CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	0.7636	0.7673	0.0038	0.5%	0.7607
High	0.7700	0.7712	0.0012	0.2%	0.7700
Low	0.7636	0.7670	0.0035	0.5%	0.7567
Close	0.7672	0.7698	0.0026	0.3%	0.7672
Range	0.0064	0.0042	-0.0023	-35.2%	0.0133
ATR	0.0053	0.0053	-0.0001	-1.6%	0.0000
Volume	12,461	17,689	5,228	42.0%	39,161

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7818	0.7799	0.7721
R3	0.7776	0.7758	0.7709
R2	0.7735	0.7735	0.7706
R1	0.7716	0.7716	0.7702	0.7726
PP	0.7693	0.7693	0.7693	0.7698
S1	0.7675	0.7675	0.7694	0.7684
S2	0.7652	0.7652	0.7690
S3	0.7610	0.7633	0.7687
S4	0.7569	0.7592	0.7675

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	0.7712	0.7567	0.0145	1.9%	0.0051	0.7%	91%	True	False	11,370
10	0.7712	0.7567	0.0145	1.9%	0.0051	0.7%	91%	True	False	7,331
20	0.7825	0.7567	0.0259	3.4%	0.0054	0.7%	51%	False	False	4,257
40	0.7853	0.7567	0.0286	3.7%	0.0049	0.6%	46%	False	False	2,323
60	0.7853	0.7567	0.0286	3.7%	0.0050	0.7%	46%	False	False	1,642
80	0.7975	0.7567	0.0409	5.3%	0.0048	0.6%	32%	False	False	1,319
100	0.8007	0.7567	0.0441	5.7%	0.0048	0.6%	30%	False	False	1,084
120	0.8053	0.7567	0.0487	6.3%	0.0046	0.6%	27%	False	False	911

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7888
2.618	0.7820
1.618	0.7779
1.000	0.7753
0.618	0.7737
HIGH	0.7712
0.618	0.7696
0.500	0.7691
0.382	0.7686
LOW	0.7670
0.618	0.7644
1.000	0.7629
1.618	0.7603
2.618	0.7561
4.250	0.7494

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	0.7696	0.7683
PP	0.7693	0.7669
S1	0.7691	0.7654

Download as Excel Spreadsheet

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

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