CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 28-Oct-2022

Day Change Summary
	Previous	Current
	27-Oct-2022	28-Oct-2022	Change	Change %	Previous Week
Open	0.7379	0.7373	-0.0007	-0.1%	0.7338
High	0.7412	0.7396	-0.0016	-0.2%	0.7412
Low	0.7341	0.7336	-0.0005	-0.1%	0.7260
Close	0.7374	0.7352	-0.0023	-0.3%	0.7352
Range	0.0071	0.0060	-0.0012	-16.2%	0.0152
ATR	0.0082	0.0080	-0.0002	-2.0%	0.0000
Volume	98,508	83,007	-15,501	-15.7%	479,896

Daily Pivots for day following 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7540	0.7505	0.7384
R3	0.7480	0.7446	0.7368
R2	0.7421	0.7421	0.7362
R1	0.7386	0.7386	0.7357	0.7374
PP	0.7361	0.7361	0.7361	0.7355
S1	0.7327	0.7327	0.7346	0.7314
S2	0.7302	0.7302	0.7341
S3	0.7242	0.7267	0.7335
S4	0.7183	0.7208	0.7319

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7797	0.7726	0.7435
R3	0.7645	0.7574	0.7393
R2	0.7493	0.7493	0.7379
R1	0.7422	0.7422	0.7365	0.7458
PP	0.7341	0.7341	0.7341	0.7359
S1	0.7270	0.7270	0.7338	0.7306
S2	0.7189	0.7189	0.7324
S3	0.7037	0.7118	0.7310
S4	0.6885	0.6966	0.7268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7412	0.7260	0.0152	2.1%	0.0078	1.1%	61%	False	False	95,979
10	0.7412	0.7204	0.0208	2.8%	0.0082	1.1%	71%	False	False	96,958
20	0.7412	0.7156	0.0256	3.5%	0.0084	1.1%	77%	False	False	97,988
40	0.7718	0.7156	0.0562	7.6%	0.0077	1.1%	35%	False	False	89,324
60	0.7853	0.7156	0.0697	9.5%	0.0069	0.9%	28%	False	False	60,015
80	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	28%	False	False	45,082
100	0.7975	0.7156	0.0819	11.1%	0.0061	0.8%	24%	False	False	36,122
120	0.7975	0.7156	0.0819	11.1%	0.0057	0.8%	24%	False	False	30,147

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7648
2.618	0.7551
1.618	0.7492
1.000	0.7455
0.618	0.7432
HIGH	0.7396
0.618	0.7373
0.500	0.7366
0.382	0.7359
LOW	0.7336
0.618	0.7299
1.000	0.7277
1.618	0.7240
2.618	0.7180
4.250	0.7083

Fisher Pivots for day following 28-Oct-2022
Pivot	1 day	3 day
R1	0.7366	0.7363
PP	0.7361	0.7359
S1	0.7356	0.7355

Download as Excel Spreadsheet

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

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