CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 18-Nov-2022

Day Change Summary
	Previous	Current
	17-Nov-2022	18-Nov-2022	Change	Change %	Previous Week
Open	0.7510	0.7516	0.0006	0.1%	0.7540
High	0.7526	0.7532	0.0006	0.1%	0.7571
Low	0.7475	0.7472	-0.0004	0.0%	0.7472
Close	0.7516	0.7486	-0.0030	-0.4%	0.7486
Range	0.0051	0.0061	0.0010	18.6%	0.0100
ATR	0.0068	0.0067	-0.0001	-0.8%	0.0000
Volume	251	103	-148	-59.0%	949

Daily Pivots for day following 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7678	0.7642	0.7519
R3	0.7617	0.7582	0.7502
R2	0.7557	0.7557	0.7497
R1	0.7521	0.7521	0.7491	0.7509
PP	0.7496	0.7496	0.7496	0.7490
S1	0.7461	0.7461	0.7480	0.7448
S2	0.7436	0.7436	0.7474
S3	0.7375	0.7400	0.7469
S4	0.7315	0.7340	0.7452

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7808	0.7746	0.7540
R3	0.7708	0.7647	0.7513
R2	0.7609	0.7609	0.7504
R1	0.7547	0.7547	0.7495	0.7528
PP	0.7509	0.7509	0.7509	0.7500
S1	0.7448	0.7448	0.7476	0.7429
S2	0.7410	0.7410	0.7467
S3	0.7310	0.7348	0.7458
S4	0.7211	0.7249	0.7431

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7571	0.7472	0.0100	1.3%	0.0048	0.6%	14%	False	True	189
10	0.7571	0.7385	0.0186	2.5%	0.0062	0.8%	54%	False	False	255
20	0.7571	0.7258	0.0313	4.2%	0.0066	0.9%	73%	False	False	264
40	0.7571	0.7170	0.0401	5.4%	0.0069	0.9%	79%	False	False	250
60	0.7746	0.7170	0.0576	7.7%	0.0060	0.8%	55%	False	False	235
80	0.7851	0.7170	0.0681	9.1%	0.0050	0.7%	46%	False	False	184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7789
2.618	0.7690
1.618	0.7630
1.000	0.7593
0.618	0.7569
HIGH	0.7532
0.618	0.7509
0.500	0.7502
0.382	0.7495
LOW	0.7472
0.618	0.7434
1.000	0.7411
1.618	0.7374
2.618	0.7313
4.250	0.7214

Fisher Pivots for day following 18-Nov-2022
Pivot	1 day	3 day
R1	0.7502	0.7521
PP	0.7496	0.7509
S1	0.7491	0.7497

Download as Excel Spreadsheet

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

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