CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 16-Dec-2022

Day Change Summary
	Previous	Current
	15-Dec-2022	16-Dec-2022	Change	Change %	Previous Week
Open	0.7383	0.7322	-0.0062	-0.8%	0.7328
High	0.7386	0.7343	-0.0043	-0.6%	0.7398
Low	0.7313	0.7297	-0.0017	-0.2%	0.7297
Close	0.7323	0.7304	-0.0019	-0.3%	0.7304
Range	0.0073	0.0047	-0.0026	-35.9%	0.0101
ATR	0.0069	0.0067	-0.0002	-2.3%	0.0000
Volume	102,959	35,334	-67,625	-65.7%	467,949

Daily Pivots for day following 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7454	0.7426	0.7330
R3	0.7408	0.7379	0.7317
R2	0.7361	0.7361	0.7313
R1	0.7333	0.7333	0.7308	0.7324
PP	0.7315	0.7315	0.7315	0.7310
S1	0.7286	0.7286	0.7300	0.7277
S2	0.7268	0.7268	0.7295
S3	0.7222	0.7240	0.7291
S4	0.7175	0.7193	0.7278

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7571	0.7360
R3	0.7535	0.7470	0.7332
R2	0.7434	0.7434	0.7323
R1	0.7369	0.7369	0.7313	0.7351
PP	0.7333	0.7333	0.7333	0.7324
S1	0.7268	0.7268	0.7295	0.7250
S2	0.7232	0.7232	0.7285
S3	0.7131	0.7167	0.7276
S4	0.7030	0.7066	0.7248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7398	0.7297	0.0101	1.4%	0.0055	0.7%	7%	False	True	93,589
10	0.7472	0.7297	0.0175	2.4%	0.0064	0.9%	4%	False	True	85,894
20	0.7520	0.7297	0.0223	3.1%	0.0066	0.9%	3%	False	True	82,189
40	0.7563	0.7218	0.0345	4.7%	0.0072	1.0%	25%	False	False	87,625
60	0.7563	0.7156	0.0407	5.6%	0.0077	1.1%	36%	False	False	93,918
80	0.7750	0.7156	0.0594	8.1%	0.0073	1.0%	25%	False	False	80,836
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	21%	False	False	64,818
120	0.7853	0.7156	0.0697	9.5%	0.0065	0.9%	21%	False	False	54,060

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7541
2.618	0.7465
1.618	0.7418
1.000	0.7390
0.618	0.7372
HIGH	0.7343
0.618	0.7325
0.500	0.7320
0.382	0.7314
LOW	0.7297
0.618	0.7268
1.000	0.7250
1.618	0.7221
2.618	0.7175
4.250	0.7099

Fisher Pivots for day following 16-Dec-2022
Pivot	1 day	3 day
R1	0.7320	0.7347
PP	0.7315	0.7333
S1	0.7309	0.7318

Download as Excel Spreadsheet

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

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