CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	0.7413	0.7357	-0.0056	-0.8%	0.7536
High	0.7425	0.7376	-0.0049	-0.7%	0.7562
Low	0.7347	0.7243	-0.0104	-1.4%	0.7347
Close	0.7348	0.7275	-0.0073	-1.0%	0.7348
Range	0.0078	0.0133	0.0055	70.5%	0.0215
ATR	0.0062	0.0067	0.0005	8.1%	0.0000
Volume	135,149	142,182	7,033	5.2%	561,032

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7619	0.7348
R3	0.7564	0.7486	0.7312
R2	0.7431	0.7431	0.7299
R1	0.7353	0.7353	0.7287	0.7325
PP	0.7298	0.7298	0.7298	0.7284
S1	0.7220	0.7220	0.7263	0.7192
S2	0.7165	0.7165	0.7251
S3	0.7032	0.7087	0.7238
S4	0.6899	0.6954	0.7202

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	0.7243	0.0319	4.4%	0.0086	1.2%	10%	False	True	126,187
10	0.7718	0.7243	0.0475	6.5%	0.0075	1.0%	7%	False	True	103,278
20	0.7718	0.7243	0.0475	6.5%	0.0063	0.9%	7%	False	True	55,305
40	0.7853	0.7243	0.0610	8.4%	0.0055	0.8%	5%	False	True	28,077
60	0.7853	0.7243	0.0610	8.4%	0.0055	0.8%	5%	False	True	18,818
80	0.7975	0.7243	0.0733	10.1%	0.0053	0.7%	4%	False	True	14,196
100	0.7975	0.7243	0.0733	10.1%	0.0051	0.7%	4%	False	True	11,397
120	0.8053	0.7243	0.0811	11.1%	0.0049	0.7%	4%	False	True	9,515

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

Fibonacci Retracements and Extensions
4.250	0.7941
2.618	0.7724
1.618	0.7591
1.000	0.7509
0.618	0.7458
HIGH	0.7376
0.618	0.7325
0.500	0.7309
0.382	0.7293
LOW	0.7243
0.618	0.7160
1.000	0.7110
1.618	0.7027
2.618	0.6894
4.250	0.6677

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	0.7309	0.7350
PP	0.7298	0.7325
S1	0.7286	0.7300

Download as Excel Spreadsheet

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

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