CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	0.7536	0.7546	0.0010	0.1%	0.7673
High	0.7551	0.7562	0.0011	0.1%	0.7718
Low	0.7495	0.7478	-0.0017	-0.2%	0.7515
Close	0.7535	0.7482	-0.0053	-0.7%	0.7527
Range	0.0056	0.0084	0.0028	50.0%	0.0203
ATR	0.0056	0.0058	0.0002	3.7%	0.0000
Volume	72,275	98,511	26,236	36.3%	347,264

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7759	0.7705	0.7528
R3	0.7675	0.7621	0.7505
R2	0.7591	0.7591	0.7497
R1	0.7537	0.7537	0.7490	0.7522
PP	0.7507	0.7507	0.7507	0.7500
S1	0.7453	0.7453	0.7474	0.7438
S2	0.7423	0.7423	0.7467
S3	0.7339	0.7369	0.7459
S4	0.7255	0.7285	0.7436

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	0.7611	0.7478	0.0134	1.8%	0.0055	0.7%	3%	False	True	89,587
10	0.7718	0.7478	0.0240	3.2%	0.0061	0.8%	2%	False	True	55,172
20	0.7750	0.7478	0.0273	3.6%	0.0057	0.8%	2%	False	True	28,993
40	0.7853	0.7478	0.0375	5.0%	0.0051	0.7%	1%	False	True	14,792
60	0.7853	0.7478	0.0375	5.0%	0.0052	0.7%	1%	False	True	9,953
80	0.7975	0.7478	0.0498	6.6%	0.0050	0.7%	1%	False	True	7,556
100	0.7975	0.7478	0.0498	6.6%	0.0049	0.7%	1%	False	True	6,079
120	0.8053	0.7478	0.0576	7.7%	0.0048	0.6%	1%	False	True	5,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7919
2.618	0.7781
1.618	0.7697
1.000	0.7646
0.618	0.7613
HIGH	0.7562
0.618	0.7529
0.500	0.7520
0.382	0.7510
LOW	0.7478
0.618	0.7426
1.000	0.7394
1.618	0.7342
2.618	0.7258
4.250	0.7121

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	0.7520	0.7520
PP	0.7507	0.7507
S1	0.7495	0.7495

Download as Excel Spreadsheet

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

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