CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	0.7411	0.7361	-0.0050	-0.7%	0.7474
High	0.7459	0.7458	-0.0001	0.0%	0.7511
Low	0.7329	0.7357	0.0028	0.4%	0.7411
Close	0.7362	0.7443	0.0081	1.1%	0.7475
Range	0.0130	0.0101	-0.0029	-22.0%	0.0100
ATR	0.0075	0.0077	0.0002	2.5%	0.0000
Volume	122,959	116,926	-6,033	-4.9%	237,722

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7683	0.7498
R3	0.7621	0.7582	0.7470
R2	0.7520	0.7520	0.7461
R1	0.7481	0.7481	0.7452	0.7501
PP	0.7419	0.7419	0.7419	0.7429
S1	0.7380	0.7380	0.7433	0.7400
S2	0.7318	0.7318	0.7424
S3	0.7217	0.7279	0.7415
S4	0.7116	0.7178	0.7387

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	0.7329	0.0182	2.4%	0.0078	1.1%	63%	False	False	89,664
10	0.7561	0.7329	0.0232	3.1%	0.0069	0.9%	49%	False	False	77,230
20	0.7563	0.7244	0.0319	4.3%	0.0076	1.0%	62%	False	False	84,420
40	0.7563	0.7156	0.0407	5.5%	0.0078	1.0%	70%	False	False	90,047
60	0.7718	0.7156	0.0562	7.5%	0.0077	1.0%	51%	False	False	90,324
80	0.7853	0.7156	0.0697	9.4%	0.0071	1.0%	41%	False	False	68,197
100	0.7853	0.7156	0.0697	9.4%	0.0067	0.9%	41%	False	False	54,630
120	0.7872	0.7156	0.0716	9.6%	0.0064	0.9%	40%	False	False	45,568

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7887
2.618	0.7722
1.618	0.7621
1.000	0.7559
0.618	0.7520
HIGH	0.7458
0.618	0.7419
0.500	0.7407
0.382	0.7395
LOW	0.7357
0.618	0.7294
1.000	0.7256
1.618	0.7193
2.618	0.7092
4.250	0.6927

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	0.7431	0.7428
PP	0.7419	0.7413
S1	0.7407	0.7398

Download as Excel Spreadsheet

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

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