CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 06-Oct-2022

Day Change Summary
	Previous	Current
	05-Oct-2022	06-Oct-2022	Change	Change %	Previous Week
Open	0.7402	0.7345	-0.0057	-0.8%	0.7357
High	0.7408	0.7374	-0.0034	-0.5%	0.7376
Low	0.7303	0.7270	-0.0034	-0.5%	0.7227
Close	0.7351	0.7272	-0.0079	-1.1%	0.7240
Range	0.0105	0.0104	-0.0001	-0.5%	0.0149
ATR	0.0079	0.0081	0.0002	2.2%	0.0000
Volume	87,917	97,391	9,474	10.8%	661,031

Daily Pivots for day following 06-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7617	0.7549	0.7329
R3	0.7513	0.7445	0.7301
R2	0.7409	0.7409	0.7291
R1	0.7341	0.7341	0.7282	0.7323
PP	0.7305	0.7305	0.7305	0.7296
S1	0.7237	0.7237	0.7262	0.7219
S2	0.7201	0.7201	0.7253
S3	0.7097	0.7133	0.7243
S4	0.6993	0.7029	0.7215

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	0.7409	0.7227	0.0182	2.5%	0.0101	1.4%	25%	False	False	104,720
10	0.7425	0.7227	0.0198	2.7%	0.0099	1.4%	23%	False	False	119,602
20	0.7718	0.7227	0.0491	6.7%	0.0082	1.1%	9%	False	False	99,081
40	0.7853	0.7227	0.0626	8.6%	0.0067	0.9%	7%	False	False	50,936
60	0.7853	0.7227	0.0626	8.6%	0.0061	0.8%	7%	False	False	34,088
80	0.7853	0.7227	0.0626	8.6%	0.0058	0.8%	7%	False	False	25,628
100	0.7975	0.7227	0.0748	10.3%	0.0055	0.8%	6%	False	False	20,572
120	0.8007	0.7227	0.0780	10.7%	0.0053	0.7%	6%	False	False	17,166

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7646
1.618	0.7542
1.000	0.7478
0.618	0.7438
HIGH	0.7374
0.618	0.7334
0.500	0.7322
0.382	0.7309
LOW	0.7270
0.618	0.7205
1.000	0.7166
1.618	0.7101
2.618	0.6997
4.250	0.6828

Fisher Pivots for day following 06-Oct-2022
Pivot	1 day	3 day
R1	0.7322	0.7339
PP	0.7305	0.7317
S1	0.7289	0.7294

Download as Excel Spreadsheet

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

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