CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	0.7322	0.7365	0.0044	0.6%	0.7376
High	0.7371	0.7377	0.0006	0.1%	0.7382
Low	0.7316	0.7351	0.0035	0.5%	0.7262
Close	0.7367	0.7366	-0.0001	0.0%	0.7330
Range	0.0055	0.0026	-0.0029	-53.2%	0.0120
ATR	0.0044	0.0043	-0.0001	-3.0%	0.0000
Volume	65,932	93,049	27,117	41.1%	544,869

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7429	0.7380
R3	0.7416	0.7404	0.7373
R2	0.7390	0.7390	0.7371
R1	0.7378	0.7378	0.7368	0.7384
PP	0.7365	0.7365	0.7365	0.7368
S1	0.7353	0.7353	0.7364	0.7359
S2	0.7339	0.7339	0.7361
S3	0.7314	0.7327	0.7359
S4	0.7288	0.7302	0.7352

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	0.7377	0.7262	0.0115	1.6%	0.0045	0.6%	91%	True	False	94,968
10	0.7462	0.7262	0.0200	2.7%	0.0047	0.6%	52%	False	False	101,345
20	0.7485	0.7262	0.0224	3.0%	0.0043	0.6%	47%	False	False	95,278
40	0.7485	0.7262	0.0224	3.0%	0.0039	0.5%	47%	False	False	50,683
60	0.7636	0.7262	0.0375	5.1%	0.0038	0.5%	28%	False	False	33,845
80	0.7652	0.7262	0.0391	5.3%	0.0038	0.5%	27%	False	False	25,429
100	0.7652	0.7262	0.0391	5.3%	0.0035	0.5%	27%	False	False	20,368
120	0.7652	0.7262	0.0391	5.3%	0.0033	0.5%	27%	False	False	16,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7485
2.618	0.7443
1.618	0.7418
1.000	0.7402
0.618	0.7392
HIGH	0.7377
0.618	0.7367
0.500	0.7364
0.382	0.7361
LOW	0.7351
0.618	0.7335
1.000	0.7326
1.618	0.7310
2.618	0.7284
4.250	0.7243

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	0.7365	0.7354
PP	0.7365	0.7341
S1	0.7364	0.7329

Download as Excel Spreadsheet

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

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