CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	0.7505	0.7474	-0.0031	-0.4%	0.7528
High	0.7520	0.7477	-0.0043	-0.6%	0.7563
Low	0.7458	0.7411	-0.0047	-0.6%	0.7458
Close	0.7473	0.7437	-0.0036	-0.5%	0.7473
Range	0.0062	0.0066	0.0004	5.6%	0.0105
ATR	0.0076	0.0076	-0.0001	-1.0%	0.0000
Volume	61,920	59,426	-2,494	-4.0%	390,334

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7638	0.7603	0.7473
R3	0.7573	0.7538	0.7455
R2	0.7507	0.7507	0.7449
R1	0.7472	0.7472	0.7443	0.7457
PP	0.7442	0.7442	0.7442	0.7434
S1	0.7407	0.7407	0.7431	0.7391
S2	0.7376	0.7376	0.7425
S3	0.7311	0.7341	0.7419
S4	0.7245	0.7276	0.7401

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	0.7411	0.0152	2.0%	0.0062	0.8%	17%	False	True	74,920
10	0.7563	0.7370	0.0193	2.6%	0.0072	1.0%	35%	False	False	79,973
20	0.7563	0.7244	0.0319	4.3%	0.0075	1.0%	61%	False	False	87,038
40	0.7563	0.7156	0.0407	5.5%	0.0081	1.1%	69%	False	False	95,883
60	0.7718	0.7156	0.0562	7.6%	0.0075	1.0%	50%	False	False	82,357
80	0.7853	0.7156	0.0697	9.4%	0.0068	0.9%	40%	False	False	61,980
100	0.7853	0.7156	0.0697	9.4%	0.0066	0.9%	40%	False	False	49,644
120	0.7975	0.7156	0.0819	11.0%	0.0062	0.8%	34%	False	False	41,425

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7648
1.618	0.7582
1.000	0.7542
0.618	0.7517
HIGH	0.7477
0.618	0.7451
0.500	0.7444
0.382	0.7436
LOW	0.7411
0.618	0.7371
1.000	0.7346
1.618	0.7305
2.618	0.7240
4.250	0.7133

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	0.7444	0.7465
PP	0.7442	0.7456
S1	0.7439	0.7446

Download as Excel Spreadsheet

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

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