CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	0.7597	0.7558	-0.0039	-0.5%	0.7673
High	0.7603	0.7560	-0.0043	-0.6%	0.7718
Low	0.7553	0.7515	-0.0038	-0.5%	0.7515
Close	0.7563	0.7527	-0.0036	-0.5%	0.7527
Range	0.0051	0.0045	-0.0006	-10.9%	0.0203
ATR	0.0056	0.0056	-0.0001	-1.1%	0.0000
Volume	87,317	118,707	31,390	35.9%	347,264

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7643	0.7552
R3	0.7624	0.7598	0.7539
R2	0.7579	0.7579	0.7535
R1	0.7553	0.7553	0.7531	0.7544
PP	0.7534	0.7534	0.7534	0.7529
S1	0.7508	0.7508	0.7523	0.7499
S2	0.7489	0.7489	0.7519
S3	0.7444	0.7463	0.7515
S4	0.7399	0.7418	0.7502

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8194	0.8063	0.7638
R3	0.7992	0.7861	0.7583
R2	0.7789	0.7789	0.7564
R1	0.7658	0.7658	0.7546	0.7622
PP	0.7587	0.7587	0.7587	0.7569
S1	0.7456	0.7456	0.7508	0.7420
S2	0.7384	0.7384	0.7490
S3	0.7182	0.7253	0.7471
S4	0.6979	0.7051	0.7416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7718	0.7515	0.0203	2.7%	0.0061	0.8%	6%	False	True	69,452
10	0.7718	0.7515	0.0203	2.7%	0.0057	0.8%	6%	False	True	39,114
20	0.7750	0.7515	0.0235	3.1%	0.0054	0.7%	5%	False	True	20,518
40	0.7853	0.7515	0.0338	4.5%	0.0050	0.7%	4%	False	True	10,534
60	0.7853	0.7515	0.0338	4.5%	0.0051	0.7%	4%	False	True	7,119
80	0.7975	0.7515	0.0460	6.1%	0.0049	0.7%	3%	False	True	5,431
100	0.7975	0.7515	0.0460	6.1%	0.0049	0.6%	3%	False	True	4,375
120	0.8053	0.7515	0.0538	7.1%	0.0047	0.6%	2%	False	True	3,657

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7751
2.618	0.7678
1.618	0.7633
1.000	0.7605
0.618	0.7588
HIGH	0.7560
0.618	0.7543
0.500	0.7538
0.382	0.7532
LOW	0.7515
0.618	0.7487
1.000	0.7470
1.618	0.7442
2.618	0.7397
4.250	0.7324

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	0.7538	0.7563
PP	0.7534	0.7551
S1	0.7531	0.7539

Download as Excel Spreadsheet

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

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