CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	0.7301	0.7284	-0.0017	-0.2%	0.7431
High	0.7312	0.7305	-0.0007	-0.1%	0.7462
Low	0.7265	0.7262	-0.0003	0.0%	0.7369
Close	0.7281	0.7299	0.0018	0.2%	0.7384
Range	0.0047	0.0043	-0.0004	-8.5%	0.0093
ATR	0.0043	0.0043	0.0000	0.1%	0.0000
Volume	121,100	95,417	-25,683	-21.2%	452,188

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7401	0.7322
R3	0.7374	0.7358	0.7310
R2	0.7331	0.7331	0.7306
R1	0.7315	0.7315	0.7302	0.7323
PP	0.7288	0.7288	0.7288	0.7292
S1	0.7272	0.7272	0.7295	0.7280
S2	0.7245	0.7245	0.7291
S3	0.7202	0.7229	0.7287
S4	0.7159	0.7186	0.7275

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	0.7262	0.0200	2.7%	0.0056	0.8%	19%	False	True	117,792
10	0.7462	0.7262	0.0200	2.7%	0.0044	0.6%	19%	False	True	99,092
20	0.7485	0.7262	0.0224	3.1%	0.0041	0.6%	17%	False	True	87,629
40	0.7489	0.7262	0.0228	3.1%	0.0038	0.5%	16%	False	True	44,240
60	0.7652	0.7262	0.0391	5.4%	0.0038	0.5%	9%	False	True	29,553
80	0.7652	0.7262	0.0391	5.4%	0.0038	0.5%	9%	False	True	22,214
100	0.7652	0.7262	0.0391	5.4%	0.0034	0.5%	9%	False	True	17,785
120	0.7652	0.7262	0.0391	5.4%	0.0032	0.4%	9%	False	True	14,823

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7487
2.618	0.7417
1.618	0.7374
1.000	0.7348
0.618	0.7331
HIGH	0.7305
0.618	0.7288
0.500	0.7283
0.382	0.7278
LOW	0.7262
0.618	0.7235
1.000	0.7219
1.618	0.7192
2.618	0.7149
4.250	0.7079

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	0.7293	0.7296
PP	0.7288	0.7294
S1	0.7283	0.7292

Download as Excel Spreadsheet

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

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