CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Nov-2022

Day Change Summary
	Previous	Current
	08-Nov-2022	09-Nov-2022	Change	Change %	Previous Week
Open	0.7412	0.7449	0.0037	0.5%	0.7351
High	0.7472	0.7458	-0.0014	-0.2%	0.7427
Low	0.7394	0.7387	-0.0008	-0.1%	0.7244
Close	0.7441	0.7390	-0.0052	-0.7%	0.7424
Range	0.0078	0.0072	-0.0006	-7.7%	0.0183
ATR	0.0082	0.0081	-0.0001	-0.9%	0.0000
Volume	70,642	79,930	9,288	13.1%	479,783

Daily Pivots for day following 09-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7626	0.7579	0.7429
R3	0.7554	0.7508	0.7409
R2	0.7483	0.7483	0.7403
R1	0.7436	0.7436	0.7396	0.7424
PP	0.7411	0.7411	0.7411	0.7405
S1	0.7365	0.7365	0.7383	0.7352
S2	0.7340	0.7340	0.7376
S3	0.7268	0.7293	0.7370
S4	0.7197	0.7222	0.7350

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%	0.0083	1.1%	64%	False	False	89,773
10	0.7472	0.7244	0.0228	3.1%	0.0076	1.0%	64%	False	False	88,908
20	0.7472	0.7156	0.0316	4.3%	0.0085	1.1%	74%	False	False	96,676
40	0.7603	0.7156	0.0447	6.0%	0.0081	1.1%	52%	False	False	102,385
60	0.7790	0.7156	0.0634	8.6%	0.0072	1.0%	37%	False	False	71,676
80	0.7853	0.7156	0.0697	9.4%	0.0065	0.9%	34%	False	False	53,892
100	0.7853	0.7156	0.0697	9.4%	0.0063	0.9%	34%	False	False	43,171
120	0.7975	0.7156	0.0819	11.1%	0.0060	0.8%	29%	False	False	36,033

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7762
2.618	0.7645
1.618	0.7574
1.000	0.7530
0.618	0.7502
HIGH	0.7458
0.618	0.7431
0.500	0.7422
0.382	0.7414
LOW	0.7387
0.618	0.7342
1.000	0.7315
1.618	0.7271
2.618	0.7199
4.250	0.7083

Fisher Pivots for day following 09-Nov-2022
Pivot	1 day	3 day
R1	0.7422	0.7426
PP	0.7411	0.7414
S1	0.7400	0.7402

Download as Excel Spreadsheet

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

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