CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	0.7565	0.7568	0.0004	0.0%	0.7451
High	0.7565	0.7568	0.0004	0.0%	0.7593
Low	0.7565	0.7568	0.0004	0.0%	0.7428
Close	0.7565	0.7568	0.0004	0.0%	0.7591
Range
ATR	0.0048	0.0045	-0.0003	-6.6%	0.0000
Volume

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7568	0.7568	0.7568
R3	0.7568	0.7568	0.7568
R2	0.7568	0.7568	0.7568
R1	0.7568	0.7568	0.7568	0.7568
PP	0.7568	0.7568	0.7568	0.7568
S1	0.7568	0.7568	0.7568	0.7568
S2	0.7568	0.7568	0.7568
S3	0.7568	0.7568	0.7568
S4	0.7568	0.7568	0.7568

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8032	0.7976	0.7681
R3	0.7867	0.7811	0.7636
R2	0.7702	0.7702	0.7621
R1	0.7646	0.7646	0.7606	0.7674
PP	0.7537	0.7537	0.7537	0.7551
S1	0.7481	0.7481	0.7575	0.7509
S2	0.7372	0.7372	0.7560
S3	0.7207	0.7316	0.7545
S4	0.7042	0.7151	0.7500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7593	0.7428	0.0165	2.2%	0.0009	0.1%	85%	False	False
10	0.7593	0.7311	0.0282	3.7%	0.0021	0.3%	91%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
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	0.0004

Fibonacci Retracements and Extensions
4.250	0.7568
2.618	0.7568
1.618	0.7568
1.000	0.7568
0.618	0.7568
HIGH	0.7568
0.618	0.7568
0.500	0.7568
0.382	0.7568
LOW	0.7568
0.618	0.7568
1.000	0.7568
1.618	0.7568
2.618	0.7568
4.250	0.7568

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	0.7568	0.7579
PP	0.7568	0.7575
S1	0.7568	0.7572

Download as Excel Spreadsheet

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

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