CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	0.7699	0.7595	-0.0104	-1.3%	0.7607
High	0.7718	0.7611	-0.0107	-1.4%	0.7700
Low	0.7589	0.7573	-0.0016	-0.2%	0.7567
Close	0.7603	0.7591	-0.0012	-0.2%	0.7672
Range	0.0129	0.0038	-0.0091	-70.4%	0.0133
ATR	0.0058	0.0057	-0.0001	-2.5%	0.0000
Volume	52,422	71,129	18,707	35.7%	39,161

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7686	0.7611
R3	0.7668	0.7648	0.7601
R2	0.7630	0.7630	0.7597
R1	0.7610	0.7610	0.7594	0.7601
PP	0.7592	0.7592	0.7592	0.7587
S1	0.7572	0.7572	0.7587	0.7563
S2	0.7554	0.7554	0.7584
S3	0.7516	0.7534	0.7580
S4	0.7478	0.7496	0.7570

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	0.7573	0.0145	1.9%	0.0064	0.8%	12%	False	True	32,665
10	0.7718	0.7567	0.0151	2.0%	0.0055	0.7%	16%	False	False	19,241
20	0.7790	0.7567	0.0224	2.9%	0.0055	0.7%	11%	False	False	10,259
40	0.7853	0.7567	0.0286	3.8%	0.0050	0.7%	8%	False	False	5,400
60	0.7853	0.7567	0.0286	3.8%	0.0051	0.7%	8%	False	False	3,695
80	0.7975	0.7567	0.0409	5.4%	0.0049	0.6%	6%	False	False	2,856
100	0.7975	0.7567	0.0409	5.4%	0.0049	0.6%	6%	False	False	2,319
120	0.8053	0.7567	0.0487	6.4%	0.0047	0.6%	5%	False	False	1,940

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7773
2.618	0.7710
1.618	0.7672
1.000	0.7649
0.618	0.7634
HIGH	0.7611
0.618	0.7596
0.500	0.7592
0.382	0.7588
LOW	0.7573
0.618	0.7550
1.000	0.7535
1.618	0.7512
2.618	0.7474
4.250	0.7412

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	0.7592	0.7645
PP	0.7592	0.7627
S1	0.7591	0.7609

Download as Excel Spreadsheet

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

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