CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Nov-2022

Day Change Summary
	Previous	Current
	04-Nov-2022	07-Nov-2022	Change	Change %	Previous Week
Open	0.7276	0.7395	0.0120	1.6%	0.7351
High	0.7427	0.7429	0.0002	0.0%	0.7427
Low	0.7274	0.7380	0.0106	1.5%	0.7244
Close	0.7424	0.7413	-0.0011	-0.1%	0.7424
Range	0.0153	0.0049	-0.0104	-68.2%	0.0183
ATR	0.0085	0.0082	-0.0003	-3.1%	0.0000
Volume	136,705	77,215	-59,490	-43.5%	479,783

Daily Pivots for day following 07-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7531	0.7439
R3	0.7504	0.7483	0.7426
R2	0.7456	0.7456	0.7421
R1	0.7434	0.7434	0.7417	0.7445
PP	0.7407	0.7407	0.7407	0.7412
S1	0.7386	0.7386	0.7408	0.7396
S2	0.7359	0.7359	0.7404
S3	0.7310	0.7337	0.7399
S4	0.7262	0.7289	0.7386

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	0.7429	0.7244	0.0185	2.5%	0.0087	1.2%	91%	True	False	95,843
10	0.7429	0.7244	0.0185	2.5%	0.0078	1.0%	91%	True	False	94,102
20	0.7429	0.7156	0.0273	3.7%	0.0083	1.1%	94%	True	False	98,640
40	0.7718	0.7156	0.0562	7.6%	0.0082	1.1%	46%	False	False	101,710
60	0.7825	0.7156	0.0669	9.0%	0.0072	1.0%	38%	False	False	69,225
80	0.7853	0.7156	0.0697	9.4%	0.0065	0.9%	37%	False	False	52,016
100	0.7853	0.7156	0.0697	9.4%	0.0063	0.8%	37%	False	False	41,669
120	0.7975	0.7156	0.0819	11.0%	0.0059	0.8%	31%	False	False	34,783

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7555
1.618	0.7507
1.000	0.7477
0.618	0.7458
HIGH	0.7429
0.618	0.7410
0.500	0.7404
0.382	0.7399
LOW	0.7380
0.618	0.7350
1.000	0.7332
1.618	0.7302
2.618	0.7253
4.250	0.7174

Fisher Pivots for day following 07-Nov-2022
Pivot	1 day	3 day
R1	0.7410	0.7387
PP	0.7407	0.7362
S1	0.7404	0.7336

Download as Excel Spreadsheet

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

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