CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	0.7339	0.7296	-0.0043	-0.6%	0.7338
High	0.7384	0.7310	-0.0074	-1.0%	0.7412
Low	0.7294	0.7244	-0.0050	-0.7%	0.7260
Close	0.7335	0.7287	-0.0048	-0.6%	0.7352
Range	0.0091	0.0067	-0.0024	-26.5%	0.0152
ATR	0.0079	0.0080	0.0001	1.1%	0.0000
Volume	90,422	84,373	-6,049	-6.7%	479,896

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7480	0.7450	0.7324
R3	0.7413	0.7383	0.7305
R2	0.7347	0.7347	0.7299
R1	0.7317	0.7317	0.7293	0.7299
PP	0.7280	0.7280	0.7280	0.7271
S1	0.7250	0.7250	0.7281	0.7232
S2	0.7214	0.7214	0.7275
S3	0.7147	0.7184	0.7269
S4	0.7081	0.7117	0.7250

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	0.7396	0.7244	0.0152	2.1%	0.0068	0.9%	29%	False	True	85,217
10	0.7412	0.7218	0.0194	2.7%	0.0079	1.1%	36%	False	False	96,894
20	0.7412	0.7156	0.0256	3.5%	0.0077	1.1%	51%	False	False	95,149
40	0.7718	0.7156	0.0562	7.7%	0.0079	1.1%	23%	False	False	97,115
60	0.7853	0.7156	0.0697	9.6%	0.0070	1.0%	19%	False	False	65,674
80	0.7853	0.7156	0.0697	9.6%	0.0065	0.9%	19%	False	False	49,353
100	0.7853	0.7156	0.0697	9.6%	0.0062	0.9%	19%	False	False	39,532
120	0.7975	0.7156	0.0819	11.2%	0.0058	0.8%	16%	False	False	33,002

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7593
2.618	0.7484
1.618	0.7418
1.000	0.7377
0.618	0.7351
HIGH	0.7310
0.618	0.7285
0.500	0.7277
0.382	0.7269
LOW	0.7244
0.618	0.7202
1.000	0.7177
1.618	0.7136
2.618	0.7069
4.250	0.6961

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	0.7284	0.7318
PP	0.7280	0.7308
S1	0.7277	0.7297

Download as Excel Spreadsheet

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

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