CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Nov-2022

Day Change Summary
	Previous	Current
	07-Nov-2022	08-Nov-2022	Change	Change %	Previous Week
Open	0.7395	0.7412	0.0017	0.2%	0.7351
High	0.7429	0.7472	0.0043	0.6%	0.7427
Low	0.7380	0.7394	0.0014	0.2%	0.7244
Close	0.7413	0.7441	0.0029	0.4%	0.7424
Range	0.0049	0.0078	0.0029	59.8%	0.0183
ATR	0.0082	0.0082	0.0000	-0.4%	0.0000
Volume	77,215	70,642	-6,573	-8.5%	479,783

Daily Pivots for day following 08-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7632	0.7484
R3	0.7591	0.7555	0.7462
R2	0.7513	0.7513	0.7455
R1	0.7477	0.7477	0.7448	0.7495
PP	0.7436	0.7436	0.7436	0.7445
S1	0.7400	0.7400	0.7434	0.7418
S2	0.7358	0.7358	0.7427
S3	0.7281	0.7322	0.7420
S4	0.7203	0.7245	0.7398

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	0.7472	0.7244	0.0228	3.1%	0.0087	1.2%	87%	True	False	91,871
10	0.7472	0.7244	0.0228	3.1%	0.0078	1.0%	87%	True	False	93,788
20	0.7472	0.7156	0.0316	4.2%	0.0083	1.1%	90%	True	False	97,145
40	0.7611	0.7156	0.0455	6.1%	0.0080	1.1%	63%	False	False	102,165
60	0.7790	0.7156	0.0634	8.5%	0.0072	1.0%	45%	False	False	70,386
80	0.7853	0.7156	0.0697	9.4%	0.0065	0.9%	41%	False	False	52,895
100	0.7853	0.7156	0.0697	9.4%	0.0063	0.8%	41%	False	False	42,374
120	0.7975	0.7156	0.0819	11.0%	0.0059	0.8%	35%	False	False	35,370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7801
2.618	0.7674
1.618	0.7597
1.000	0.7549
0.618	0.7519
HIGH	0.7472
0.618	0.7442
0.500	0.7433
0.382	0.7424
LOW	0.7394
0.618	0.7346
1.000	0.7317
1.618	0.7269
2.618	0.7191
4.250	0.7065

Fisher Pivots for day following 08-Nov-2022
Pivot	1 day	3 day
R1	0.7438	0.7418
PP	0.7436	0.7396
S1	0.7433	0.7373

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