CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	0.7485	0.7431	-0.0054	-0.7%	0.7673
High	0.7487	0.7458	-0.0029	-0.4%	0.7718
Low	0.7426	0.7383	-0.0043	-0.6%	0.7515
Close	0.7484	0.7411	-0.0073	-1.0%	0.7527
Range	0.0062	0.0076	0.0014	22.8%	0.0203
ATR	0.0058	0.0061	0.0003	5.3%	0.0000
Volume	112,255	142,842	30,587	27.2%	347,264

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7603	0.7452
R3	0.7568	0.7527	0.7431
R2	0.7493	0.7493	0.7424
R1	0.7452	0.7452	0.7417	0.7434
PP	0.7417	0.7417	0.7417	0.7408
S1	0.7376	0.7376	0.7404	0.7359
S2	0.7342	0.7342	0.7397
S3	0.7266	0.7301	0.7390
S4	0.7191	0.7225	0.7369

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	0.7562	0.7383	0.0179	2.4%	0.0064	0.9%	16%	False	True	108,918
10	0.7718	0.7383	0.0335	4.5%	0.0064	0.9%	8%	False	True	78,560
20	0.7750	0.7383	0.0368	5.0%	0.0058	0.8%	8%	False	True	41,589
40	0.7853	0.7383	0.0470	6.3%	0.0052	0.7%	6%	False	True	21,167
60	0.7853	0.7383	0.0470	6.3%	0.0053	0.7%	6%	False	True	14,202
80	0.7975	0.7383	0.0593	8.0%	0.0051	0.7%	5%	False	True	10,742
100	0.7975	0.7383	0.0593	8.0%	0.0049	0.7%	5%	False	True	8,627
120	0.8053	0.7383	0.0671	9.0%	0.0048	0.6%	4%	False	True	7,205

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7656
1.618	0.7580
1.000	0.7534
0.618	0.7505
HIGH	0.7458
0.618	0.7429
0.500	0.7420
0.382	0.7411
LOW	0.7383
0.618	0.7336
1.000	0.7307
1.618	0.7260
2.618	0.7185
4.250	0.7062

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	0.7420	0.7472
PP	0.7417	0.7452
S1	0.7414	0.7431

Download as Excel Spreadsheet

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

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