CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 28-Sep-2022

Day Change Summary
	Previous	Current
	27-Sep-2022	28-Sep-2022	Change	Change %	Previous Week
Open	0.7282	0.7287	0.0005	0.1%	0.7536
High	0.7332	0.7352	0.0021	0.3%	0.7562
Low	0.7260	0.7230	-0.0031	-0.4%	0.7347
Close	0.7295	0.7347	0.0053	0.7%	0.7348
Range	0.0072	0.0123	0.0051	71.3%	0.0215
ATR	0.0068	0.0071	0.0004	5.8%	0.0000
Volume	115,254	159,075	43,821	38.0%	561,032

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7677	0.7635	0.7414
R3	0.7555	0.7512	0.7381
R2	0.7432	0.7432	0.7369
R1	0.7390	0.7390	0.7358	0.7411
PP	0.7310	0.7310	0.7310	0.7320
S1	0.7267	0.7267	0.7336	0.7288
S2	0.7187	0.7187	0.7325
S3	0.7065	0.7145	0.7313
S4	0.6942	0.7022	0.7280

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	0.7458	0.7230	0.0229	3.1%	0.0096	1.3%	51%	False	True	138,900
10	0.7603	0.7230	0.0374	5.1%	0.0078	1.1%	31%	False	True	118,356
20	0.7718	0.7230	0.0488	6.6%	0.0066	0.9%	24%	False	True	68,799
40	0.7853	0.7230	0.0623	8.5%	0.0059	0.8%	19%	False	True	34,928
60	0.7853	0.7230	0.0623	8.5%	0.0055	0.8%	19%	False	True	23,380
80	0.7975	0.7230	0.0746	10.1%	0.0055	0.7%	16%	False	True	17,605
100	0.7975	0.7230	0.0746	10.1%	0.0051	0.7%	16%	False	True	14,138
120	0.8007	0.7230	0.0778	10.6%	0.0050	0.7%	15%	False	True	11,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7873
2.618	0.7673
1.618	0.7550
1.000	0.7475
0.618	0.7428
HIGH	0.7352
0.618	0.7305
0.500	0.7291
0.382	0.7276
LOW	0.7230
0.618	0.7154
1.000	0.7107
1.618	0.7031
2.618	0.6909
4.250	0.6709

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	0.7328	0.7332
PP	0.7310	0.7317
S1	0.7291	0.7303

Download as Excel Spreadsheet

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

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