CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	0.7322	0.7307	-0.0015	-0.2%	0.7328
High	0.7343	0.7338	-0.0005	-0.1%	0.7398
Low	0.7297	0.7305	0.0009	0.1%	0.7297
Close	0.7304	0.7318	0.0014	0.2%	0.7304
Range	0.0047	0.0033	-0.0014	-29.0%	0.0101
ATR	0.0067	0.0065	-0.0002	-3.5%	0.0000
Volume	35,334	5,826	-29,508	-83.5%	467,949

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7419	0.7402	0.7336
R3	0.7386	0.7369	0.7327
R2	0.7353	0.7353	0.7324
R1	0.7336	0.7336	0.7321	0.7345
PP	0.7320	0.7320	0.7320	0.7325
S1	0.7303	0.7303	0.7315	0.7312
S2	0.7287	0.7287	0.7312
S3	0.7254	0.7270	0.7309
S4	0.7221	0.7237	0.7300

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%	0.0054	0.7%	21%	False	False	79,321
10	0.7398	0.7297	0.0101	1.4%	0.0056	0.8%	21%	False	False	78,116
20	0.7511	0.7297	0.0214	2.9%	0.0064	0.9%	10%	False	False	79,384
40	0.7563	0.7244	0.0319	4.4%	0.0070	1.0%	23%	False	False	84,122
60	0.7563	0.7156	0.0407	5.6%	0.0076	1.0%	40%	False	False	91,763
80	0.7744	0.7156	0.0588	8.0%	0.0072	1.0%	28%	False	False	80,889
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	23%	False	False	64,875
120	0.7853	0.7156	0.0697	9.5%	0.0065	0.9%	23%	False	False	54,108

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 92 trading days

Fibonacci Retracements and Extensions
4.250	0.7478
2.618	0.7424
1.618	0.7391
1.000	0.7371
0.618	0.7358
HIGH	0.7338
0.618	0.7325
0.500	0.7322
0.382	0.7318
LOW	0.7305
0.618	0.7285
1.000	0.7272
1.618	0.7252
2.618	0.7219
4.250	0.7165

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	0.7322	0.7341
PP	0.7320	0.7333
S1	0.7319	0.7326

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

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