CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 27-Oct-2022

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	0.7348	0.7379	0.0031	0.4%	0.7204
High	0.7404	0.7412	0.0008	0.1%	0.7338
Low	0.7315	0.7341	0.0026	0.3%	0.7204
Close	0.7375	0.7374	-0.0001	0.0%	0.7320
Range	0.0089	0.0071	-0.0018	-19.8%	0.0134
ATR	0.0083	0.0082	-0.0001	-1.0%	0.0000
Volume	128,725	98,508	-30,217	-23.5%	489,686

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7552	0.7413
R3	0.7517	0.7481	0.7394
R2	0.7446	0.7446	0.7387
R1	0.7410	0.7410	0.7381	0.7393
PP	0.7375	0.7375	0.7375	0.7367
S1	0.7339	0.7339	0.7367	0.7322
S2	0.7304	0.7304	0.7361
S3	0.7233	0.7268	0.7354
S4	0.7162	0.7197	0.7335

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	0.7412	0.7218	0.0194	2.6%	0.0090	1.2%	81%	True	False	108,571
10	0.7412	0.7196	0.0216	2.9%	0.0086	1.2%	83%	True	False	98,941
20	0.7412	0.7156	0.0256	3.5%	0.0085	1.2%	85%	True	False	100,025
40	0.7718	0.7156	0.0562	7.6%	0.0077	1.0%	39%	False	False	87,324
60	0.7853	0.7156	0.0697	9.4%	0.0068	0.9%	31%	False	False	58,637
80	0.7853	0.7156	0.0697	9.4%	0.0063	0.9%	31%	False	False	44,045
100	0.7975	0.7156	0.0819	11.1%	0.0061	0.8%	27%	False	False	35,295
120	0.7975	0.7156	0.0819	11.1%	0.0057	0.8%	27%	False	False	29,458

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	0.0024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7713
2.618	0.7597
1.618	0.7526
1.000	0.7483
0.618	0.7455
HIGH	0.7412
0.618	0.7384
0.500	0.7376
0.382	0.7368
LOW	0.7341
0.618	0.7297
1.000	0.7270
1.618	0.7226
2.618	0.7155
4.250	0.7039

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	0.7376	0.7364
PP	0.7375	0.7353
S1	0.7375	0.7343

Download as Excel Spreadsheet

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

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