CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Sep-2022

Day Change Summary
	Previous	Current
	08-Sep-2022	09-Sep-2022	Change	Change %	Previous Week
Open	0.7621	0.7636	0.0015	0.2%	0.7607
High	0.7644	0.7700	0.0056	0.7%	0.7700
Low	0.7597	0.7636	0.0039	0.5%	0.7567
Close	0.7632	0.7672	0.0041	0.5%	0.7672
Range	0.0047	0.0064	0.0018	37.6%	0.0133
ATR	0.0052	0.0053	0.0001	2.1%	0.0000
Volume	9,628	12,461	2,833	29.4%	39,161

Daily Pivots for day following 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7831	0.7707
R3	0.7797	0.7767	0.7690
R2	0.7733	0.7733	0.7684
R1	0.7703	0.7703	0.7678	0.7718
PP	0.7669	0.7669	0.7669	0.7677
S1	0.7639	0.7639	0.7666	0.7654
S2	0.7605	0.7605	0.7660
S3	0.7541	0.7575	0.7654
S4	0.7477	0.7511	0.7637

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.7992	0.7745
R3	0.7912	0.7859	0.7709
R2	0.7779	0.7779	0.7696
R1	0.7726	0.7726	0.7684	0.7752
PP	0.7646	0.7646	0.7646	0.7659
S1	0.7593	0.7593	0.7660	0.7619
S2	0.7513	0.7513	0.7648
S3	0.7380	0.7460	0.7635
S4	0.7247	0.7327	0.7599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7700	0.7567	0.0133	1.7%	0.0053	0.7%	79%	True	False	8,776
10	0.7744	0.7567	0.0178	2.3%	0.0055	0.7%	59%	False	False	5,709
20	0.7848	0.7567	0.0281	3.7%	0.0053	0.7%	38%	False	False	3,393
40	0.7853	0.7567	0.0286	3.7%	0.0049	0.6%	37%	False	False	1,884
60	0.7853	0.7567	0.0286	3.7%	0.0051	0.7%	37%	False	False	1,349
80	0.7975	0.7567	0.0409	5.3%	0.0048	0.6%	26%	False	False	1,100
100	0.8007	0.7567	0.0441	5.7%	0.0048	0.6%	24%	False	False	908
120	0.8053	0.7567	0.0487	6.3%	0.0046	0.6%	22%	False	False	764

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7972
2.618	0.7867
1.618	0.7803
1.000	0.7764
0.618	0.7739
HIGH	0.7700
0.618	0.7675
0.500	0.7668
0.382	0.7660
LOW	0.7636
0.618	0.7596
1.000	0.7572
1.618	0.7532
2.618	0.7468
4.250	0.7364

Fisher Pivots for day following 09-Sep-2022
Pivot	1 day	3 day
R1	0.7671	0.7659
PP	0.7669	0.7646
S1	0.7668	0.7633

Download as Excel Spreadsheet

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

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