CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 0.7535 0.7543 0.0008 0.1% 0.7675
High 0.7547 0.7560 0.0013 0.2% 0.7719
Low 0.7495 0.7494 -0.0001 0.0% 0.7514
Close 0.7534 0.7495 -0.0039 -0.5% 0.7526
Range 0.0053 0.0066 0.0013 24.8% 0.0205
ATR 0.0058 0.0058 0.0001 1.0% 0.0000
Volume 3,486 325 -3,161 -90.7% 512,328
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7713 0.7669 0.7531
R3 0.7647 0.7604 0.7513
R2 0.7582 0.7582 0.7507
R1 0.7538 0.7538 0.7501 0.7527
PP 0.7516 0.7516 0.7516 0.7511
S1 0.7473 0.7473 0.7488 0.7462
S2 0.7451 0.7451 0.7482
S3 0.7385 0.7407 0.7476
S4 0.7320 0.7342 0.7458
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.8201 0.8069 0.7639
R3 0.7996 0.7864 0.7582
R2 0.7791 0.7791 0.7564
R1 0.7659 0.7659 0.7545 0.7622
PP 0.7586 0.7586 0.7586 0.7568
S1 0.7454 0.7454 0.7507 0.7417
S2 0.7381 0.7381 0.7488
S3 0.7176 0.7249 0.7470
S4 0.6971 0.7044 0.7413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7610 0.7494 0.0116 1.5% 0.0050 0.7% 0% False True 61,022
10 0.7719 0.7494 0.0225 3.0% 0.0059 0.8% 0% False True 78,424
20 0.7753 0.7494 0.0259 3.4% 0.0058 0.8% 0% False True 82,782
40 0.7855 0.7494 0.0361 4.8% 0.0056 0.7% 0% False True 78,905
60 0.7855 0.7494 0.0361 4.8% 0.0058 0.8% 0% False True 83,290
80 0.7984 0.7494 0.0490 6.5% 0.0059 0.8% 0% False True 78,680
100 0.7984 0.7494 0.0490 6.5% 0.0058 0.8% 0% False True 63,069
120 0.8055 0.7494 0.0561 7.5% 0.0055 0.7% 0% False True 52,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7731
1.618 0.7665
1.000 0.7625
0.618 0.7600
HIGH 0.7560
0.618 0.7534
0.500 0.7527
0.382 0.7519
LOW 0.7494
0.618 0.7454
1.000 0.7429
1.618 0.7388
2.618 0.7323
4.250 0.7216
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 0.7527 0.7527
PP 0.7516 0.7516
S1 0.7505 0.7505

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

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