CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	0.7280	0.7257	-0.0023	-0.3%	0.7235
High	0.7298	0.7293	-0.0005	-0.1%	0.7409
Low	0.7256	0.7217	-0.0039	-0.5%	0.7232
Close	0.7266	0.7243	-0.0023	-0.3%	0.7285
Range	0.0042	0.0076	0.0034	79.8%	0.0177
ATR	0.0076	0.0076	0.0000	0.0%	0.0000
Volume	56,699	100,541	43,842	77.3%	487,254

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7477	0.7436	0.7285
R3	0.7402	0.7360	0.7264
R2	0.7326	0.7326	0.7257
R1	0.7285	0.7285	0.7250	0.7268
PP	0.7251	0.7251	0.7251	0.7242
S1	0.7209	0.7209	0.7236	0.7192
S2	0.7175	0.7175	0.7229
S3	0.7100	0.7134	0.7222
S4	0.7024	0.7058	0.7201

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	0.7408	0.7217	0.0191	2.6%	0.0074	1.0%	14%	False	True	85,990
10	0.7409	0.7217	0.0192	2.6%	0.0087	1.2%	14%	False	True	104,808
20	0.7611	0.7217	0.0394	5.4%	0.0078	1.1%	7%	False	True	107,185
40	0.7790	0.7217	0.0573	7.9%	0.0067	0.9%	5%	False	True	57,006
60	0.7853	0.7217	0.0636	8.8%	0.0060	0.8%	4%	False	True	38,145
80	0.7853	0.7217	0.0636	8.8%	0.0058	0.8%	4%	False	True	28,681
100	0.7975	0.7217	0.0758	10.5%	0.0055	0.8%	3%	False	True	23,015
120	0.8005	0.7217	0.0788	10.9%	0.0054	0.7%	3%	False	True	19,204

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7613
2.618	0.7490
1.618	0.7415
1.000	0.7368
0.618	0.7339
HIGH	0.7293
0.618	0.7264
0.500	0.7255
0.382	0.7246
LOW	0.7217
0.618	0.7170
1.000	0.7142
1.618	0.7095
2.618	0.7019
4.250	0.6896

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	0.7255	0.7265
PP	0.7251	0.7257
S1	0.7247	0.7250

Download as Excel Spreadsheet

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

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