CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 04-Nov-2022

Day Change Summary
	Previous	Current
	03-Nov-2022	04-Nov-2022	Change	Change %	Previous Week
Open	0.7296	0.7276	-0.0021	-0.3%	0.7351
High	0.7310	0.7427	0.0117	1.6%	0.7427
Low	0.7244	0.7274	0.0031	0.4%	0.7244
Close	0.7287	0.7424	0.0137	1.9%	0.7424
Range	0.0067	0.0153	0.0086	129.3%	0.0183
ATR	0.0080	0.0085	0.0005	6.5%	0.0000
Volume	84,373	136,705	52,332	62.0%	479,783

Daily Pivots for day following 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7832	0.7780	0.7507
R3	0.7680	0.7628	0.7465
R2	0.7527	0.7527	0.7451
R1	0.7475	0.7475	0.7437	0.7501
PP	0.7375	0.7375	0.7375	0.7388
S1	0.7323	0.7323	0.7410	0.7349
S2	0.7222	0.7222	0.7396
S3	0.7070	0.7170	0.7382
S4	0.6917	0.7018	0.7340

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7852	0.7524
R3	0.7731	0.7669	0.7474
R2	0.7548	0.7548	0.7457
R1	0.7486	0.7486	0.7440	0.7517
PP	0.7365	0.7365	0.7365	0.7380
S1	0.7303	0.7303	0.7407	0.7334
S2	0.7182	0.7182	0.7390
S3	0.6999	0.7120	0.7373
S4	0.6816	0.6937	0.7323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7427	0.7244	0.0183	2.5%	0.0086	1.2%	98%	True	False	95,956
10	0.7427	0.7244	0.0183	2.5%	0.0082	1.1%	98%	True	False	95,967
20	0.7427	0.7156	0.0271	3.6%	0.0082	1.1%	99%	True	False	97,614
40	0.7718	0.7156	0.0562	7.6%	0.0082	1.1%	48%	False	False	100,221
60	0.7848	0.7156	0.0692	9.3%	0.0072	1.0%	39%	False	False	67,945
80	0.7853	0.7156	0.0697	9.4%	0.0066	0.9%	38%	False	False	51,053
100	0.7853	0.7156	0.0697	9.4%	0.0063	0.8%	38%	False	False	40,898
120	0.7975	0.7156	0.0819	11.0%	0.0059	0.8%	33%	False	False	34,141

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	0.0021
Widest range in 249 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.7826
1.618	0.7673
1.000	0.7579
0.618	0.7521
HIGH	0.7427
0.618	0.7368
0.500	0.7350
0.382	0.7332
LOW	0.7274
0.618	0.7180
1.000	0.7122
1.618	0.7027
2.618	0.6875
4.250	0.6626

Fisher Pivots for day following 04-Nov-2022
Pivot	1 day	3 day
R1	0.7399	0.7394
PP	0.7375	0.7365
S1	0.7350	0.7335

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols