CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-Oct-2022

Day Change Summary
	Previous	Current
	12-Oct-2022	13-Oct-2022	Change	Change %	Previous Week
Open	0.7251	0.7238	-0.0013	-0.2%	0.7235
High	0.7268	0.7298	0.0030	0.4%	0.7409
Low	0.7232	0.7156	-0.0076	-1.0%	0.7232
Close	0.7235	0.7287	0.0052	0.7%	0.7285
Range	0.0037	0.0142	0.0105	287.7%	0.0177
ATR	0.0073	0.0078	0.0005	6.7%	0.0000
Volume	89,305	153,545	64,240	71.9%	487,254

Daily Pivots for day following 13-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7671	0.7621	0.7365
R3	0.7530	0.7479	0.7326
R2	0.7388	0.7388	0.7313
R1	0.7338	0.7338	0.7300	0.7363
PP	0.7247	0.7247	0.7247	0.7260
S1	0.7196	0.7196	0.7274	0.7222
S2	0.7105	0.7105	0.7261
S3	0.6964	0.7055	0.7248
S4	0.6822	0.6913	0.7209

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	0.7312	0.7156	0.0156	2.1%	0.0068	0.9%	84%	False	True	97,499
10	0.7409	0.7156	0.0253	3.5%	0.0084	1.2%	52%	False	True	101,109
20	0.7562	0.7156	0.0406	5.6%	0.0083	1.1%	32%	False	True	111,405
40	0.7755	0.7156	0.0599	8.2%	0.0068	0.9%	22%	False	True	63,001
60	0.7853	0.7156	0.0697	9.6%	0.0061	0.8%	19%	False	True	42,183
80	0.7853	0.7156	0.0697	9.6%	0.0059	0.8%	19%	False	True	31,709
100	0.7975	0.7156	0.0819	11.2%	0.0056	0.8%	16%	False	True	25,439
120	0.7975	0.7156	0.0819	11.2%	0.0054	0.7%	16%	False	True	21,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	0.7899
2.618	0.7668
1.618	0.7526
1.000	0.7439
0.618	0.7385
HIGH	0.7298
0.618	0.7243
0.500	0.7227
0.382	0.7210
LOW	0.7156
0.618	0.7069
1.000	0.7015
1.618	0.6927
2.618	0.6786
4.250	0.6555

Fisher Pivots for day following 13-Oct-2022
Pivot	1 day	3 day
R1	0.7267	0.7267
PP	0.7247	0.7247
S1	0.7227	0.7227

Download as Excel Spreadsheet

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

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