	0.7393
4.250	0.7318

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	0.7537	0.7562
PP	0.7533	0.7550
S1	0.7530	0.7538

Download as Excel Spreadsheet

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

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