CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 0.7490 0.7467 -0.0023 -0.3% 0.7474
High 0.7511 0.7467 -0.0044 -0.6% 0.7511
Low 0.7465 0.7405 -0.0060 -0.8% 0.7411
Close 0.7475 0.7413 -0.0062 -0.8% 0.7475
Range 0.0046 0.0062 0.0016 34.8% 0.0100
ATR 0.0071 0.0070 0.0000 -0.1% 0.0000
Volume 62,825 81,776 18,951 30.2% 237,722
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7614 0.7576 0.7447
R3 0.7552 0.7514 0.7430
R2 0.7490 0.7490 0.7424
R1 0.7452 0.7452 0.7419 0.7440
PP 0.7428 0.7428 0.7428 0.7423
S1 0.7390 0.7390 0.7407 0.7378
S2 0.7366 0.7366 0.7402
S3 0.7304 0.7328 0.7396
S4 0.7242 0.7266 0.7379
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7764 0.7719 0.7529
R3 0.7664 0.7619 0.7502
R2 0.7565 0.7565 0.7493
R1 0.7520 0.7520 0.7484 0.7542
PP 0.7465 0.7465 0.7465 0.7477
S1 0.7420 0.7420 0.7465 0.7443
S2 0.7366 0.7366 0.7456
S3 0.7266 0.7321 0.7447
S4 0.7167 0.7221 0.7420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7511 0.7405 0.0106 1.4% 0.0055 0.7% 8% False True 63,899
10 0.7563 0.7405 0.0158 2.1% 0.0057 0.8% 5% False True 70,983
20 0.7563 0.7244 0.0319 4.3% 0.0071 1.0% 53% False False 80,840
40 0.7563 0.7156 0.0407 5.5% 0.0077 1.0% 63% False False 89,414
60 0.7718 0.7156 0.0562 7.6% 0.0075 1.0% 46% False False 86,496
80 0.7853 0.7156 0.0697 9.4% 0.0069 0.9% 37% False False 65,221
100 0.7853 0.7156 0.0697 9.4% 0.0065 0.9% 37% False False 52,234
120 0.7975 0.7156 0.0819 11.0% 0.0063 0.8% 31% False False 43,575
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7731
2.618 0.7629
1.618 0.7567
1.000 0.7529
0.618 0.7505
HIGH 0.7467
0.618 0.7443
0.500 0.7436
0.382 0.7429
LOW 0.7405
0.618 0.7367
1.000 0.7343
1.618 0.7305
2.618 0.7243
4.250 0.7142
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 0.7436 0.7458
PP 0.7428 0.7443
S1 0.7421 0.7428

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

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