CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Oct-2022

Day Change Summary
	Previous	Current
	06-Oct-2022	07-Oct-2022	Change	Change %	Previous Week
Open	0.7345	0.7275	-0.0070	-1.0%	0.7235
High	0.7374	0.7312	-0.0062	-0.8%	0.7409
Low	0.7270	0.7267	-0.0003	0.0%	0.7232
Close	0.7272	0.7285	0.0013	0.2%	0.7285
Range	0.0104	0.0046	-0.0059	-56.3%	0.0177
ATR	0.0081	0.0078	-0.0003	-3.1%	0.0000
Volume	97,391	87,405	-9,986	-10.3%	487,254

Daily Pivots for day following 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7424	0.7400	0.7310
R3	0.7379	0.7355	0.7298
R2	0.7333	0.7333	0.7293
R1	0.7309	0.7309	0.7289	0.7321
PP	0.7288	0.7288	0.7288	0.7294
S1	0.7264	0.7264	0.7281	0.7276
S2	0.7242	0.7242	0.7277
S3	0.7197	0.7218	0.7272
S4	0.7151	0.7173	0.7260

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7838	0.7738	0.7382
R3	0.7662	0.7562	0.7334
R2	0.7485	0.7485	0.7317
R1	0.7385	0.7385	0.7301	0.7435
PP	0.7309	0.7309	0.7309	0.7334
S1	0.7209	0.7209	0.7269	0.7259
S2	0.7132	0.7132	0.7253
S3	0.6956	0.7032	0.7236
S4	0.6779	0.6856	0.7188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7409	0.7232	0.0177	2.4%	0.0091	1.2%	30%	False	False	97,450
10	0.7409	0.7227	0.0182	2.5%	0.0096	1.3%	32%	False	False	114,828
20	0.7718	0.7227	0.0491	6.7%	0.0081	1.1%	12%	False	False	102,829
40	0.7848	0.7227	0.0621	8.5%	0.0067	0.9%	9%	False	False	53,111
60	0.7853	0.7227	0.0626	8.6%	0.0060	0.8%	9%	False	False	35,532
80	0.7853	0.7227	0.0626	8.6%	0.0058	0.8%	9%	False	False	26,719
100	0.7975	0.7227	0.0748	10.3%	0.0054	0.7%	8%	False	False	21,446
120	0.8007	0.7227	0.0780	10.7%	0.0053	0.7%	7%	False	False	17,895

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7505
2.618	0.7431
1.618	0.7386
1.000	0.7358
0.618	0.7340
HIGH	0.7312
0.618	0.7295
0.500	0.7289
0.382	0.7284
LOW	0.7267
0.618	0.7238
1.000	0.7221
1.618	0.7193
2.618	0.7147
4.250	0.7073

Fisher Pivots for day following 07-Oct-2022
Pivot	1 day	3 day
R1	0.7289	0.7337
PP	0.7288	0.7320
S1	0.7286	0.7302

Download as Excel Spreadsheet

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

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