CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	0.7337	0.7332	-0.0005	-0.1%	0.7474
High	0.7366	0.7382	0.0016	0.2%	0.7479
Low	0.7312	0.7313	0.0002	0.0%	0.7342
Close	0.7335	0.7370	0.0035	0.5%	0.7442
Range	0.0055	0.0069	0.0015	26.6%	0.0138
ATR	0.0068	0.0068	0.0000	0.1%	0.0000
Volume	9,939	6,080	-3,859	-38.8%	8,038

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7562	0.7535	0.7407
R3	0.7493	0.7466	0.7388
R2	0.7424	0.7424	0.7382
R1	0.7397	0.7397	0.7376	0.7410
PP	0.7355	0.7355	0.7355	0.7362
S1	0.7328	0.7328	0.7363	0.7341
S2	0.7286	0.7286	0.7357
S3	0.7217	0.7259	0.7351
S4	0.7148	0.7190	0.7332

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%	0.0070	0.9%	34%	False	False	4,551
10	0.7522	0.7312	0.0211	2.9%	0.0071	1.0%	28%	False	False	2,937
20	0.7571	0.7312	0.0260	3.5%	0.0065	0.9%	22%	False	False	1,636
40	0.7571	0.7170	0.0401	5.4%	0.0069	0.9%	50%	False	False	928
60	0.7604	0.7170	0.0434	5.9%	0.0065	0.9%	46%	False	False	714
80	0.7754	0.7170	0.0584	7.9%	0.0058	0.8%	34%	False	False	560
100	0.7851	0.7170	0.0681	9.2%	0.0050	0.7%	29%	False	False	453

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7675
2.618	0.7563
1.618	0.7494
1.000	0.7451
0.618	0.7425
HIGH	0.7382
0.618	0.7356
0.500	0.7348
0.382	0.7339
LOW	0.7313
0.618	0.7270
1.000	0.7244
1.618	0.7201
2.618	0.7132
4.250	0.7020

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	0.7362	0.7362
PP	0.7355	0.7354
S1	0.7348	0.7347

Download as Excel Spreadsheet

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

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