CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	0.7673	0.7699	0.0026	0.3%	0.7607
High	0.7712	0.7718	0.0006	0.1%	0.7700
Low	0.7670	0.7589	-0.0081	-1.1%	0.7567
Close	0.7698	0.7603	-0.0096	-1.2%	0.7672
Range	0.0042	0.0129	0.0087	209.6%	0.0133
ATR	0.0053	0.0058	0.0005	10.3%	0.0000
Volume	17,689	52,422	34,733	196.4%	39,161

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8022	0.7941	0.7673
R3	0.7893	0.7812	0.7638
R2	0.7765	0.7765	0.7626
R1	0.7684	0.7684	0.7614	0.7660
PP	0.7636	0.7636	0.7636	0.7625
S1	0.7555	0.7555	0.7591	0.7532
S2	0.7508	0.7508	0.7579
S3	0.7379	0.7427	0.7567
S4	0.7251	0.7298	0.7532

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	0.7718	0.7567	0.0151	2.0%	0.0068	0.9%	24%	True	False	20,757
10	0.7718	0.7567	0.0151	2.0%	0.0059	0.8%	24%	True	False	12,473
20	0.7790	0.7567	0.0224	2.9%	0.0055	0.7%	16%	False	False	6,828
40	0.7853	0.7567	0.0286	3.8%	0.0050	0.7%	13%	False	False	3,625
60	0.7853	0.7567	0.0286	3.8%	0.0052	0.7%	13%	False	False	2,514
80	0.7975	0.7567	0.0409	5.4%	0.0049	0.6%	9%	False	False	1,972
100	0.8005	0.7567	0.0439	5.8%	0.0049	0.6%	8%	False	False	1,608
120	0.8053	0.7567	0.0487	6.4%	0.0047	0.6%	7%	False	False	1,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	0.8264
2.618	0.8054
1.618	0.7925
1.000	0.7846
0.618	0.7797
HIGH	0.7718
0.618	0.7668
0.500	0.7653
0.382	0.7638
LOW	0.7589
0.618	0.7510
1.000	0.7461
1.618	0.7381
2.618	0.7253
4.250	0.7043

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	0.7653	0.7653
PP	0.7636	0.7636
S1	0.7619	0.7619

Download as Excel Spreadsheet

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

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