CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	0.7597	0.7621	0.0024	0.3%	0.7662
High	0.7624	0.7644	0.0020	0.3%	0.7703
Low	0.7567	0.7597	0.0031	0.4%	0.7569
Close	0.7606	0.7632	0.0026	0.3%	0.7614
Range	0.0058	0.0047	-0.0011	-19.1%	0.0134
ATR	0.0053	0.0052	0.0000	-0.8%	0.0000
Volume	11,585	9,628	-1,957	-16.9%	16,469

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7744	0.7657
R3	0.7717	0.7698	0.7644
R2	0.7671	0.7671	0.7640
R1	0.7651	0.7651	0.7636	0.7661
PP	0.7624	0.7624	0.7624	0.7629
S1	0.7605	0.7605	0.7627	0.7614
S2	0.7578	0.7578	0.7623
S3	0.7531	0.7558	0.7619
S4	0.7485	0.7512	0.7606

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	0.7644	0.7567	0.0077	1.0%	0.0048	0.6%	84%	True	False	6,885
10	0.7750	0.7567	0.0184	2.4%	0.0052	0.7%	35%	False	False	4,619
20	0.7853	0.7567	0.0286	3.7%	0.0052	0.7%	23%	False	False	2,791
40	0.7853	0.7567	0.0286	3.7%	0.0051	0.7%	23%	False	False	1,591
60	0.7853	0.7567	0.0286	3.7%	0.0050	0.7%	23%	False	False	1,144
80	0.7975	0.7567	0.0409	5.4%	0.0048	0.6%	16%	False	False	945
100	0.8007	0.7567	0.0441	5.8%	0.0047	0.6%	15%	False	False	783
120	0.8053	0.7567	0.0487	6.4%	0.0046	0.6%	13%	False	False	660

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7841
2.618	0.7765
1.618	0.7719
1.000	0.7690
0.618	0.7672
HIGH	0.7644
0.618	0.7626
0.500	0.7620
0.382	0.7615
LOW	0.7597
0.618	0.7568
1.000	0.7551
1.618	0.7522
2.618	0.7475
4.250	0.7399

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	0.7628	0.7623
PP	0.7624	0.7614
S1	0.7620	0.7605

Download as Excel Spreadsheet

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

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