CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 22-Nov-2022

Day Change Summary
	Previous	Current
	21-Nov-2022	22-Nov-2022	Change	Change %	Previous Week
Open	0.7474	0.7435	-0.0039	-0.5%	0.7528
High	0.7477	0.7485	0.0008	0.1%	0.7563
Low	0.7411	0.7434	0.0023	0.3%	0.7458
Close	0.7437	0.7473	0.0036	0.5%	0.7473
Range	0.0066	0.0051	-0.0015	-22.9%	0.0105
ATR	0.0076	0.0074	-0.0002	-2.4%	0.0000
Volume	59,426	51,634	-7,792	-13.1%	390,334

Daily Pivots for day following 22-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7594	0.7500
R3	0.7565	0.7544	0.7486
R2	0.7514	0.7514	0.7482
R1	0.7493	0.7493	0.7477	0.7504
PP	0.7464	0.7464	0.7464	0.7469
S1	0.7443	0.7443	0.7468	0.7453
S2	0.7413	0.7413	0.7463
S3	0.7363	0.7392	0.7459
S4	0.7312	0.7342	0.7445

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	0.7561	0.7411	0.0150	2.0%	0.0060	0.8%	41%	False	False	64,797
10	0.7563	0.7370	0.0193	2.6%	0.0069	0.9%	53%	False	False	78,072
20	0.7563	0.7244	0.0319	4.3%	0.0074	1.0%	72%	False	False	85,930
40	0.7563	0.7156	0.0407	5.4%	0.0080	1.1%	78%	False	False	94,293
60	0.7718	0.7156	0.0562	7.5%	0.0075	1.0%	56%	False	False	83,201
80	0.7853	0.7156	0.0697	9.3%	0.0068	0.9%	45%	False	False	62,624
100	0.7853	0.7156	0.0697	9.3%	0.0066	0.9%	45%	False	False	50,159
120	0.7975	0.7156	0.0819	11.0%	0.0062	0.8%	39%	False	False	41,844

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7699
2.618	0.7617
1.618	0.7566
1.000	0.7535
0.618	0.7516
HIGH	0.7485
0.618	0.7465
0.500	0.7459
0.382	0.7453
LOW	0.7434
0.618	0.7403
1.000	0.7384
1.618	0.7352
2.618	0.7302
4.250	0.7219

Fisher Pivots for day following 22-Nov-2022
Pivot	1 day	3 day
R1	0.7468	0.7470
PP	0.7464	0.7468
S1	0.7459	0.7465

Download as Excel Spreadsheet

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

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