CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 26-Oct-2022

Day Change Summary
	Previous	Current
	25-Oct-2022	26-Oct-2022	Change	Change %	Previous Week
Open	0.7296	0.7348	0.0053	0.7%	0.7204
High	0.7353	0.7404	0.0051	0.7%	0.7338
Low	0.7274	0.7315	0.0041	0.6%	0.7204
Close	0.7343	0.7375	0.0032	0.4%	0.7320
Range	0.0079	0.0089	0.0010	12.7%	0.0134
ATR	0.0082	0.0083	0.0000	0.5%	0.0000
Volume	73,789	128,725	54,936	74.5%	489,686

Daily Pivots for day following 26-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7591	0.7424
R3	0.7542	0.7503	0.7399
R2	0.7453	0.7453	0.7391
R1	0.7414	0.7414	0.7383	0.7434
PP	0.7365	0.7365	0.7365	0.7374
S1	0.7326	0.7326	0.7367	0.7345
S2	0.7276	0.7276	0.7359
S3	0.7188	0.7237	0.7351
S4	0.7099	0.7149	0.7326

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	0.7404	0.7218	0.0186	2.5%	0.0092	1.2%	85%	True	False	107,245
10	0.7404	0.7156	0.0248	3.4%	0.0093	1.3%	88%	True	False	104,445
20	0.7409	0.7156	0.0253	3.4%	0.0086	1.2%	87%	False	False	101,138
40	0.7718	0.7156	0.0562	7.6%	0.0076	1.0%	39%	False	False	84,968
60	0.7853	0.7156	0.0697	9.4%	0.0068	0.9%	31%	False	False	56,998
80	0.7853	0.7156	0.0697	9.4%	0.0063	0.9%	31%	False	False	42,819
100	0.7975	0.7156	0.0819	11.1%	0.0061	0.8%	27%	False	False	34,311
120	0.7975	0.7156	0.0819	11.1%	0.0057	0.8%	27%	False	False	28,638

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7780
2.618	0.7635
1.618	0.7547
1.000	0.7492
0.618	0.7458
HIGH	0.7404
0.618	0.7370
0.500	0.7359
0.382	0.7349
LOW	0.7315
0.618	0.7260
1.000	0.7227
1.618	0.7172
2.618	0.7083
4.250	0.6939

Fisher Pivots for day following 26-Oct-2022
Pivot	1 day	3 day
R1	0.7370	0.7361
PP	0.7365	0.7346
S1	0.7359	0.7332

Download as Excel Spreadsheet

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

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