CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 18-Nov-2022

Day Change Summary
	Previous	Current
	17-Nov-2022	18-Nov-2022	Change	Change %	Previous Week
Open	0.7504	0.7505	0.0002	0.0%	0.7528
High	0.7517	0.7520	0.0003	0.0%	0.7563
Low	0.7464	0.7458	-0.0006	-0.1%	0.7458
Close	0.7504	0.7473	-0.0031	-0.4%	0.7473
Range	0.0054	0.0062	0.0009	15.9%	0.0105
ATR	0.0078	0.0076	-0.0001	-1.4%	0.0000
Volume	75,614	61,920	-13,694	-18.1%	390,334

Daily Pivots for day following 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7633	0.7507
R3	0.7607	0.7571	0.7490
R2	0.7545	0.7545	0.7484
R1	0.7509	0.7509	0.7479	0.7496
PP	0.7483	0.7483	0.7483	0.7477
S1	0.7447	0.7447	0.7467	0.7434
S2	0.7421	0.7421	0.7462
S3	0.7359	0.7385	0.7456
S4	0.7297	0.7323	0.7439

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7748	0.7531
R3	0.7708	0.7643	0.7502
R2	0.7603	0.7603	0.7492
R1	0.7538	0.7538	0.7483	0.7518
PP	0.7498	0.7498	0.7498	0.7488
S1	0.7433	0.7433	0.7463	0.7413
S2	0.7393	0.7393	0.7454
S3	0.7288	0.7328	0.7444
S4	0.7183	0.7223	0.7415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7563	0.7458	0.0105	1.4%	0.0058	0.8%	15%	False	True	78,066
10	0.7563	0.7370	0.0193	2.6%	0.0070	0.9%	54%	False	False	81,752
20	0.7563	0.7244	0.0319	4.3%	0.0076	1.0%	72%	False	False	88,860
40	0.7563	0.7156	0.0407	5.4%	0.0083	1.1%	78%	False	False	97,952
60	0.7744	0.7156	0.0588	7.9%	0.0075	1.0%	54%	False	False	81,391
80	0.7853	0.7156	0.0697	9.3%	0.0068	0.9%	46%	False	False	61,248
100	0.7853	0.7156	0.0697	9.3%	0.0065	0.9%	46%	False	False	49,053
120	0.7975	0.7156	0.0819	11.0%	0.0062	0.8%	39%	False	False	40,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7783
2.618	0.7682
1.618	0.7620
1.000	0.7582
0.618	0.7558
HIGH	0.7520
0.618	0.7496
0.500	0.7489
0.382	0.7481
LOW	0.7458
0.618	0.7419
1.000	0.7396
1.618	0.7357
2.618	0.7295
4.250	0.7194

Fisher Pivots for day following 18-Nov-2022
Pivot	1 day	3 day
R1	0.7489	0.7509
PP	0.7483	0.7497
S1	0.7478	0.7485

Download as Excel Spreadsheet

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

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