CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	0.7279	0.7267	-0.0012	-0.2%	0.7280
High	0.7291	0.7326	0.0035	0.5%	0.7299
Low	0.7241	0.7243	0.0002	0.0%	0.7156
Close	0.7258	0.7260	0.0003	0.0%	0.7200
Range	0.0050	0.0083	0.0034	67.7%	0.0143
ATR	0.0079	0.0079	0.0000	0.4%	0.0000
Volume	82,733	91,882	9,149	11.1%	502,928

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7525	0.7476	0.7306
R3	0.7442	0.7393	0.7283
R2	0.7359	0.7359	0.7275
R1	0.7310	0.7310	0.7268	0.7293
PP	0.7276	0.7276	0.7276	0.7268
S1	0.7227	0.7227	0.7252	0.7210
S2	0.7193	0.7193	0.7245
S3	0.7110	0.7144	0.7237
S4	0.7027	0.7061	0.7214

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	0.7326	0.7196	0.0130	1.8%	0.0083	1.1%	49%	True	False	89,311
10	0.7326	0.7156	0.0170	2.3%	0.0075	1.0%	61%	True	False	93,405
20	0.7425	0.7156	0.0269	3.7%	0.0087	1.2%	39%	False	False	106,504
40	0.7750	0.7156	0.0594	8.2%	0.0073	1.0%	18%	False	False	74,047
60	0.7853	0.7156	0.0697	9.6%	0.0064	0.9%	15%	False	False	49,612
80	0.7853	0.7156	0.0697	9.6%	0.0061	0.8%	15%	False	False	37,278
100	0.7975	0.7156	0.0819	11.3%	0.0058	0.8%	13%	False	False	29,894
120	0.7975	0.7156	0.0819	11.3%	0.0056	0.8%	13%	False	False	24,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7678
2.618	0.7543
1.618	0.7460
1.000	0.7409
0.618	0.7377
HIGH	0.7326
0.618	0.7294
0.500	0.7284
0.382	0.7274
LOW	0.7243
0.618	0.7191
1.000	0.7160
1.618	0.7108
2.618	0.7025
4.250	0.6890

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	0.7284	0.7283
PP	0.7276	0.7276
S1	0.7268	0.7268

Download as Excel Spreadsheet

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

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