CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Dec-2022

Day Change Summary
	Previous	Current
	30-Nov-2022	01-Dec-2022	Change	Change %	Previous Week
Open	0.7361	0.7450	0.0089	1.2%	0.7474
High	0.7458	0.7466	0.0008	0.1%	0.7511
Low	0.7357	0.7424	0.0068	0.9%	0.7411
Close	0.7443	0.7448	0.0006	0.1%	0.7475
Range	0.0101	0.0042	-0.0060	-58.9%	0.0100
ATR	0.0077	0.0074	-0.0003	-3.3%	0.0000
Volume	116,926	89,901	-27,025	-23.1%	237,722

Daily Pivots for day following 01-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7570	0.7551	0.7471
R3	0.7529	0.7509	0.7459
R2	0.7487	0.7487	0.7456
R1	0.7468	0.7468	0.7452	0.7457
PP	0.7446	0.7446	0.7446	0.7440
S1	0.7426	0.7426	0.7444	0.7415
S2	0.7404	0.7404	0.7440
S3	0.7363	0.7385	0.7437
S4	0.7321	0.7343	0.7425

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%	0.0076	1.0%	66%	False	False	94,877
10	0.7520	0.7329	0.0191	2.6%	0.0066	0.9%	62%	False	False	78,681
20	0.7563	0.7244	0.0319	4.3%	0.0074	1.0%	64%	False	False	84,394
40	0.7563	0.7156	0.0407	5.5%	0.0076	1.0%	72%	False	False	90,097
60	0.7718	0.7156	0.0562	7.5%	0.0077	1.0%	52%	False	False	91,629
80	0.7853	0.7156	0.0697	9.4%	0.0071	1.0%	42%	False	False	69,317
100	0.7853	0.7156	0.0697	9.4%	0.0067	0.9%	42%	False	False	55,526
120	0.7853	0.7156	0.0697	9.4%	0.0064	0.9%	42%	False	False	46,315

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.7642
2.618	0.7574
1.618	0.7533
1.000	0.7507
0.618	0.7491
HIGH	0.7466
0.618	0.7450
0.500	0.7445
0.382	0.7440
LOW	0.7424
0.618	0.7398
1.000	0.7383
1.618	0.7357
2.618	0.7315
4.250	0.7248

Fisher Pivots for day following 01-Dec-2022
Pivot	1 day	3 day
R1	0.7447	0.7431
PP	0.7446	0.7414
S1	0.7445	0.7397

Download as Excel Spreadsheet

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

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