CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	0.7449	0.7395	-0.0054	-0.7%	0.7351
High	0.7458	0.7516	0.0058	0.8%	0.7427
Low	0.7387	0.7370	-0.0017	-0.2%	0.7244
Close	0.7390	0.7493	0.0103	1.4%	0.7424
Range	0.0072	0.0146	0.0074	103.5%	0.0183
ATR	0.0081	0.0086	0.0005	5.7%	0.0000
Volume	79,930	117,761	37,831	47.3%	479,783

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7840	0.7573
R3	0.7750	0.7694	0.7533
R2	0.7605	0.7605	0.7519
R1	0.7549	0.7549	0.7506	0.7577
PP	0.7459	0.7459	0.7459	0.7473
S1	0.7403	0.7403	0.7479	0.7431
S2	0.7314	0.7314	0.7466
S3	0.7168	0.7258	0.7452
S4	0.7023	0.7112	0.7412

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	0.7516	0.7274	0.0242	3.2%	0.0099	1.3%	90%	True	False	96,450
10	0.7516	0.7244	0.0272	3.6%	0.0083	1.1%	92%	True	False	90,833
20	0.7516	0.7196	0.0320	4.3%	0.0085	1.1%	93%	True	False	94,887
40	0.7562	0.7156	0.0406	5.4%	0.0084	1.1%	83%	False	False	103,146
60	0.7755	0.7156	0.0599	8.0%	0.0074	1.0%	56%	False	False	73,630
80	0.7853	0.7156	0.0697	9.3%	0.0067	0.9%	48%	False	False	55,359
100	0.7853	0.7156	0.0697	9.3%	0.0064	0.9%	48%	False	False	44,345
120	0.7975	0.7156	0.0819	10.9%	0.0061	0.8%	41%	False	False	37,014

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8134
2.618	0.7896
1.618	0.7751
1.000	0.7661
0.618	0.7605
HIGH	0.7516
0.618	0.7460
0.500	0.7443
0.382	0.7426
LOW	0.7370
0.618	0.7280
1.000	0.7225
1.618	0.7135
2.618	0.6989
4.250	0.6752

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	0.7476	0.7476
PP	0.7459	0.7459
S1	0.7443	0.7443

Download as Excel Spreadsheet

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

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