CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 17-Nov-2022

Day Change Summary
	Previous	Current
	16-Nov-2022	17-Nov-2022	Change	Change %	Previous Week
Open	0.7534	0.7504	-0.0030	-0.4%	0.7395
High	0.7561	0.7517	-0.0044	-0.6%	0.7557
Low	0.7494	0.7464	-0.0030	-0.4%	0.7370
Close	0.7504	0.7504	0.0000	0.0%	0.7551
Range	0.0068	0.0054	-0.0014	-20.7%	0.0187
ATR	0.0079	0.0078	-0.0002	-2.3%	0.0000
Volume	75,391	75,614	223	0.3%	427,191

Daily Pivots for day following 17-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7655	0.7633	0.7533
R3	0.7602	0.7579	0.7518
R2	0.7548	0.7548	0.7513
R1	0.7526	0.7526	0.7508	0.7530
PP	0.7495	0.7495	0.7495	0.7497
S1	0.7472	0.7472	0.7499	0.7477
S2	0.7441	0.7441	0.7494
S3	0.7388	0.7419	0.7489
S4	0.7334	0.7365	0.7474

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	0.7563	0.7464	0.0099	1.3%	0.0060	0.8%	40%	False	True	82,011
10	0.7563	0.7274	0.0289	3.8%	0.0079	1.1%	80%	False	False	89,231
20	0.7563	0.7218	0.0345	4.6%	0.0079	1.1%	83%	False	False	93,062
40	0.7563	0.7156	0.0407	5.4%	0.0083	1.1%	85%	False	False	99,783
60	0.7750	0.7156	0.0594	7.9%	0.0075	1.0%	59%	False	False	80,385
80	0.7853	0.7156	0.0697	9.3%	0.0068	0.9%	50%	False	False	60,475
100	0.7853	0.7156	0.0697	9.3%	0.0065	0.9%	50%	False	False	48,434
120	0.7975	0.7156	0.0819	10.9%	0.0062	0.8%	42%	False	False	40,422

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7744
2.618	0.7657
1.618	0.7604
1.000	0.7571
0.618	0.7550
HIGH	0.7517
0.618	0.7497
0.500	0.7490
0.382	0.7484
LOW	0.7464
0.618	0.7430
1.000	0.7410
1.618	0.7377
2.618	0.7323
4.250	0.7236

Fisher Pivots for day following 17-Nov-2022
Pivot	1 day	3 day
R1	0.7499	0.7513
PP	0.7495	0.7510
S1	0.7490	0.7507

Download as Excel Spreadsheet

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

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