CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	0.7418	0.7421	0.0004	0.0%	0.7431
High	0.7432	0.7462	0.0030	0.4%	0.7462
Low	0.7407	0.7369	-0.0038	-0.5%	0.7369
Close	0.7415	0.7384	-0.0031	-0.4%	0.7384
Range	0.0026	0.0093	0.0067	262.7%	0.0093
ATR	0.0037	0.0041	0.0004	10.7%	0.0000
Volume	81,188	143,437	62,249	76.7%	452,188

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7625	0.7434
R3	0.7590	0.7533	0.7409
R2	0.7497	0.7497	0.7400
R1	0.7440	0.7440	0.7392	0.7423
PP	0.7405	0.7405	0.7405	0.7396
S1	0.7348	0.7348	0.7375	0.7330
S2	0.7312	0.7312	0.7367
S3	0.7220	0.7255	0.7358
S4	0.7127	0.7163	0.7333

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7625	0.7434
R3	0.7590	0.7533	0.7409
R2	0.7497	0.7497	0.7400
R1	0.7440	0.7440	0.7392	0.7423
PP	0.7405	0.7405	0.7405	0.7396
S1	0.7348	0.7348	0.7375	0.7330
S2	0.7312	0.7312	0.7367
S3	0.7220	0.7255	0.7358
S4	0.7127	0.7163	0.7333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7462	0.7369	0.0093	1.3%	0.0042	0.6%	16%	True	True	90,437
10	0.7485	0.7369	0.0116	1.6%	0.0043	0.6%	13%	False	True	92,452
20	0.7485	0.7313	0.0172	2.3%	0.0041	0.6%	41%	False	False	65,823
40	0.7521	0.7313	0.0208	2.8%	0.0037	0.5%	34%	False	False	33,132
60	0.7652	0.7313	0.0339	4.6%	0.0038	0.5%	21%	False	False	22,140
80	0.7652	0.7313	0.0339	4.6%	0.0036	0.5%	21%	False	False	16,650
100	0.7652	0.7313	0.0339	4.6%	0.0033	0.4%	21%	False	False	13,330
120	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	21%	False	False	11,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 179 trading days

Fibonacci Retracements and Extensions
4.250	0.7855
2.618	0.7704
1.618	0.7611
1.000	0.7554
0.618	0.7519
HIGH	0.7462
0.618	0.7426
0.500	0.7415
0.382	0.7404
LOW	0.7369
0.618	0.7312
1.000	0.7277
1.618	0.7219
2.618	0.7127
4.250	0.6976

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	0.7415	0.7415
PP	0.7405	0.7405
S1	0.7394	0.7394

Download as Excel Spreadsheet

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

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