CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	0.7376	0.7321	-0.0055	-0.7%	0.7431
High	0.7382	0.7322	-0.0060	-0.8%	0.7462
Low	0.7318	0.7288	-0.0030	-0.4%	0.7369
Close	0.7322	0.7302	-0.0020	-0.3%	0.7384
Range	0.0064	0.0034	-0.0030	-46.9%	0.0093
ATR	0.0043	0.0042	-0.0001	-1.4%	0.0000
Volume	108,685	120,323	11,638	10.7%	452,188

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7406	0.7388	0.7321
R3	0.7372	0.7354	0.7311
R2	0.7338	0.7338	0.7308
R1	0.7320	0.7320	0.7305	0.7312
PP	0.7304	0.7304	0.7304	0.7300
S1	0.7286	0.7286	0.7299	0.7278
S2	0.7270	0.7270	0.7296
S3	0.7236	0.7252	0.7293
S4	0.7202	0.7218	0.7283

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	0.7288	0.0174	2.4%	0.0049	0.7%	8%	False	True	107,721
10	0.7474	0.7288	0.0187	2.6%	0.0044	0.6%	8%	False	True	96,781
20	0.7485	0.7288	0.0198	2.7%	0.0040	0.5%	7%	False	True	77,062
40	0.7492	0.7288	0.0204	2.8%	0.0038	0.5%	7%	False	True	38,848
60	0.7652	0.7288	0.0365	5.0%	0.0038	0.5%	4%	False	True	25,954
80	0.7652	0.7288	0.0365	5.0%	0.0037	0.5%	4%	False	True	19,508
100	0.7652	0.7288	0.0365	5.0%	0.0034	0.5%	4%	False	True	15,620
120	0.7652	0.7288	0.0365	5.0%	0.0032	0.4%	4%	False	True	13,019

Crabel Price Patterns
NR	True
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7466
2.618	0.7411
1.618	0.7377
1.000	0.7356
0.618	0.7343
HIGH	0.7322
0.618	0.7309
0.500	0.7305
0.382	0.7300
LOW	0.7288
0.618	0.7266
1.000	0.7254
1.618	0.7232
2.618	0.7198
4.250	0.7143

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	0.7305	0.7375
PP	0.7304	0.7350
S1	0.7303	0.7326

Download as Excel Spreadsheet

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

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