CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Nov-2022

Day Change Summary
	Previous	Current
	11-Nov-2022	14-Nov-2022	Change	Change %	Previous Week
Open	0.7497	0.7528	0.0031	0.4%	0.7395
High	0.7557	0.7555	-0.0003	0.0%	0.7557
Low	0.7487	0.7511	0.0025	0.3%	0.7370
Close	0.7551	0.7526	-0.0026	-0.3%	0.7551
Range	0.0071	0.0044	-0.0027	-38.3%	0.0187
ATR	0.0085	0.0082	-0.0003	-3.5%	0.0000
Volume	81,643	75,159	-6,484	-7.9%	427,191

Daily Pivots for day following 14-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7637	0.7549
R3	0.7617	0.7593	0.7537
R2	0.7574	0.7574	0.7533
R1	0.7550	0.7550	0.7529	0.7540
PP	0.7530	0.7530	0.7530	0.7526
S1	0.7506	0.7506	0.7522	0.7497
S2	0.7487	0.7487	0.7518
S3	0.7443	0.7463	0.7514
S4	0.7400	0.7419	0.7502

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%	0.0082	1.1%	83%	False	False	85,027
10	0.7557	0.7244	0.0314	4.2%	0.0084	1.1%	90%	False	False	90,435
20	0.7557	0.7218	0.0340	4.5%	0.0081	1.1%	91%	False	False	93,518
40	0.7562	0.7156	0.0406	5.4%	0.0084	1.1%	91%	False	False	102,292
60	0.7750	0.7156	0.0594	7.9%	0.0074	1.0%	62%	False	False	76,231
80	0.7853	0.7156	0.0697	9.3%	0.0067	0.9%	53%	False	False	57,314
100	0.7853	0.7156	0.0697	9.3%	0.0064	0.9%	53%	False	False	45,904
120	0.7975	0.7156	0.0819	10.9%	0.0061	0.8%	45%	False	False	38,316

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.7739
2.618	0.7668
1.618	0.7625
1.000	0.7598
0.618	0.7581
HIGH	0.7555
0.618	0.7538
0.500	0.7533
0.382	0.7528
LOW	0.7511
0.618	0.7484
1.000	0.7468
1.618	0.7441
2.618	0.7397
4.250	0.7326

Fisher Pivots for day following 14-Nov-2022
Pivot	1 day	3 day
R1	0.7533	0.7505
PP	0.7530	0.7484
S1	0.7528	0.7464

Download as Excel Spreadsheet

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

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