CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 18-Oct-2022

Day Change Summary
	Previous	Current
	17-Oct-2022	18-Oct-2022	Change	Change %	Previous Week
Open	0.7204	0.7293	0.0089	1.2%	0.7280
High	0.7302	0.7323	0.0022	0.3%	0.7299
Low	0.7204	0.7242	0.0038	0.5%	0.7156
Close	0.7292	0.7261	-0.0031	-0.4%	0.7200
Range	0.0098	0.0081	-0.0017	-16.9%	0.0143
ATR	0.0081	0.0081	0.0000	0.0%	0.0000
Volume	81,340	87,765	6,425	7.9%	502,928

Daily Pivots for day following 18-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7471	0.7306
R3	0.7437	0.7390	0.7283
R2	0.7356	0.7356	0.7276
R1	0.7309	0.7309	0.7268	0.7292
PP	0.7275	0.7275	0.7275	0.7267
S1	0.7228	0.7228	0.7254	0.7211
S2	0.7194	0.7194	0.7246
S3	0.7113	0.7147	0.7239
S4	0.7032	0.7066	0.7216

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	0.7323	0.7156	0.0167	2.3%	0.0092	1.3%	63%	True	False	102,958
10	0.7408	0.7156	0.0252	3.5%	0.0083	1.1%	42%	False	False	94,474
20	0.7487	0.7156	0.0331	4.6%	0.0087	1.2%	32%	False	False	110,528
40	0.7750	0.7156	0.0594	8.2%	0.0072	1.0%	18%	False	False	69,760
60	0.7853	0.7156	0.0697	9.6%	0.0063	0.9%	15%	False	False	46,704
80	0.7853	0.7156	0.0697	9.6%	0.0061	0.8%	15%	False	False	35,096
100	0.7975	0.7156	0.0819	11.3%	0.0058	0.8%	13%	False	False	28,151
120	0.7975	0.7156	0.0819	11.3%	0.0056	0.8%	13%	False	False	23,487

Crabel Price Patterns
NR	True
NR4	True
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	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7667
2.618	0.7535
1.618	0.7454
1.000	0.7404
0.618	0.7373
HIGH	0.7323
0.618	0.7292
0.500	0.7283
0.382	0.7273
LOW	0.7242
0.618	0.7192
1.000	0.7161
1.618	0.7111
2.618	0.7030
4.250	0.6898

Fisher Pivots for day following 18-Oct-2022
Pivot	1 day	3 day
R1	0.7283	0.7261
PP	0.7275	0.7260
S1	0.7268	0.7260

Download as Excel Spreadsheet

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

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