CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 07-Dec-2022

Day Change Summary
	Previous	Current
	06-Dec-2022	07-Dec-2022	Change	Change %	Previous Week
Open	0.7372	0.7337	-0.0036	-0.5%	0.7474
High	0.7376	0.7366	-0.0010	-0.1%	0.7479
Low	0.7324	0.7312	-0.0013	-0.2%	0.7342
Close	0.7330	0.7335	0.0005	0.1%	0.7442
Range	0.0052	0.0055	0.0003	4.8%	0.0138
ATR	0.0069	0.0068	-0.0001	-1.5%	0.0000
Volume	2,186	9,939	7,753	354.7%	8,038

Daily Pivots for day following 07-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7501	0.7472	0.7364
R3	0.7446	0.7418	0.7349
R2	0.7392	0.7392	0.7344
R1	0.7363	0.7363	0.7339	0.7350
PP	0.7337	0.7337	0.7337	0.7331
S1	0.7309	0.7309	0.7330	0.7296
S2	0.7283	0.7283	0.7325
S3	0.7228	0.7254	0.7320
S4	0.7174	0.7200	0.7305

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7775	0.7517
R3	0.7696	0.7637	0.7479
R2	0.7558	0.7558	0.7467
R1	0.7500	0.7500	0.7454	0.7460
PP	0.7421	0.7421	0.7421	0.7401
S1	0.7362	0.7362	0.7429	0.7323
S2	0.7283	0.7283	0.7416
S3	0.7146	0.7225	0.7404
S4	0.7008	0.7087	0.7366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7482	0.7312	0.0171	2.3%	0.0064	0.9%	13%	False	True	3,593
10	0.7522	0.7312	0.0211	2.9%	0.0069	0.9%	11%	False	True	2,412
20	0.7571	0.7312	0.0260	3.5%	0.0065	0.9%	9%	False	True	1,337
40	0.7571	0.7170	0.0401	5.5%	0.0068	0.9%	41%	False	False	777
60	0.7619	0.7170	0.0449	6.1%	0.0065	0.9%	37%	False	False	613
80	0.7784	0.7170	0.0614	8.4%	0.0057	0.8%	27%	False	False	484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7598
2.618	0.7509
1.618	0.7454
1.000	0.7421
0.618	0.7400
HIGH	0.7366
0.618	0.7345
0.500	0.7339
0.382	0.7332
LOW	0.7312
0.618	0.7278
1.000	0.7257
1.618	0.7223
2.618	0.7169
4.250	0.7080

Fisher Pivots for day following 07-Dec-2022
Pivot	1 day	3 day
R1	0.7339	0.7397
PP	0.7337	0.7376
S1	0.7336	0.7355

Download as Excel Spreadsheet

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

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