CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Oct-2022

Day Change Summary
	Previous	Current
	18-Oct-2022	19-Oct-2022	Change	Change %	Previous Week
Open	0.7293	0.7279	-0.0014	-0.2%	0.7280
High	0.7323	0.7291	-0.0033	-0.4%	0.7299
Low	0.7242	0.7241	-0.0001	0.0%	0.7156
Close	0.7261	0.7258	-0.0004	0.0%	0.7200
Range	0.0081	0.0050	-0.0032	-38.9%	0.0143
ATR	0.0081	0.0079	-0.0002	-2.8%	0.0000
Volume	87,765	82,733	-5,032	-5.7%	502,928

Daily Pivots for day following 19-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7412	0.7384	0.7285
R3	0.7362	0.7335	0.7271
R2	0.7313	0.7313	0.7267
R1	0.7285	0.7285	0.7262	0.7274
PP	0.7263	0.7263	0.7263	0.7258
S1	0.7236	0.7236	0.7253	0.7225
S2	0.7214	0.7214	0.7248
S3	0.7164	0.7186	0.7244
S4	0.7115	0.7137	0.7230

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%	0.0094	1.3%	61%	False	False	101,644
10	0.7374	0.7156	0.0218	3.0%	0.0078	1.1%	47%	False	False	93,956
20	0.7458	0.7156	0.0302	4.2%	0.0087	1.2%	34%	False	False	109,052
40	0.7750	0.7156	0.0594	8.2%	0.0072	1.0%	17%	False	False	71,765
60	0.7853	0.7156	0.0697	9.6%	0.0063	0.9%	15%	False	False	48,082
80	0.7853	0.7156	0.0697	9.6%	0.0061	0.8%	15%	False	False	36,130
100	0.7975	0.7156	0.0819	11.3%	0.0058	0.8%	12%	False	False	28,977
120	0.7975	0.7156	0.0819	11.3%	0.0056	0.8%	12%	False	False	24,175

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7501
2.618	0.7420
1.618	0.7371
1.000	0.7340
0.618	0.7321
HIGH	0.7291
0.618	0.7272
0.500	0.7266
0.382	0.7260
LOW	0.7241
0.618	0.7210
1.000	0.7192
1.618	0.7161
2.618	0.7111
4.250	0.7031

Fisher Pivots for day following 19-Oct-2022
Pivot	1 day	3 day
R1	0.7266	0.7264
PP	0.7263	0.7262
S1	0.7260	0.7260

Download as Excel Spreadsheet

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

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