CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	0.7326	0.7325	-0.0001	0.0%	0.7467
High	0.7359	0.7374	0.0016	0.2%	0.7467
Low	0.7300	0.7305	0.0005	0.1%	0.7329
Close	0.7326	0.7361	0.0035	0.5%	0.7430
Range	0.0059	0.0070	0.0011	17.8%	0.0138
ATR	0.0074	0.0073	0.0000	-0.4%	0.0000
Volume	95,069	64,428	-30,641	-32.2%	485,196

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7555	0.7528	0.7399
R3	0.7486	0.7458	0.7380
R2	0.7416	0.7416	0.7374
R1	0.7389	0.7389	0.7367	0.7402
PP	0.7347	0.7347	0.7347	0.7353
S1	0.7319	0.7319	0.7355	0.7333
S2	0.7277	0.7277	0.7348
S3	0.7208	0.7250	0.7342
S4	0.7138	0.7180	0.7323

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	0.7300	0.0172	2.3%	0.0072	1.0%	36%	False	False	79,025
10	0.7511	0.7300	0.0211	2.9%	0.0074	1.0%	29%	False	False	86,951
20	0.7563	0.7300	0.0263	3.6%	0.0071	1.0%	23%	False	False	81,707
40	0.7563	0.7156	0.0407	5.5%	0.0078	1.1%	50%	False	False	89,192
60	0.7603	0.7156	0.0447	6.1%	0.0078	1.1%	46%	False	False	95,492
80	0.7790	0.7156	0.0634	8.6%	0.0072	1.0%	32%	False	False	74,184
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	29%	False	False	59,455
120	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	29%	False	False	49,594

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7669
2.618	0.7556
1.618	0.7486
1.000	0.7444
0.618	0.7417
HIGH	0.7374
0.618	0.7347
0.500	0.7339
0.382	0.7331
LOW	0.7305
0.618	0.7262
1.000	0.7235
1.618	0.7192
2.618	0.7123
4.250	0.7009

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	0.7354	0.7353
PP	0.7347	0.7345
S1	0.7339	0.7337

Download as Excel Spreadsheet

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

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