CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 25-Oct-2022

Day Change Summary
	Previous	Current
	24-Oct-2022	25-Oct-2022	Change	Change %	Previous Week
Open	0.7338	0.7296	-0.0042	-0.6%	0.7204
High	0.7350	0.7353	0.0003	0.0%	0.7338
Low	0.7260	0.7274	0.0015	0.2%	0.7204
Close	0.7291	0.7343	0.0053	0.7%	0.7320
Range	0.0090	0.0079	-0.0012	-12.8%	0.0134
ATR	0.0083	0.0082	0.0000	-0.4%	0.0000
Volume	95,867	73,789	-22,078	-23.0%	489,686

Daily Pivots for day following 25-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7529	0.7386
R3	0.7480	0.7451	0.7365
R2	0.7402	0.7402	0.7357
R1	0.7372	0.7372	0.7350	0.7387
PP	0.7323	0.7323	0.7323	0.7331
S1	0.7294	0.7294	0.7336	0.7309
S2	0.7245	0.7245	0.7329
S3	0.7166	0.7215	0.7321
S4	0.7088	0.7137	0.7300

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	0.7353	0.7218	0.0135	1.8%	0.0084	1.1%	93%	True	False	98,047
10	0.7353	0.7156	0.0197	2.7%	0.0088	1.2%	95%	True	False	100,503
20	0.7409	0.7156	0.0253	3.4%	0.0087	1.2%	74%	False	False	102,655
40	0.7718	0.7156	0.0562	7.6%	0.0076	1.0%	33%	False	False	81,836
60	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	27%	False	False	54,855
80	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	27%	False	False	41,217
100	0.7975	0.7156	0.0819	11.2%	0.0060	0.8%	23%	False	False	33,027
120	0.7975	0.7156	0.0819	11.2%	0.0057	0.8%	23%	False	False	27,566

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	0.0025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7686
2.618	0.7558
1.618	0.7480
1.000	0.7431
0.618	0.7401
HIGH	0.7353
0.618	0.7323
0.500	0.7313
0.382	0.7304
LOW	0.7274
0.618	0.7225
1.000	0.7196
1.618	0.7147
2.618	0.7068
4.250	0.6940

Fisher Pivots for day following 25-Oct-2022
Pivot	1 day	3 day
R1	0.7333	0.7324
PP	0.7323	0.7304
S1	0.7313	0.7285

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols