CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	0.7284	0.7303	0.0019	0.3%	0.7376
High	0.7305	0.7336	0.0032	0.4%	0.7382
Low	0.7262	0.7282	0.0020	0.3%	0.7262
Close	0.7299	0.7330	0.0031	0.4%	0.7330
Range	0.0043	0.0055	0.0012	26.7%	0.0120
ATR	0.0043	0.0043	0.0001	2.0%	0.0000
Volume	95,417	99,344	3,927	4.1%	544,869

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7479	0.7459	0.7359
R3	0.7425	0.7404	0.7344
R2	0.7370	0.7370	0.7339
R1	0.7350	0.7350	0.7334	0.7360
PP	0.7316	0.7316	0.7316	0.7321
S1	0.7295	0.7295	0.7325	0.7306
S2	0.7261	0.7261	0.7320
S3	0.7207	0.7241	0.7315
S4	0.7152	0.7186	0.7300

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7684	0.7627	0.7396
R3	0.7564	0.7507	0.7363
R2	0.7444	0.7444	0.7352
R1	0.7387	0.7387	0.7341	0.7356
PP	0.7324	0.7324	0.7324	0.7309
S1	0.7267	0.7267	0.7319	0.7236
S2	0.7204	0.7204	0.7308
S3	0.7084	0.7147	0.7297
S4	0.6964	0.7027	0.7264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7382	0.7262	0.0120	1.6%	0.0049	0.7%	57%	False	False	108,973
10	0.7462	0.7262	0.0200	2.7%	0.0045	0.6%	34%	False	False	99,705
20	0.7485	0.7262	0.0224	3.0%	0.0042	0.6%	30%	False	False	91,347
40	0.7485	0.7262	0.0224	3.0%	0.0038	0.5%	30%	False	False	46,720
60	0.7652	0.7262	0.0391	5.3%	0.0039	0.5%	17%	False	False	31,203
80	0.7652	0.7262	0.0391	5.3%	0.0038	0.5%	17%	False	False	23,447
100	0.7652	0.7262	0.0391	5.3%	0.0035	0.5%	17%	False	False	18,779
120	0.7652	0.7262	0.0391	5.3%	0.0033	0.4%	17%	False	False	15,651

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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7568
2.618	0.7479
1.618	0.7424
1.000	0.7391
0.618	0.7370
HIGH	0.7336
0.618	0.7315
0.500	0.7309
0.382	0.7302
LOW	0.7282
0.618	0.7248
1.000	0.7227
1.618	0.7193
2.618	0.7139
4.250	0.7050

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	0.7323	0.7319
PP	0.7316	0.7309
S1	0.7309	0.7299

Download as Excel Spreadsheet

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

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