CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 28-Oct-2022
Day Change Summary
Previous Current
27-Oct-2022 28-Oct-2022 Change Change % Previous Week
Open 0.7379 0.7373 -0.0007 -0.1% 0.7338
High 0.7412 0.7396 -0.0016 -0.2% 0.7412
Low 0.7341 0.7336 -0.0005 -0.1% 0.7260
Close 0.7374 0.7352 -0.0023 -0.3% 0.7352
Range 0.0071 0.0060 -0.0012 -16.2% 0.0152
ATR 0.0082 0.0080 -0.0002 -2.0% 0.0000
Volume 98,508 83,007 -15,501 -15.7% 479,896
Daily Pivots for day following 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7540 0.7505 0.7384
R3 0.7480 0.7446 0.7368
R2 0.7421 0.7421 0.7362
R1 0.7386 0.7386 0.7357 0.7374
PP 0.7361 0.7361 0.7361 0.7355
S1 0.7327 0.7327 0.7346 0.7314
S2 0.7302 0.7302 0.7341
S3 0.7242 0.7267 0.7335
S4 0.7183 0.7208 0.7319
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7797 0.7726 0.7435
R3 0.7645 0.7574 0.7393
R2 0.7493 0.7493 0.7379
R1 0.7422 0.7422 0.7365 0.7458
PP 0.7341 0.7341 0.7341 0.7359
S1 0.7270 0.7270 0.7338 0.7306
S2 0.7189 0.7189 0.7324
S3 0.7037 0.7118 0.7310
S4 0.6885 0.6966 0.7268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7412 0.7260 0.0152 2.1% 0.0078 1.1% 61% False False 95,979
10 0.7412 0.7204 0.0208 2.8% 0.0082 1.1% 71% False False 96,958
20 0.7412 0.7156 0.0256 3.5% 0.0084 1.1% 77% False False 97,988
40 0.7718 0.7156 0.0562 7.6% 0.0077 1.1% 35% False False 89,324
60 0.7853 0.7156 0.0697 9.5% 0.0069 0.9% 28% False False 60,015
80 0.7853 0.7156 0.0697 9.5% 0.0064 0.9% 28% False False 45,082
100 0.7975 0.7156 0.0819 11.1% 0.0061 0.8% 24% False False 36,122
120 0.7975 0.7156 0.0819 11.1% 0.0057 0.8% 24% False False 30,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7648
2.618 0.7551
1.618 0.7492
1.000 0.7455
0.618 0.7432
HIGH 0.7396
0.618 0.7373
0.500 0.7366
0.382 0.7359
LOW 0.7336
0.618 0.7299
1.000 0.7277
1.618 0.7240
2.618 0.7180
4.250 0.7083
Fisher Pivots for day following 28-Oct-2022
Pivot 1 day 3 day
R1 0.7366 0.7363
PP 0.7361 0.7359
S1 0.7356 0.7355

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

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