CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	0.7546	0.7485	-0.0062	-0.8%	0.7673
High	0.7562	0.7487	-0.0075	-1.0%	0.7718
Low	0.7478	0.7426	-0.0052	-0.7%	0.7515
Close	0.7482	0.7484	0.0002	0.0%	0.7527
Range	0.0084	0.0062	-0.0023	-26.8%	0.0203
ATR	0.0058	0.0058	0.0000	0.5%	0.0000
Volume	98,511	112,255	13,744	14.0%	347,264

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7650	0.7628	0.7517
R3	0.7588	0.7567	0.7500
R2	0.7527	0.7527	0.7495
R1	0.7505	0.7505	0.7489	0.7485
PP	0.7465	0.7465	0.7465	0.7455
S1	0.7444	0.7444	0.7478	0.7424
S2	0.7404	0.7404	0.7472
S3	0.7342	0.7382	0.7467
S4	0.7281	0.7321	0.7450

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	0.7603	0.7426	0.0178	2.4%	0.0059	0.8%	33%	False	True	97,813
10	0.7718	0.7426	0.0292	3.9%	0.0062	0.8%	20%	False	True	65,239
20	0.7750	0.7426	0.0325	4.3%	0.0056	0.8%	18%	False	True	34,478
40	0.7853	0.7426	0.0427	5.7%	0.0051	0.7%	14%	False	True	17,597
60	0.7853	0.7426	0.0427	5.7%	0.0052	0.7%	14%	False	True	11,823
80	0.7975	0.7426	0.0550	7.3%	0.0051	0.7%	11%	False	True	8,958
100	0.7975	0.7426	0.0550	7.3%	0.0049	0.7%	11%	False	True	7,200
120	0.8053	0.7426	0.0628	8.4%	0.0048	0.6%	9%	False	True	6,015

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7748
2.618	0.7648
1.618	0.7587
1.000	0.7549
0.618	0.7525
HIGH	0.7487
0.618	0.7464
0.500	0.7456
0.382	0.7449
LOW	0.7426
0.618	0.7387
1.000	0.7364
1.618	0.7326
2.618	0.7264
4.250	0.7164

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	0.7474	0.7494
PP	0.7465	0.7490
S1	0.7456	0.7487

Download as Excel Spreadsheet

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

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