CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 12-Oct-2022

Day Change Summary
	Previous	Current
	11-Oct-2022	12-Oct-2022	Change	Change %	Previous Week
Open	0.7257	0.7251	-0.0007	-0.1%	0.7235
High	0.7293	0.7268	-0.0025	-0.3%	0.7409
Low	0.7217	0.7232	0.0015	0.2%	0.7232
Close	0.7243	0.7235	-0.0008	-0.1%	0.7285
Range	0.0076	0.0037	-0.0039	-51.7%	0.0177
ATR	0.0076	0.0073	-0.0003	-3.7%	0.0000
Volume	100,541	89,305	-11,236	-11.2%	487,254

Daily Pivots for day following 12-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7354	0.7331	0.7255
R3	0.7318	0.7295	0.7245
R2	0.7281	0.7281	0.7242
R1	0.7258	0.7258	0.7238	0.7252
PP	0.7245	0.7245	0.7245	0.7242
S1	0.7222	0.7222	0.7232	0.7215
S2	0.7208	0.7208	0.7228
S3	0.7172	0.7185	0.7225
S4	0.7135	0.7149	0.7215

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	0.7374	0.7217	0.0157	2.2%	0.0061	0.8%	12%	False	False	86,268
10	0.7409	0.7217	0.0192	2.6%	0.0078	1.1%	9%	False	False	97,831
20	0.7603	0.7217	0.0386	5.3%	0.0078	1.1%	5%	False	False	108,094
40	0.7790	0.7217	0.0573	7.9%	0.0066	0.9%	3%	False	False	59,177
60	0.7853	0.7217	0.0636	8.8%	0.0059	0.8%	3%	False	False	39,631
80	0.7853	0.7217	0.0636	8.8%	0.0058	0.8%	3%	False	False	29,794
100	0.7975	0.7217	0.0758	10.5%	0.0055	0.8%	2%	False	False	23,904
120	0.7975	0.7217	0.0758	10.5%	0.0054	0.7%	2%	False	False	19,948

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.7423
2.618	0.7364
1.618	0.7327
1.000	0.7305
0.618	0.7291
HIGH	0.7268
0.618	0.7254
0.500	0.7250
0.382	0.7245
LOW	0.7232
0.618	0.7209
1.000	0.7195
1.618	0.7172
2.618	0.7136
4.250	0.7076

Fisher Pivots for day following 12-Oct-2022
Pivot	1 day	3 day
R1	0.7250	0.7257
PP	0.7245	0.7250
S1	0.7240	0.7242

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

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