CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 11-Nov-2022

Day Change Summary
	Previous	Current
	10-Nov-2022	11-Nov-2022	Change	Change %	Previous Week
Open	0.7395	0.7497	0.0103	1.4%	0.7395
High	0.7516	0.7557	0.0042	0.6%	0.7557
Low	0.7370	0.7487	0.0117	1.6%	0.7370
Close	0.7493	0.7551	0.0059	0.8%	0.7551
Range	0.0146	0.0071	-0.0075	-51.5%	0.0187
ATR	0.0086	0.0085	-0.0001	-1.3%	0.0000
Volume	117,761	81,643	-36,118	-30.7%	427,191

Daily Pivots for day following 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7718	0.7590
R3	0.7673	0.7647	0.7570
R2	0.7602	0.7602	0.7564
R1	0.7577	0.7577	0.7557	0.7589
PP	0.7532	0.7532	0.7532	0.7538
S1	0.7506	0.7506	0.7545	0.7519
S2	0.7461	0.7461	0.7538
S3	0.7391	0.7436	0.7532
S4	0.7320	0.7365	0.7512

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7989	0.7654
R3	0.7867	0.7802	0.7602
R2	0.7680	0.7680	0.7585
R1	0.7615	0.7615	0.7568	0.7648
PP	0.7493	0.7493	0.7493	0.7509
S1	0.7428	0.7428	0.7534	0.7461
S2	0.7306	0.7306	0.7517
S3	0.7119	0.7241	0.7500
S4	0.6932	0.7054	0.7448

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7557	0.7370	0.0187	2.5%	0.0083	1.1%	97%	True	False	85,438
10	0.7557	0.7244	0.0314	4.2%	0.0085	1.1%	98%	True	False	90,697
20	0.7557	0.7204	0.0353	4.7%	0.0083	1.1%	98%	True	False	93,827
40	0.7562	0.7156	0.0406	5.4%	0.0084	1.1%	97%	False	False	102,220
60	0.7750	0.7156	0.0594	7.9%	0.0074	1.0%	66%	False	False	74,986
80	0.7853	0.7156	0.0697	9.2%	0.0067	0.9%	57%	False	False	56,377
100	0.7853	0.7156	0.0697	9.2%	0.0064	0.9%	57%	False	False	45,159
120	0.7975	0.7156	0.0819	10.8%	0.0061	0.8%	48%	False	False	37,694

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7857
2.618	0.7742
1.618	0.7671
1.000	0.7628
0.618	0.7601
HIGH	0.7557
0.618	0.7530
0.500	0.7522
0.382	0.7513
LOW	0.7487
0.618	0.7443
1.000	0.7416
1.618	0.7372
2.618	0.7302
4.250	0.7187

Fisher Pivots for day following 11-Nov-2022
Pivot	1 day	3 day
R1	0.7541	0.7522
PP	0.7532	0.7493
S1	0.7522	0.7464

Download as Excel Spreadsheet

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

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