CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 01-Nov-2022
Day Change Summary
Previous Current
31-Oct-2022 01-Nov-2022 Change Change % Previous Week
Open 0.7351 0.7344 -0.0007 -0.1% 0.7338
High 0.7357 0.7393 0.0037 0.5% 0.7412
Low 0.7310 0.7318 0.0008 0.1% 0.7260
Close 0.7341 0.7345 0.0004 0.1% 0.7352
Range 0.0047 0.0076 0.0029 60.6% 0.0152
ATR 0.0078 0.0078 0.0000 -0.2% 0.0000
Volume 77,780 90,503 12,723 16.4% 479,896
Daily Pivots for day following 01-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7578 0.7537 0.7386
R3 0.7503 0.7461 0.7365
R2 0.7427 0.7427 0.7358
R1 0.7386 0.7386 0.7351 0.7407
PP 0.7352 0.7352 0.7352 0.7362
S1 0.7310 0.7310 0.7338 0.7331
S2 0.7276 0.7276 0.7331
S3 0.7201 0.7235 0.7324
S4 0.7125 0.7159 0.7303
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 0.7310 0.0102 1.4% 0.0068 0.9% 34% False False 95,704
10 0.7412 0.7218 0.0194 2.6% 0.0076 1.0% 65% False False 96,876
20 0.7412 0.7156 0.0256 3.5% 0.0080 1.1% 74% False False 95,675
40 0.7718 0.7156 0.0562 7.6% 0.0078 1.1% 34% False False 93,276
60 0.7853 0.7156 0.0697 9.5% 0.0069 0.9% 27% False False 62,789
80 0.7853 0.7156 0.0697 9.5% 0.0064 0.9% 27% False False 47,183
100 0.7872 0.7156 0.0716 9.7% 0.0061 0.8% 26% False False 37,797
120 0.7975 0.7156 0.0819 11.2% 0.0058 0.8% 23% False False 31,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7591
1.618 0.7515
1.000 0.7469
0.618 0.7440
HIGH 0.7393
0.618 0.7364
0.500 0.7355
0.382 0.7346
LOW 0.7318
0.618 0.7271
1.000 0.7242
1.618 0.7195
2.618 0.7120
4.250 0.6997
Fisher Pivots for day following 01-Nov-2022
Pivot 1 day 3 day
R1 0.7355 0.7353
PP 0.7352 0.7350
S1 0.7348 0.7347

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.