CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	0.7431	0.7413	-0.0018	-0.2%	0.7536
High	0.7458	0.7425	-0.0034	-0.4%	0.7562
Low	0.7383	0.7347	-0.0036	-0.5%	0.7347
Close	0.7411	0.7348	-0.0063	-0.8%	0.7348
Range	0.0076	0.0078	0.0003	3.3%	0.0215
ATR	0.0061	0.0062	0.0001	2.0%	0.0000
Volume	142,842	135,149	-7,693	-5.4%	561,032

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7607	0.7556	0.7391
R3	0.7529	0.7478	0.7369
R2	0.7451	0.7451	0.7362
R1	0.7400	0.7400	0.7355	0.7386
PP	0.7373	0.7373	0.7373	0.7366
S1	0.7322	0.7322	0.7341	0.7308
S2	0.7295	0.7295	0.7334
S3	0.7217	0.7244	0.7327
S4	0.7139	0.7166	0.7305

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8064	0.7921	0.7466
R3	0.7849	0.7706	0.7407
R2	0.7634	0.7634	0.7387
R1	0.7491	0.7491	0.7368	0.7455
PP	0.7419	0.7419	0.7419	0.7401
S1	0.7276	0.7276	0.7328	0.7240
S2	0.7204	0.7204	0.7309
S3	0.6989	0.7061	0.7289
S4	0.6774	0.6846	0.7230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7562	0.7347	0.0215	2.9%	0.0071	1.0%	1%	False	True	112,206
10	0.7718	0.7347	0.0371	5.0%	0.0066	0.9%	0%	False	True	90,829
20	0.7744	0.7347	0.0398	5.4%	0.0060	0.8%	0%	False	True	48,269
40	0.7853	0.7347	0.0506	6.9%	0.0053	0.7%	0%	False	True	24,543
60	0.7853	0.7347	0.0506	6.9%	0.0054	0.7%	0%	False	True	16,454
80	0.7975	0.7347	0.0629	8.6%	0.0052	0.7%	0%	False	True	12,428
100	0.7975	0.7347	0.0629	8.6%	0.0050	0.7%	0%	False	True	9,977
120	0.8053	0.7347	0.0707	9.6%	0.0048	0.7%	0%	False	True	8,331

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7756
2.618	0.7629
1.618	0.7551
1.000	0.7503
0.618	0.7473
HIGH	0.7425
0.618	0.7395
0.500	0.7386
0.382	0.7376
LOW	0.7347
0.618	0.7298
1.000	0.7269
1.618	0.7220
2.618	0.7142
4.250	0.7015

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	0.7386	0.7417
PP	0.7373	0.7394
S1	0.7361	0.7371

Download as Excel Spreadsheet

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

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