CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 30-Sep-2022

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	0.7351	0.7310	-0.0042	-0.6%	0.7357
High	0.7351	0.7322	-0.0029	-0.4%	0.7376
Low	0.7271	0.7227	-0.0044	-0.6%	0.7227
Close	0.7293	0.7240	-0.0054	-0.7%	0.7240
Range	0.0081	0.0095	0.0015	18.0%	0.0149
ATR	0.0072	0.0074	0.0002	2.3%	0.0000
Volume	120,765	123,755	2,990	2.5%	661,031

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7489	0.7292
R3	0.7453	0.7394	0.7266
R2	0.7358	0.7358	0.7257
R1	0.7299	0.7299	0.7248	0.7281
PP	0.7263	0.7263	0.7263	0.7254
S1	0.7204	0.7204	0.7231	0.7186
S2	0.7168	0.7168	0.7222
S3	0.7073	0.7109	0.7213
S4	0.6978	0.7014	0.7187

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7631	0.7321
R3	0.7578	0.7483	0.7280
R2	0.7429	0.7429	0.7267
R1	0.7334	0.7334	0.7253	0.7308
PP	0.7281	0.7281	0.7281	0.7267
S1	0.7186	0.7186	0.7226	0.7159
S2	0.7132	0.7132	0.7212
S3	0.6984	0.7037	0.7199
S4	0.6835	0.6889	0.7158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7376	0.7227	0.0149	2.1%	0.0101	1.4%	8%	False	True	132,206
10	0.7562	0.7227	0.0335	4.6%	0.0086	1.2%	4%	False	True	122,206
20	0.7718	0.7227	0.0491	6.8%	0.0071	1.0%	3%	False	True	80,660
40	0.7853	0.7227	0.0626	8.6%	0.0062	0.9%	2%	False	True	41,028
60	0.7853	0.7227	0.0626	8.6%	0.0057	0.8%	2%	False	True	27,447
80	0.7975	0.7227	0.0748	10.3%	0.0056	0.8%	2%	False	True	20,655
100	0.7975	0.7227	0.0748	10.3%	0.0052	0.7%	2%	False	True	16,578
120	0.8007	0.7227	0.0780	10.8%	0.0051	0.7%	2%	False	True	13,837

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7726
2.618	0.7571
1.618	0.7476
1.000	0.7417
0.618	0.7381
HIGH	0.7322
0.618	0.7286
0.500	0.7275
0.382	0.7263
LOW	0.7227
0.618	0.7168
1.000	0.7132
1.618	0.7073
2.618	0.6978
4.250	0.6823

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	0.7275	0.7290
PP	0.7263	0.7273
S1	0.7251	0.7256

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols