CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	0.7344	0.7339	-0.0005	-0.1%	0.7338
High	0.7393	0.7384	-0.0009	-0.1%	0.7412
Low	0.7318	0.7294	-0.0024	-0.3%	0.7260
Close	0.7345	0.7335	-0.0010	-0.1%	0.7352
Range	0.0076	0.0091	0.0015	19.9%	0.0152
ATR	0.0078	0.0079	0.0001	1.2%	0.0000
Volume	90,503	90,422	-81	-0.1%	479,896

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7609	0.7562	0.7384
R3	0.7518	0.7472	0.7359
R2	0.7428	0.7428	0.7351
R1	0.7381	0.7381	0.7343	0.7359
PP	0.7337	0.7337	0.7337	0.7326
S1	0.7291	0.7291	0.7326	0.7269
S2	0.7247	0.7247	0.7318
S3	0.7156	0.7200	0.7310
S4	0.7066	0.7110	0.7285

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	0.7294	0.0118	1.6%	0.0069	0.9%	35%	False	True	88,044
10	0.7412	0.7218	0.0194	2.6%	0.0080	1.1%	60%	False	False	97,644
20	0.7412	0.7156	0.0256	3.5%	0.0079	1.1%	70%	False	False	95,800
40	0.7718	0.7156	0.0562	7.7%	0.0079	1.1%	32%	False	False	95,247
60	0.7853	0.7156	0.0697	9.5%	0.0071	1.0%	26%	False	False	64,291
80	0.7853	0.7156	0.0697	9.5%	0.0065	0.9%	26%	False	False	48,309
100	0.7853	0.7156	0.0697	9.5%	0.0062	0.8%	26%	False	False	38,700
120	0.7975	0.7156	0.0819	11.2%	0.0058	0.8%	22%	False	False	32,299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7769
2.618	0.7621
1.618	0.7530
1.000	0.7475
0.618	0.7440
HIGH	0.7384
0.618	0.7349
0.500	0.7339
0.382	0.7328
LOW	0.7294
0.618	0.7238
1.000	0.7203
1.618	0.7147
2.618	0.7057
4.250	0.6909

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	0.7339	0.7343
PP	0.7337	0.7340
S1	0.7336	0.7337

Download as Excel Spreadsheet

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

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