CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	0.7558	0.7536	-0.0022	-0.3%	0.7673
High	0.7560	0.7551	-0.0010	-0.1%	0.7718
Low	0.7515	0.7495	-0.0021	-0.3%	0.7515
Close	0.7527	0.7535	0.0008	0.1%	0.7527
Range	0.0045	0.0056	0.0011	24.4%	0.0203
ATR	0.0056	0.0056	0.0000	0.1%	0.0000
Volume	118,707	72,275	-46,432	-39.1%	347,264

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7671	0.7565
R3	0.7639	0.7615	0.7550
R2	0.7583	0.7583	0.7545
R1	0.7559	0.7559	0.7540	0.7543
PP	0.7527	0.7527	0.7527	0.7519
S1	0.7503	0.7503	0.7529	0.7487
S2	0.7471	0.7471	0.7524
S3	0.7415	0.7447	0.7519
S4	0.7359	0.7391	0.7504

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	0.7495	0.0223	3.0%	0.0064	0.8%	18%	False	True	80,370
10	0.7718	0.7495	0.0223	3.0%	0.0057	0.8%	18%	False	True	45,870
20	0.7750	0.7495	0.0256	3.4%	0.0055	0.7%	16%	False	True	24,110
40	0.7853	0.7495	0.0358	4.8%	0.0050	0.7%	11%	False	True	12,336
60	0.7853	0.7495	0.0358	4.8%	0.0051	0.7%	11%	False	True	8,313
80	0.7975	0.7495	0.0481	6.4%	0.0050	0.7%	8%	False	True	6,329
100	0.7975	0.7495	0.0481	6.4%	0.0049	0.6%	8%	False	True	5,097
120	0.8053	0.7495	0.0559	7.4%	0.0047	0.6%	7%	False	True	4,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7789
2.618	0.7697
1.618	0.7641
1.000	0.7607
0.618	0.7585
HIGH	0.7551
0.618	0.7529
0.500	0.7523
0.382	0.7516
LOW	0.7495
0.618	0.7460
1.000	0.7439
1.618	0.7404
2.618	0.7348
4.250	0.7257

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	0.7531	0.7549
PP	0.7527	0.7544
S1	0.7523	0.7539

Download as Excel Spreadsheet

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

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