CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	0.7447	0.7428	-0.0020	-0.3%	0.7467
High	0.7452	0.7472	0.0020	0.3%	0.7467
Low	0.7397	0.7351	-0.0046	-0.6%	0.7329
Close	0.7430	0.7357	-0.0073	-1.0%	0.7430
Range	0.0055	0.0121	0.0066	120.0%	0.0138
ATR	0.0073	0.0076	0.0003	4.7%	0.0000
Volume	73,634	83,601	9,967	13.5%	485,196

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7756	0.7677	0.7423
R3	0.7635	0.7556	0.7390
R2	0.7514	0.7514	0.7379
R1	0.7435	0.7435	0.7368	0.7414
PP	0.7393	0.7393	0.7393	0.7382
S1	0.7314	0.7314	0.7345	0.7293
S2	0.7272	0.7272	0.7334
S3	0.7151	0.7193	0.7323
S4	0.7030	0.7072	0.7290

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	0.7472	0.7329	0.0143	1.9%	0.0090	1.2%	19%	True	False	97,404
10	0.7511	0.7329	0.0182	2.5%	0.0073	1.0%	15%	False	False	80,651
20	0.7563	0.7329	0.0234	3.2%	0.0071	1.0%	12%	False	False	81,202
40	0.7563	0.7156	0.0407	5.5%	0.0077	1.0%	49%	False	False	89,408
60	0.7718	0.7156	0.0562	7.6%	0.0078	1.1%	36%	False	False	93,881
80	0.7848	0.7156	0.0692	9.4%	0.0072	1.0%	29%	False	False	71,259
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	29%	False	False	57,082
120	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	29%	False	False	47,615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7986
2.618	0.7788
1.618	0.7667
1.000	0.7593
0.618	0.7546
HIGH	0.7472
0.618	0.7425
0.500	0.7411
0.382	0.7397
LOW	0.7351
0.618	0.7276
1.000	0.7230
1.618	0.7155
2.618	0.7034
4.250	0.6836

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	0.7411	0.7411
PP	0.7393	0.7393
S1	0.7375	0.7375

Download as Excel Spreadsheet

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

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