CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	0.7287	0.7351	0.0064	0.9%	0.7536
High	0.7352	0.7351	-0.0001	0.0%	0.7562
Low	0.7230	0.7271	0.0041	0.6%	0.7347
Close	0.7347	0.7293	-0.0054	-0.7%	0.7348
Range	0.0123	0.0081	-0.0042	-34.3%	0.0215
ATR	0.0071	0.0072	0.0001	0.9%	0.0000
Volume	159,075	120,765	-38,310	-24.1%	561,032

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7546	0.7500	0.7337
R3	0.7466	0.7420	0.7315
R2	0.7385	0.7385	0.7308
R1	0.7339	0.7339	0.7300	0.7322
PP	0.7305	0.7305	0.7305	0.7296
S1	0.7259	0.7259	0.7286	0.7242
S2	0.7224	0.7224	0.7278
S3	0.7144	0.7178	0.7271
S4	0.7063	0.7098	0.7249

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	0.7425	0.7230	0.0195	2.7%	0.0097	1.3%	33%	False	False	134,485
10	0.7562	0.7230	0.0332	4.6%	0.0081	1.1%	19%	False	False	121,701
20	0.7718	0.7230	0.0488	6.7%	0.0068	0.9%	13%	False	False	74,623
40	0.7853	0.7230	0.0623	8.5%	0.0060	0.8%	10%	False	False	37,943
60	0.7853	0.7230	0.0623	8.5%	0.0056	0.8%	10%	False	False	25,385
80	0.7975	0.7230	0.0746	10.2%	0.0055	0.8%	9%	False	False	19,112
100	0.7975	0.7230	0.0746	10.2%	0.0052	0.7%	9%	False	False	15,345
120	0.8007	0.7230	0.0778	10.7%	0.0051	0.7%	8%	False	False	12,806

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7693
2.618	0.7562
1.618	0.7481
1.000	0.7432
0.618	0.7401
HIGH	0.7351
0.618	0.7320
0.500	0.7311
0.382	0.7301
LOW	0.7271
0.618	0.7221
1.000	0.7190
1.618	0.7140
2.618	0.7060
4.250	0.6928

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	0.7311	0.7292
PP	0.7305	0.7292
S1	0.7299	0.7291

Download as Excel Spreadsheet

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

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