CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	0.7479	0.7490	0.0011	0.1%	0.7474
High	0.7495	0.7511	0.0016	0.2%	0.7511
Low	0.7442	0.7465	0.0023	0.3%	0.7411
Close	0.7486	0.7475	-0.0012	-0.2%	0.7475
Range	0.0053	0.0046	-0.0007	-13.2%	0.0100
ATR	0.0072	0.0071	-0.0002	-2.6%	0.0000
Volume	63,837	62,825	-1,012	-1.6%	237,722

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7594	0.7500
R3	0.7575	0.7548	0.7487
R2	0.7529	0.7529	0.7483
R1	0.7502	0.7502	0.7479	0.7493
PP	0.7483	0.7483	0.7483	0.7479
S1	0.7456	0.7456	0.7470	0.7447
S2	0.7437	0.7437	0.7466
S3	0.7391	0.7410	0.7462
S4	0.7345	0.7364	0.7449

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7719	0.7529
R3	0.7664	0.7619	0.7502
R2	0.7565	0.7565	0.7493
R1	0.7520	0.7520	0.7484	0.7542
PP	0.7465	0.7465	0.7465	0.7477
S1	0.7420	0.7420	0.7465	0.7443
S2	0.7366	0.7366	0.7456
S3	0.7266	0.7321	0.7447
S4	0.7167	0.7221	0.7420

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7520	0.7411	0.0109	1.5%	0.0055	0.7%	59%	False	False	59,928
10	0.7563	0.7411	0.0152	2.0%	0.0058	0.8%	42%	False	False	70,969
20	0.7563	0.7244	0.0319	4.3%	0.0070	0.9%	72%	False	False	80,901
40	0.7563	0.7156	0.0407	5.4%	0.0078	1.0%	78%	False	False	90,463
60	0.7718	0.7156	0.0562	7.5%	0.0075	1.0%	57%	False	False	85,183
80	0.7853	0.7156	0.0697	9.3%	0.0069	0.9%	46%	False	False	64,203
100	0.7853	0.7156	0.0697	9.3%	0.0065	0.9%	46%	False	False	51,416
120	0.7975	0.7156	0.0819	11.0%	0.0063	0.8%	39%	False	False	42,896

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7706
2.618	0.7631
1.618	0.7585
1.000	0.7557
0.618	0.7539
HIGH	0.7511
0.618	0.7493
0.500	0.7488
0.382	0.7482
LOW	0.7465
0.618	0.7436
1.000	0.7419
1.618	0.7390
2.618	0.7344
4.250	0.7269

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	0.7488	0.7474
PP	0.7483	0.7473
S1	0.7479	0.7472

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols