CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Sep-2022

Day Change Summary
	Previous	Current
	06-Sep-2022	07-Sep-2022	Change	Change %	Previous Week
Open	0.7607	0.7597	-0.0010	-0.1%	0.7662
High	0.7632	0.7624	-0.0008	-0.1%	0.7703
Low	0.7588	0.7567	-0.0022	-0.3%	0.7569
Close	0.7601	0.7606	0.0005	0.1%	0.7614
Range	0.0044	0.0058	0.0014	32.2%	0.0134
ATR	0.0052	0.0053	0.0000	0.7%	0.0000
Volume	5,487	11,585	6,098	111.1%	16,469

Daily Pivots for day following 07-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7746	0.7638
R3	0.7714	0.7689	0.7622
R2	0.7656	0.7656	0.7617
R1	0.7631	0.7631	0.7611	0.7644
PP	0.7599	0.7599	0.7599	0.7605
S1	0.7574	0.7574	0.7601	0.7586
S2	0.7541	0.7541	0.7595
S3	0.7484	0.7516	0.7590
S4	0.7426	0.7459	0.7574

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	0.7647	0.7567	0.0081	1.1%	0.0047	0.6%	49%	False	True	5,818
10	0.7750	0.7567	0.0184	2.4%	0.0051	0.7%	22%	False	True	3,718
20	0.7853	0.7567	0.0286	3.8%	0.0054	0.7%	14%	False	True	2,379
40	0.7853	0.7567	0.0286	3.8%	0.0051	0.7%	14%	False	True	1,371
60	0.7853	0.7567	0.0286	3.8%	0.0050	0.7%	14%	False	True	1,002
80	0.7975	0.7567	0.0409	5.4%	0.0048	0.6%	10%	False	True	826
100	0.8007	0.7567	0.0441	5.8%	0.0048	0.6%	9%	False	True	688
120	0.8053	0.7567	0.0487	6.4%	0.0045	0.6%	8%	False	True	580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7868
2.618	0.7775
1.618	0.7717
1.000	0.7682
0.618	0.7660
HIGH	0.7624
0.618	0.7602
0.500	0.7595
0.382	0.7588
LOW	0.7567
0.618	0.7531
1.000	0.7509
1.618	0.7473
2.618	0.7416
4.250	0.7322

Fisher Pivots for day following 07-Sep-2022
Pivot	1 day	3 day
R1	0.7602	0.7606
PP	0.7599	0.7605
S1	0.7595	0.7605

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