CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 31-Oct-2022

Day Change Summary
	Previous	Current
	28-Oct-2022	31-Oct-2022	Change	Change %	Previous Week
Open	0.7373	0.7351	-0.0022	-0.3%	0.7338
High	0.7396	0.7357	-0.0039	-0.5%	0.7412
Low	0.7336	0.7310	-0.0027	-0.4%	0.7260
Close	0.7352	0.7341	-0.0011	-0.1%	0.7352
Range	0.0060	0.0047	-0.0013	-21.0%	0.0152
ATR	0.0080	0.0078	-0.0002	-3.0%	0.0000
Volume	83,007	77,780	-5,227	-6.3%	479,896

Daily Pivots for day following 31-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7477	0.7456	0.7366
R3	0.7430	0.7409	0.7353
R2	0.7383	0.7383	0.7349
R1	0.7362	0.7362	0.7345	0.7349
PP	0.7336	0.7336	0.7336	0.7329
S1	0.7315	0.7315	0.7336	0.7302
S2	0.7289	0.7289	0.7332
S3	0.7242	0.7268	0.7328
S4	0.7195	0.7221	0.7315

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	0.7274	0.0138	1.9%	0.0069	0.9%	48%	False	False	92,361
10	0.7412	0.7218	0.0194	2.6%	0.0077	1.0%	63%	False	False	96,602
20	0.7412	0.7156	0.0256	3.5%	0.0080	1.1%	72%	False	False	96,470
40	0.7718	0.7156	0.0562	7.6%	0.0077	1.1%	33%	False	False	91,150
60	0.7853	0.7156	0.0697	9.5%	0.0069	0.9%	26%	False	False	61,284
80	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	26%	False	False	46,054
100	0.7954	0.7156	0.0798	10.9%	0.0062	0.8%	23%	False	False	36,898
120	0.7975	0.7156	0.0819	11.2%	0.0058	0.8%	23%	False	False	30,794

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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7556
2.618	0.7480
1.618	0.7433
1.000	0.7404
0.618	0.7386
HIGH	0.7357
0.618	0.7339
0.500	0.7333
0.382	0.7327
LOW	0.7310
0.618	0.7280
1.000	0.7263
1.618	0.7233
2.618	0.7186
4.250	0.7110

Fisher Pivots for day following 31-Oct-2022
Pivot	1 day	3 day
R1	0.7338	0.7361
PP	0.7336	0.7354
S1	0.7333	0.7347

Download as Excel Spreadsheet

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

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