CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 06-Dec-2022

Day Change Summary
	Previous	Current
	05-Dec-2022	06-Dec-2022	Change	Change %	Previous Week
Open	0.7428	0.7359	-0.0069	-0.9%	0.7467
High	0.7472	0.7369	-0.0103	-1.4%	0.7467
Low	0.7351	0.7313	-0.0038	-0.5%	0.7329
Close	0.7357	0.7319	-0.0038	-0.5%	0.7430
Range	0.0121	0.0056	-0.0065	-53.7%	0.0138
ATR	0.0076	0.0075	-0.0001	-1.9%	0.0000
Volume	83,601	78,396	-5,205	-6.2%	485,196

Daily Pivots for day following 06-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7501	0.7466	0.7349
R3	0.7445	0.7410	0.7334
R2	0.7389	0.7389	0.7329
R1	0.7354	0.7354	0.7324	0.7344
PP	0.7333	0.7333	0.7333	0.7328
S1	0.7298	0.7298	0.7313	0.7288
S2	0.7277	0.7277	0.7308
S3	0.7221	0.7242	0.7303
S4	0.7165	0.7186	0.7288

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	0.7313	0.0159	2.2%	0.0075	1.0%	4%	False	True	88,491
10	0.7511	0.7313	0.0198	2.7%	0.0072	1.0%	3%	False	True	82,548
20	0.7563	0.7313	0.0250	3.4%	0.0072	1.0%	2%	False	True	81,261
40	0.7563	0.7156	0.0407	5.6%	0.0077	1.1%	40%	False	False	89,950
60	0.7718	0.7156	0.0562	7.7%	0.0078	1.1%	29%	False	False	94,893
80	0.7825	0.7156	0.0669	9.1%	0.0072	1.0%	24%	False	False	72,234
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	23%	False	False	57,865
120	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	23%	False	False	48,267

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7607
2.618	0.7515
1.618	0.7459
1.000	0.7425
0.618	0.7403
HIGH	0.7369
0.618	0.7347
0.500	0.7341
0.382	0.7334
LOW	0.7313
0.618	0.7278
1.000	0.7257
1.618	0.7222
2.618	0.7166
4.250	0.7075

Fisher Pivots for day following 06-Dec-2022
Pivot	1 day	3 day
R1	0.7341	0.7392
PP	0.7333	0.7368
S1	0.7326	0.7343

Download as Excel Spreadsheet

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

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