CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	0.7595	0.7597	0.0002	0.0%	0.7607
High	0.7611	0.7603	-0.0008	-0.1%	0.7700
Low	0.7573	0.7553	-0.0021	-0.3%	0.7567
Close	0.7591	0.7563	-0.0028	-0.4%	0.7672
Range	0.0038	0.0051	0.0013	32.9%	0.0133
ATR	0.0057	0.0056	0.0000	-0.8%	0.0000
Volume	71,129	87,317	16,188	22.8%	39,161

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7724	0.7694	0.7590
R3	0.7674	0.7643	0.7576
R2	0.7623	0.7623	0.7572
R1	0.7593	0.7593	0.7567	0.7583
PP	0.7573	0.7573	0.7573	0.7568
S1	0.7542	0.7542	0.7558	0.7532
S2	0.7522	0.7522	0.7553
S3	0.7472	0.7492	0.7549
S4	0.7421	0.7441	0.7535

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	0.7553	0.0165	2.2%	0.0065	0.9%	6%	False	True	48,203
10	0.7718	0.7553	0.0165	2.2%	0.0056	0.7%	6%	False	True	27,544
20	0.7755	0.7553	0.0202	2.7%	0.0054	0.7%	5%	False	True	14,597
40	0.7853	0.7553	0.0300	4.0%	0.0050	0.7%	3%	False	True	7,572
60	0.7853	0.7553	0.0300	4.0%	0.0051	0.7%	3%	False	True	5,144
80	0.7975	0.7553	0.0423	5.6%	0.0049	0.6%	2%	False	True	3,947
100	0.7975	0.7553	0.0423	5.6%	0.0048	0.6%	2%	False	True	3,190
120	0.8053	0.7553	0.0501	6.6%	0.0047	0.6%	2%	False	True	2,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7818
2.618	0.7735
1.618	0.7685
1.000	0.7654
0.618	0.7634
HIGH	0.7603
0.618	0.7584
0.500	0.7578
0.382	0.7572
LOW	0.7553
0.618	0.7521
1.000	0.7502
1.618	0.7471
2.618	0.7420
4.250	0.7338

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	0.7578	0.7635
PP	0.7573	0.7611
S1	0.7568	0.7587

Download as Excel Spreadsheet

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

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