CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 12-Dec-2022

Day Change Summary
	Previous	Current
	09-Dec-2022	12-Dec-2022	Change	Change %	Previous Week
Open	0.7357	0.7328	-0.0029	-0.4%	0.7428
High	0.7370	0.7343	-0.0027	-0.4%	0.7472
Low	0.7304	0.7308	0.0005	0.1%	0.7300
Close	0.7338	0.7331	-0.0007	-0.1%	0.7338
Range	0.0066	0.0035	-0.0031	-47.0%	0.0172
ATR	0.0073	0.0070	-0.0003	-3.7%	0.0000
Volume	69,499	77,170	7,671	11.0%	390,993

Daily Pivots for day following 12-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7417	0.7350
R3	0.7397	0.7382	0.7341
R2	0.7362	0.7362	0.7337
R1	0.7347	0.7347	0.7334	0.7355
PP	0.7327	0.7327	0.7327	0.7331
S1	0.7312	0.7312	0.7328	0.7320
S2	0.7292	0.7292	0.7325
S3	0.7257	0.7277	0.7321
S4	0.7222	0.7242	0.7312

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	0.7374	0.7300	0.0075	1.0%	0.0057	0.8%	42%	False	False	76,912
10	0.7472	0.7300	0.0172	2.3%	0.0073	1.0%	18%	False	False	87,158
20	0.7563	0.7300	0.0263	3.6%	0.0065	0.9%	12%	False	False	79,070
40	0.7563	0.7204	0.0359	4.9%	0.0074	1.0%	35%	False	False	86,449
60	0.7563	0.7156	0.0407	5.5%	0.0078	1.1%	43%	False	False	94,503
80	0.7750	0.7156	0.0594	8.1%	0.0072	1.0%	29%	False	False	76,007
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	25%	False	False	60,915
120	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	25%	False	False	50,811

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	0.7492
2.618	0.7435
1.618	0.7400
1.000	0.7378
0.618	0.7365
HIGH	0.7343
0.618	0.7330
0.500	0.7326
0.382	0.7321
LOW	0.7308
0.618	0.7286
1.000	0.7273
1.618	0.7251
2.618	0.7216
4.250	0.7159

Fisher Pivots for day following 12-Dec-2022
Pivot	1 day	3 day
R1	0.7329	0.7339
PP	0.7327	0.7336
S1	0.7326	0.7334

Download as Excel Spreadsheet

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

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