CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Dec-2022

Day Change Summary
	Previous	Current
	08-Dec-2022	09-Dec-2022	Change	Change %	Previous Week
Open	0.7325	0.7357	0.0032	0.4%	0.7428
High	0.7374	0.7370	-0.0005	-0.1%	0.7472
Low	0.7305	0.7304	-0.0001	0.0%	0.7300
Close	0.7361	0.7338	-0.0023	-0.3%	0.7338
Range	0.0070	0.0066	-0.0004	-5.0%	0.0172
ATR	0.0073	0.0073	-0.0001	-0.7%	0.0000
Volume	64,428	69,499	5,071	7.9%	390,993

Daily Pivots for day following 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7535	0.7503	0.7374
R3	0.7469	0.7437	0.7356
R2	0.7403	0.7403	0.7350
R1	0.7371	0.7371	0.7344	0.7354
PP	0.7337	0.7337	0.7337	0.7329
S1	0.7305	0.7305	0.7332	0.7288
S2	0.7271	0.7271	0.7326
S3	0.7205	0.7239	0.7320
S4	0.7139	0.7173	0.7302

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7784	0.7433
R3	0.7714	0.7612	0.7385
R2	0.7542	0.7542	0.7370
R1	0.7440	0.7440	0.7354	0.7405
PP	0.7370	0.7370	0.7370	0.7352
S1	0.7268	0.7268	0.7322	0.7233
S2	0.7198	0.7198	0.7306
S3	0.7026	0.7096	0.7291
S4	0.6854	0.6924	0.7243

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%	0.0074	1.0%	22%	False	False	78,198
10	0.7472	0.7300	0.0172	2.3%	0.0076	1.0%	22%	False	False	87,618
20	0.7563	0.7300	0.0263	3.6%	0.0067	0.9%	15%	False	False	79,294
40	0.7563	0.7196	0.0367	5.0%	0.0076	1.0%	39%	False	False	87,090
60	0.7563	0.7156	0.0407	5.5%	0.0078	1.1%	45%	False	False	95,195
80	0.7755	0.7156	0.0599	8.2%	0.0072	1.0%	30%	False	False	75,046
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	26%	False	False	60,146
120	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	26%	False	False	50,169

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7650
2.618	0.7542
1.618	0.7476
1.000	0.7436
0.618	0.7410
HIGH	0.7370
0.618	0.7344
0.500	0.7337
0.382	0.7329
LOW	0.7304
0.618	0.7263
1.000	0.7238
1.618	0.7197
2.618	0.7131
4.250	0.7023

Fisher Pivots for day following 09-Dec-2022
Pivot	1 day	3 day
R1	0.7338	0.7338
PP	0.7337	0.7337
S1	0.7337	0.7337

Download as Excel Spreadsheet

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

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