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

Download as Excel Spreadsheet

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

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