CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	0.7264	0.7338	0.0074	1.0%	0.7204
High	0.7338	0.7350	0.0012	0.2%	0.7338
Low	0.7218	0.7260	0.0042	0.6%	0.7204
Close	0.7320	0.7291	-0.0029	-0.4%	0.7320
Range	0.0120	0.0090	-0.0030	-25.0%	0.0134
ATR	0.0082	0.0083	0.0001	0.7%	0.0000
Volume	145,966	95,867	-50,099	-34.3%	489,686

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7570	0.7520	0.7340
R3	0.7480	0.7430	0.7315
R2	0.7390	0.7390	0.7307
R1	0.7340	0.7340	0.7299	0.7320
PP	0.7300	0.7300	0.7300	0.7290
S1	0.7250	0.7250	0.7282	0.7230
S2	0.7210	0.7210	0.7274
S3	0.7120	0.7160	0.7266
S4	0.7030	0.7070	0.7241

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7637	0.7393
R3	0.7554	0.7504	0.7356
R2	0.7421	0.7421	0.7344
R1	0.7370	0.7370	0.7332	0.7395
PP	0.7287	0.7287	0.7287	0.7300
S1	0.7237	0.7237	0.7307	0.7262
S2	0.7154	0.7154	0.7295
S3	0.7020	0.7103	0.7283
S4	0.6887	0.6970	0.7246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7350	0.7218	0.0132	1.8%	0.0085	1.2%	55%	True	False	100,842
10	0.7350	0.7156	0.0194	2.7%	0.0088	1.2%	70%	True	False	103,178
20	0.7409	0.7156	0.0253	3.5%	0.0087	1.2%	53%	False	False	104,729
40	0.7718	0.7156	0.0562	7.7%	0.0075	1.0%	24%	False	False	80,017
60	0.7853	0.7156	0.0697	9.6%	0.0066	0.9%	19%	False	False	53,627
80	0.7853	0.7156	0.0697	9.6%	0.0063	0.9%	19%	False	False	40,295
100	0.7975	0.7156	0.0819	11.2%	0.0060	0.8%	16%	False	False	32,302
120	0.7975	0.7156	0.0819	11.2%	0.0057	0.8%	16%	False	False	26,952

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7732
2.618	0.7585
1.618	0.7495
1.000	0.7440
0.618	0.7405
HIGH	0.7350
0.618	0.7315
0.500	0.7305
0.382	0.7294
LOW	0.7260
0.618	0.7204
1.000	0.7170
1.618	0.7114
2.618	0.7024
4.250	0.6877

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	0.7305	0.7288
PP	0.7300	0.7286
S1	0.7295	0.7284

Download as Excel Spreadsheet

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

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