CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Oct-2022

Day Change Summary
	Previous	Current
	13-Oct-2022	14-Oct-2022	Change	Change %	Previous Week
Open	0.7238	0.7273	0.0035	0.5%	0.7280
High	0.7298	0.7299	0.0001	0.0%	0.7299
Low	0.7156	0.7196	0.0040	0.6%	0.7156
Close	0.7287	0.7200	-0.0087	-1.2%	0.7200
Range	0.0142	0.0103	-0.0039	-27.6%	0.0143
ATR	0.0078	0.0080	0.0002	2.3%	0.0000
Volume	153,545	102,838	-50,707	-33.0%	502,928

Daily Pivots for day following 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7539	0.7472	0.7256
R3	0.7437	0.7370	0.7228
R2	0.7334	0.7334	0.7219
R1	0.7267	0.7267	0.7209	0.7249
PP	0.7232	0.7232	0.7232	0.7223
S1	0.7165	0.7165	0.7191	0.7147
S2	0.7129	0.7129	0.7181
S3	0.7027	0.7062	0.7172
S4	0.6924	0.6960	0.7144

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7646	0.7565	0.7278
R3	0.7503	0.7423	0.7239
R2	0.7361	0.7361	0.7226
R1	0.7280	0.7280	0.7213	0.7249
PP	0.7218	0.7218	0.7218	0.7203
S1	0.7138	0.7138	0.7187	0.7107
S2	0.7076	0.7076	0.7174
S3	0.6933	0.6995	0.7161
S4	0.6791	0.6853	0.7122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7299	0.7156	0.0143	2.0%	0.0080	1.1%	31%	True	False	100,585
10	0.7409	0.7156	0.0253	3.5%	0.0085	1.2%	17%	False	False	99,018
20	0.7562	0.7156	0.0406	5.6%	0.0085	1.2%	11%	False	False	110,612
40	0.7750	0.7156	0.0594	8.3%	0.0070	1.0%	7%	False	False	65,565
60	0.7853	0.7156	0.0697	9.7%	0.0062	0.9%	6%	False	False	43,893
80	0.7853	0.7156	0.0697	9.7%	0.0060	0.8%	6%	False	False	32,992
100	0.7975	0.7156	0.0819	11.4%	0.0057	0.8%	5%	False	False	26,467
120	0.7975	0.7156	0.0819	11.4%	0.0055	0.8%	5%	False	False	22,082

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7734
2.618	0.7567
1.618	0.7464
1.000	0.7401
0.618	0.7362
HIGH	0.7299
0.618	0.7259
0.500	0.7247
0.382	0.7235
LOW	0.7196
0.618	0.7133
1.000	0.7094
1.618	0.7030
2.618	0.6928
4.250	0.6760

Fisher Pivots for day following 14-Oct-2022
Pivot	1 day	3 day
R1	0.7247	0.7227
PP	0.7232	0.7218
S1	0.7216	0.7209

Download as Excel Spreadsheet

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

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