CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Dec-2022

Day Change Summary
	Previous	Current
	01-Dec-2022	02-Dec-2022	Change	Change %	Previous Week
Open	0.7450	0.7447	-0.0003	0.0%	0.7467
High	0.7466	0.7452	-0.0014	-0.2%	0.7467
Low	0.7424	0.7397	-0.0028	-0.4%	0.7329
Close	0.7448	0.7430	-0.0019	-0.2%	0.7430
Range	0.0042	0.0055	0.0014	32.5%	0.0138
ATR	0.0074	0.0073	-0.0001	-1.8%	0.0000
Volume	89,901	73,634	-16,267	-18.1%	485,196

Daily Pivots for day following 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7565	0.7460
R3	0.7536	0.7510	0.7445
R2	0.7481	0.7481	0.7440
R1	0.7455	0.7455	0.7435	0.7441
PP	0.7426	0.7426	0.7426	0.7419
S1	0.7400	0.7400	0.7424	0.7386
S2	0.7371	0.7371	0.7419
S3	0.7316	0.7345	0.7414
S4	0.7261	0.7290	0.7399

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7823	0.7764	0.7505
R3	0.7685	0.7626	0.7467
R2	0.7547	0.7547	0.7455
R1	0.7488	0.7488	0.7442	0.7448
PP	0.7409	0.7409	0.7409	0.7389
S1	0.7350	0.7350	0.7417	0.7310
S2	0.7271	0.7271	0.7404
S3	0.7133	0.7212	0.7392
S4	0.6995	0.7074	0.7354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7467	0.7329	0.0138	1.9%	0.0078	1.0%	73%	False	False	97,039
10	0.7520	0.7329	0.0191	2.6%	0.0067	0.9%	53%	False	False	78,483
20	0.7563	0.7274	0.0289	3.9%	0.0073	1.0%	54%	False	False	83,857
40	0.7563	0.7156	0.0407	5.5%	0.0075	1.0%	67%	False	False	89,503
60	0.7718	0.7156	0.0562	7.6%	0.0077	1.0%	49%	False	False	92,696
80	0.7853	0.7156	0.0697	9.4%	0.0071	1.0%	39%	False	False	70,220
100	0.7853	0.7156	0.0697	9.4%	0.0067	0.9%	39%	False	False	56,254
120	0.7853	0.7156	0.0697	9.4%	0.0064	0.9%	39%	False	False	46,920

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7595
1.618	0.7540
1.000	0.7507
0.618	0.7485
HIGH	0.7452
0.618	0.7430
0.500	0.7424
0.382	0.7418
LOW	0.7397
0.618	0.7363
1.000	0.7342
1.618	0.7308
2.618	0.7253
4.250	0.7163

Fisher Pivots for day following 02-Dec-2022
Pivot	1 day	3 day
R1	0.7428	0.7423
PP	0.7426	0.7417
S1	0.7424	0.7411

Download as Excel Spreadsheet

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

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