CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	0.7490	0.7467	-0.0023	-0.3%	0.7474
High	0.7511	0.7467	-0.0044	-0.6%	0.7511
Low	0.7465	0.7405	-0.0060	-0.8%	0.7411
Close	0.7475	0.7413	-0.0062	-0.8%	0.7475
Range	0.0046	0.0062	0.0016	34.8%	0.0100
ATR	0.0071	0.0070	0.0000	-0.1%	0.0000
Volume	62,825	81,776	18,951	30.2%	237,722

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7614	0.7576	0.7447
R3	0.7552	0.7514	0.7430
R2	0.7490	0.7490	0.7424
R1	0.7452	0.7452	0.7419	0.7440
PP	0.7428	0.7428	0.7428	0.7423
S1	0.7390	0.7390	0.7407	0.7378
S2	0.7366	0.7366	0.7402
S3	0.7304	0.7328	0.7396
S4	0.7242	0.7266	0.7379

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	0.7511	0.7405	0.0106	1.4%	0.0055	0.7%	8%	False	True	63,899
10	0.7563	0.7405	0.0158	2.1%	0.0057	0.8%	5%	False	True	70,983
20	0.7563	0.7244	0.0319	4.3%	0.0071	1.0%	53%	False	False	80,840
40	0.7563	0.7156	0.0407	5.5%	0.0077	1.0%	63%	False	False	89,414
60	0.7718	0.7156	0.0562	7.6%	0.0075	1.0%	46%	False	False	86,496
80	0.7853	0.7156	0.0697	9.4%	0.0069	0.9%	37%	False	False	65,221
100	0.7853	0.7156	0.0697	9.4%	0.0065	0.9%	37%	False	False	52,234
120	0.7975	0.7156	0.0819	11.0%	0.0063	0.8%	31%	False	False	43,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7731
2.618	0.7629
1.618	0.7567
1.000	0.7529
0.618	0.7505
HIGH	0.7467
0.618	0.7443
0.500	0.7436
0.382	0.7429
LOW	0.7405
0.618	0.7367
1.000	0.7343
1.618	0.7305
2.618	0.7243
4.250	0.7142

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	0.7436	0.7458
PP	0.7428	0.7443
S1	0.7421	0.7428

Download as Excel Spreadsheet

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

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