CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Nov-2022

Day Change Summary
	Previous	Current
	31-Oct-2022	01-Nov-2022	Change	Change %	Previous Week
Open	0.7351	0.7344	-0.0007	-0.1%	0.7338
High	0.7357	0.7393	0.0037	0.5%	0.7412
Low	0.7310	0.7318	0.0008	0.1%	0.7260
Close	0.7341	0.7345	0.0004	0.1%	0.7352
Range	0.0047	0.0076	0.0029	60.6%	0.0152
ATR	0.0078	0.0078	0.0000	-0.2%	0.0000
Volume	77,780	90,503	12,723	16.4%	479,896

Daily Pivots for day following 01-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7578	0.7537	0.7386
R3	0.7503	0.7461	0.7365
R2	0.7427	0.7427	0.7358
R1	0.7386	0.7386	0.7351	0.7407
PP	0.7352	0.7352	0.7352	0.7362
S1	0.7310	0.7310	0.7338	0.7331
S2	0.7276	0.7276	0.7331
S3	0.7201	0.7235	0.7324
S4	0.7125	0.7159	0.7303

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	0.7310	0.0102	1.4%	0.0068	0.9%	34%	False	False	95,704
10	0.7412	0.7218	0.0194	2.6%	0.0076	1.0%	65%	False	False	96,876
20	0.7412	0.7156	0.0256	3.5%	0.0080	1.1%	74%	False	False	95,675
40	0.7718	0.7156	0.0562	7.6%	0.0078	1.1%	34%	False	False	93,276
60	0.7853	0.7156	0.0697	9.5%	0.0069	0.9%	27%	False	False	62,789
80	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	27%	False	False	47,183
100	0.7872	0.7156	0.0716	9.7%	0.0061	0.8%	26%	False	False	37,797
120	0.7975	0.7156	0.0819	11.2%	0.0058	0.8%	23%	False	False	31,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7714
2.618	0.7591
1.618	0.7515
1.000	0.7469
0.618	0.7440
HIGH	0.7393
0.618	0.7364
0.500	0.7355
0.382	0.7346
LOW	0.7318
0.618	0.7271
1.000	0.7242
1.618	0.7195
2.618	0.7120
4.250	0.6997

Fisher Pivots for day following 01-Nov-2022
Pivot	1 day	3 day
R1	0.7355	0.7353
PP	0.7352	0.7350
S1	0.7348	0.7347

Download as Excel Spreadsheet

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

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