CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	0.7599	0.7607	0.0008	0.1%	0.7662
High	0.7644	0.7632	-0.0012	-0.2%	0.7703
Low	0.7591	0.7588	-0.0003	0.0%	0.7569
Close	0.7614	0.7601	-0.0013	-0.2%	0.7614
Range	0.0053	0.0044	-0.0010	-17.9%	0.0134
ATR	0.0053	0.0052	-0.0001	-1.3%	0.0000
Volume	4,721	5,487	766	16.2%	16,469

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7713	0.7625
R3	0.7694	0.7669	0.7613
R2	0.7650	0.7650	0.7609
R1	0.7626	0.7626	0.7605	0.7616
PP	0.7607	0.7607	0.7607	0.7602
S1	0.7582	0.7582	0.7597	0.7573
S2	0.7563	0.7563	0.7593
S3	0.7520	0.7539	0.7589
S4	0.7476	0.7495	0.7577

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8031	0.7956	0.7688
R3	0.7897	0.7822	0.7651
R2	0.7763	0.7763	0.7639
R1	0.7688	0.7688	0.7626	0.7659
PP	0.7629	0.7629	0.7629	0.7614
S1	0.7554	0.7554	0.7602	0.7525
S2	0.7495	0.7495	0.7589
S3	0.7361	0.7420	0.7577
S4	0.7227	0.7286	0.7540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7703	0.7569	0.0134	1.8%	0.0051	0.7%	24%	False	False	4,190
10	0.7750	0.7569	0.0181	2.4%	0.0052	0.7%	18%	False	False	2,814
20	0.7853	0.7569	0.0284	3.7%	0.0052	0.7%	11%	False	False	1,815
40	0.7853	0.7569	0.0284	3.7%	0.0050	0.7%	11%	False	False	1,090
60	0.7872	0.7569	0.0303	4.0%	0.0050	0.7%	11%	False	False	812
80	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	8%	False	False	685
100	0.8007	0.7569	0.0439	5.8%	0.0048	0.6%	7%	False	False	572
120	0.8053	0.7569	0.0485	6.4%	0.0045	0.6%	7%	False	False	484

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7745
1.618	0.7702
1.000	0.7675
0.618	0.7658
HIGH	0.7632
0.618	0.7615
0.500	0.7610
0.382	0.7605
LOW	0.7588
0.618	0.7561
1.000	0.7545
1.618	0.7518
2.618	0.7474
4.250	0.7403

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	0.7610	0.7606
PP	0.7607	0.7605
S1	0.7604	0.7603

Download as Excel Spreadsheet

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

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