CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 10-Oct-2022

Day Change Summary
	Previous	Current
	07-Oct-2022	10-Oct-2022	Change	Change %	Previous Week
Open	0.7275	0.7280	0.0005	0.1%	0.7235
High	0.7312	0.7298	-0.0015	-0.2%	0.7409
Low	0.7267	0.7256	-0.0011	-0.2%	0.7232
Close	0.7285	0.7266	-0.0020	-0.3%	0.7285
Range	0.0046	0.0042	-0.0004	-7.7%	0.0177
ATR	0.0078	0.0076	-0.0003	-3.3%	0.0000
Volume	87,405	56,699	-30,706	-35.1%	487,254

Daily Pivots for day following 10-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7399	0.7374	0.7289
R3	0.7357	0.7332	0.7277
R2	0.7315	0.7315	0.7273
R1	0.7290	0.7290	0.7269	0.7282
PP	0.7273	0.7273	0.7273	0.7269
S1	0.7248	0.7248	0.7262	0.7240
S2	0.7231	0.7231	0.7258
S3	0.7189	0.7206	0.7254
S4	0.7147	0.7164	0.7242

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	0.7256	0.0153	2.1%	0.0077	1.1%	7%	False	True	87,165
10	0.7409	0.7227	0.0182	2.5%	0.0087	1.2%	21%	False	False	106,280
20	0.7718	0.7227	0.0491	6.8%	0.0081	1.1%	8%	False	False	104,779
40	0.7825	0.7227	0.0598	8.2%	0.0067	0.9%	6%	False	False	54,518
60	0.7853	0.7227	0.0626	8.6%	0.0059	0.8%	6%	False	False	36,475
80	0.7853	0.7227	0.0626	8.6%	0.0058	0.8%	6%	False	False	27,426
100	0.7975	0.7227	0.0748	10.3%	0.0055	0.8%	5%	False	False	22,011
120	0.8007	0.7227	0.0780	10.7%	0.0054	0.7%	5%	False	False	18,367

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7476
2.618	0.7407
1.618	0.7365
1.000	0.7340
0.618	0.7323
HIGH	0.7298
0.618	0.7281
0.500	0.7277
0.382	0.7272
LOW	0.7256
0.618	0.7230
1.000	0.7214
1.618	0.7188
2.618	0.7146
4.250	0.7077

Fisher Pivots for day following 10-Oct-2022
Pivot	1 day	3 day
R1	0.7277	0.7315
PP	0.7273	0.7298
S1	0.7269	0.7282

Download as Excel Spreadsheet

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

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