CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	0.7303	0.7322	0.0019	0.3%	0.7376
High	0.7336	0.7371	0.0035	0.5%	0.7382
Low	0.7282	0.7316	0.0035	0.5%	0.7262
Close	0.7330	0.7367	0.0038	0.5%	0.7330
Range	0.0055	0.0055	0.0000	0.0%	0.0120
ATR	0.0043	0.0044	0.0001	1.8%	0.0000
Volume	99,344	65,932	-33,412	-33.6%	544,869

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7515	0.7495	0.7397
R3	0.7460	0.7441	0.7382
R2	0.7406	0.7406	0.7377
R1	0.7386	0.7386	0.7372	0.7396
PP	0.7351	0.7351	0.7351	0.7356
S1	0.7332	0.7332	0.7362	0.7342
S2	0.7297	0.7297	0.7357
S3	0.7242	0.7277	0.7352
S4	0.7188	0.7223	0.7337

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	0.7371	0.7262	0.0109	1.5%	0.0047	0.6%	97%	True	False	100,423
10	0.7462	0.7262	0.0200	2.7%	0.0049	0.7%	53%	False	False	99,632
20	0.7485	0.7262	0.0224	3.0%	0.0043	0.6%	47%	False	False	93,437
40	0.7485	0.7262	0.0224	3.0%	0.0039	0.5%	47%	False	False	48,366
60	0.7636	0.7262	0.0375	5.1%	0.0038	0.5%	28%	False	False	32,297
80	0.7652	0.7262	0.0391	5.3%	0.0039	0.5%	27%	False	False	24,269
100	0.7652	0.7262	0.0391	5.3%	0.0035	0.5%	27%	False	False	19,438
120	0.7652	0.7262	0.0391	5.3%	0.0033	0.5%	27%	False	False	16,201

Crabel Price Patterns
NR	False
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	0.0013

Fibonacci Retracements and Extensions
4.250	0.7602
2.618	0.7513
1.618	0.7459
1.000	0.7425
0.618	0.7404
HIGH	0.7371
0.618	0.7350
0.500	0.7343
0.382	0.7337
LOW	0.7316
0.618	0.7282
1.000	0.7262
1.618	0.7228
2.618	0.7173
4.250	0.7084

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	0.7359	0.7350
PP	0.7351	0.7333
S1	0.7343	0.7316

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

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