CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	0.7335	0.7381	0.0047	0.6%	0.7428
High	0.7396	0.7398	0.0002	0.0%	0.7472
Low	0.7329	0.7346	0.0017	0.2%	0.7300
Close	0.7378	0.7374	-0.0004	-0.1%	0.7338
Range	0.0067	0.0052	-0.0016	-23.1%	0.0172
ATR	0.0070	0.0069	-0.0001	-1.9%	0.0000
Volume	132,481	120,005	-12,476	-9.4%	390,993

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7527	0.7502	0.7402
R3	0.7475	0.7450	0.7388
R2	0.7424	0.7424	0.7383
R1	0.7399	0.7399	0.7378	0.7386
PP	0.7372	0.7372	0.7372	0.7366
S1	0.7347	0.7347	0.7369	0.7334
S2	0.7321	0.7321	0.7364
S3	0.7269	0.7296	0.7359
S4	0.7218	0.7244	0.7345

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	0.7398	0.7304	0.0094	1.3%	0.0058	0.8%	74%	True	False	92,716
10	0.7472	0.7300	0.0172	2.3%	0.0062	0.8%	43%	False	False	88,418
20	0.7561	0.7300	0.0262	3.5%	0.0066	0.9%	28%	False	False	82,824
40	0.7563	0.7218	0.0345	4.7%	0.0073	1.0%	45%	False	False	88,533
60	0.7563	0.7156	0.0407	5.5%	0.0078	1.1%	54%	False	False	95,865
80	0.7750	0.7156	0.0594	8.1%	0.0072	1.0%	37%	False	False	79,147
100	0.7853	0.7156	0.0697	9.4%	0.0067	0.9%	31%	False	False	63,436
120	0.7853	0.7156	0.0697	9.4%	0.0065	0.9%	31%	False	False	52,909

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7616
2.618	0.7532
1.618	0.7481
1.000	0.7449
0.618	0.7429
HIGH	0.7398
0.618	0.7378
0.500	0.7372
0.382	0.7366
LOW	0.7346
0.618	0.7314
1.000	0.7295
1.618	0.7263
2.618	0.7211
4.250	0.7127

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	0.7373	0.7367
PP	0.7372	0.7360
S1	0.7372	0.7353

Download as Excel Spreadsheet

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

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