CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	0.7560	0.7535	-0.0025	-0.3%	0.7675
High	0.7560	0.7547	-0.0013	-0.2%	0.7719
Low	0.7514	0.7495	-0.0019	-0.3%	0.7514
Close	0.7526	0.7534	0.0008	0.1%	0.7526
Range	0.0046	0.0053	0.0007	14.1%	0.0205
ATR	0.0058	0.0058	0.0000	-0.7%	0.0000
Volume	30,680	3,486	-27,194	-88.6%	512,328

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7683	0.7661	0.7562
R3	0.7630	0.7608	0.7548
R2	0.7578	0.7578	0.7543
R1	0.7556	0.7556	0.7538	0.7540
PP	0.7525	0.7525	0.7525	0.7517
S1	0.7503	0.7503	0.7529	0.7488
S2	0.7473	0.7473	0.7524
S3	0.7420	0.7451	0.7519
S4	0.7368	0.7398	0.7505

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	0.7495	0.0224	3.0%	0.0063	0.8%	17%	False	True	87,502
10	0.7719	0.7495	0.0224	3.0%	0.0057	0.8%	17%	False	True	88,708
20	0.7753	0.7495	0.0258	3.4%	0.0058	0.8%	15%	False	True	86,245
40	0.7855	0.7495	0.0361	4.8%	0.0056	0.7%	11%	False	True	80,687
60	0.7855	0.7495	0.0361	4.8%	0.0058	0.8%	11%	False	True	84,495
80	0.7984	0.7495	0.0489	6.5%	0.0059	0.8%	8%	False	True	78,687
100	0.7984	0.7495	0.0489	6.5%	0.0058	0.8%	8%	False	True	63,069
120	0.8055	0.7495	0.0561	7.4%	0.0055	0.7%	7%	False	True	52,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7770
2.618	0.7684
1.618	0.7632
1.000	0.7600
0.618	0.7579
HIGH	0.7547
0.618	0.7527
0.500	0.7521
0.382	0.7515
LOW	0.7495
0.618	0.7462
1.000	0.7442
1.618	0.7410
2.618	0.7357
4.250	0.7271

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	0.7529	0.7548
PP	0.7525	0.7543
S1	0.7521	0.7538

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols