CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 17-Oct-2022

Day Change Summary
	Previous	Current
	14-Oct-2022	17-Oct-2022	Change	Change %	Previous Week
Open	0.7273	0.7204	-0.0069	-0.9%	0.7280
High	0.7299	0.7302	0.0003	0.0%	0.7299
Low	0.7196	0.7204	0.0008	0.1%	0.7156
Close	0.7200	0.7292	0.0092	1.3%	0.7200
Range	0.0103	0.0098	-0.0005	-4.9%	0.0143
ATR	0.0080	0.0081	0.0002	2.0%	0.0000
Volume	102,838	81,340	-21,498	-20.9%	502,928

Daily Pivots for day following 17-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7522	0.7345
R3	0.7461	0.7425	0.7318
R2	0.7363	0.7363	0.7309
R1	0.7327	0.7327	0.7300	0.7345
PP	0.7266	0.7266	0.7266	0.7275
S1	0.7230	0.7230	0.7283	0.7248
S2	0.7168	0.7168	0.7274
S3	0.7071	0.7132	0.7265
S4	0.6973	0.7035	0.7238

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	0.7302	0.7156	0.0146	2.0%	0.0091	1.2%	93%	True	False	105,513
10	0.7409	0.7156	0.0253	3.5%	0.0084	1.1%	54%	False	False	96,339
20	0.7562	0.7156	0.0406	5.6%	0.0088	1.2%	33%	False	False	111,065
40	0.7750	0.7156	0.0594	8.1%	0.0071	1.0%	23%	False	False	67,587
60	0.7853	0.7156	0.0697	9.6%	0.0063	0.9%	19%	False	False	45,245
80	0.7853	0.7156	0.0697	9.6%	0.0060	0.8%	19%	False	False	34,001
100	0.7975	0.7156	0.0819	11.2%	0.0057	0.8%	17%	False	False	27,276
120	0.7975	0.7156	0.0819	11.2%	0.0055	0.8%	17%	False	False	22,758

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7716
2.618	0.7557
1.618	0.7459
1.000	0.7399
0.618	0.7362
HIGH	0.7302
0.618	0.7264
0.500	0.7253
0.382	0.7241
LOW	0.7204
0.618	0.7144
1.000	0.7107
1.618	0.7046
2.618	0.6949
4.250	0.6790

Fisher Pivots for day following 17-Oct-2022
Pivot	1 day	3 day
R1	0.7279	0.7271
PP	0.7266	0.7250
S1	0.7253	0.7229

Download as Excel Spreadsheet

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

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