CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 03-Oct-2022

Day Change Summary
	Previous	Current
	30-Sep-2022	03-Oct-2022	Change	Change %	Previous Week
Open	0.7310	0.7235	-0.0075	-1.0%	0.7357
High	0.7322	0.7344	0.0022	0.3%	0.7376
Low	0.7227	0.7232	0.0005	0.1%	0.7227
Close	0.7240	0.7336	0.0097	1.3%	0.7240
Range	0.0095	0.0112	0.0017	17.9%	0.0149
ATR	0.0074	0.0076	0.0003	3.7%	0.0000
Volume	123,755	108,126	-15,629	-12.6%	661,031

Daily Pivots for day following 03-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7640	0.7600	0.7398
R3	0.7528	0.7488	0.7367
R2	0.7416	0.7416	0.7357
R1	0.7376	0.7376	0.7346	0.7396
PP	0.7304	0.7304	0.7304	0.7314
S1	0.7264	0.7264	0.7326	0.7284
S2	0.7192	0.7192	0.7315
S3	0.7080	0.7152	0.7305
S4	0.6968	0.7040	0.7274

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	0.7352	0.7227	0.0125	1.7%	0.0096	1.3%	87%	False	False	125,395
10	0.7562	0.7227	0.0335	4.6%	0.0091	1.2%	33%	False	False	125,791
20	0.7718	0.7227	0.0491	6.7%	0.0074	1.0%	22%	False	False	85,830
40	0.7853	0.7227	0.0626	8.5%	0.0064	0.9%	17%	False	False	43,690
60	0.7853	0.7227	0.0626	8.5%	0.0058	0.8%	17%	False	False	29,248
80	0.7954	0.7227	0.0727	9.9%	0.0057	0.8%	15%	False	False	22,005
100	0.7975	0.7227	0.0748	10.2%	0.0053	0.7%	15%	False	False	17,659
120	0.8007	0.7227	0.0780	10.6%	0.0052	0.7%	14%	False	False	14,738

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7820
2.618	0.7637
1.618	0.7525
1.000	0.7456
0.618	0.7413
HIGH	0.7344
0.618	0.7301
0.500	0.7288
0.382	0.7275
LOW	0.7232
0.618	0.7163
1.000	0.7120
1.618	0.7051
2.618	0.6939
4.250	0.6756

Fisher Pivots for day following 03-Oct-2022
Pivot	1 day	3 day
R1	0.7320	0.7320
PP	0.7304	0.7305
S1	0.7288	0.7289

Download as Excel Spreadsheet

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

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