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 120,765 123,636 2,871 2.4% 660,912
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 132,182
10 0.7562 0.7227 0.0335 4.6% 0.0086 1.2% 4% False True 122,194
20 0.7718 0.7227 0.0491 6.8% 0.0071 1.0% 3% False True 80,654
40 0.7853 0.7227 0.0626 8.6% 0.0062 0.9% 2% False True 41,025
60 0.7853 0.7227 0.0626 8.6% 0.0057 0.8% 2% False True 27,445
80 0.7975 0.7227 0.0748 10.3% 0.0056 0.8% 2% False True 20,654
100 0.7975 0.7227 0.0748 10.3% 0.0052 0.7% 2% False True 16,577
120 0.8007 0.7227 0.0780 10.8% 0.0051 0.7% 2% False True 13,836
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

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

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