CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	0.7321	0.7301	-0.0020	-0.3%	0.7431
High	0.7322	0.7312	-0.0010	-0.1%	0.7462
Low	0.7288	0.7265	-0.0023	-0.3%	0.7369
Close	0.7302	0.7281	-0.0022	-0.3%	0.7384
Range	0.0034	0.0047	0.0013	38.2%	0.0093
ATR	0.0042	0.0043	0.0000	0.8%	0.0000
Volume	120,323	121,100	777	0.6%	452,188

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7427	0.7401	0.7306
R3	0.7380	0.7354	0.7293
R2	0.7333	0.7333	0.7289
R1	0.7307	0.7307	0.7285	0.7296
PP	0.7286	0.7286	0.7286	0.7280
S1	0.7260	0.7260	0.7276	0.7249
S2	0.7239	0.7239	0.7272
S3	0.7192	0.7213	0.7268
S4	0.7145	0.7166	0.7255

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	0.7265	0.0197	2.7%	0.0053	0.7%	8%	False	True	114,946
10	0.7462	0.7265	0.0197	2.7%	0.0044	0.6%	8%	False	True	99,782
20	0.7485	0.7265	0.0221	3.0%	0.0041	0.6%	7%	False	True	82,998
40	0.7489	0.7265	0.0225	3.1%	0.0037	0.5%	7%	False	True	41,860
60	0.7652	0.7265	0.0388	5.3%	0.0038	0.5%	4%	False	True	27,968
80	0.7652	0.7265	0.0388	5.3%	0.0037	0.5%	4%	False	True	21,021
100	0.7652	0.7265	0.0388	5.3%	0.0034	0.5%	4%	False	True	16,831
120	0.7652	0.7265	0.0388	5.3%	0.0032	0.4%	4%	False	True	14,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7511
2.618	0.7435
1.618	0.7388
1.000	0.7359
0.618	0.7341
HIGH	0.7312
0.618	0.7294
0.500	0.7288
0.382	0.7282
LOW	0.7265
0.618	0.7235
1.000	0.7218
1.618	0.7188
2.618	0.7141
4.250	0.7065

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	0.7288	0.7323
PP	0.7286	0.7309
S1	0.7283	0.7295

Download as Excel Spreadsheet

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

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