CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	0.7365	0.7369	0.0004	0.1%	0.7376
High	0.7377	0.7376	-0.0001	0.0%	0.7382
Low	0.7351	0.7348	-0.0004	0.0%	0.7262
Close	0.7366	0.7359	-0.0007	-0.1%	0.7330
Range	0.0026	0.0028	0.0003	9.8%	0.0120
ATR	0.0043	0.0042	-0.0001	-2.5%	0.0000
Volume	93,049	69,951	-23,098	-24.8%	544,869

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7445	0.7430	0.7374
R3	0.7417	0.7402	0.7367
R2	0.7389	0.7389	0.7364
R1	0.7374	0.7374	0.7362	0.7367
PP	0.7361	0.7361	0.7361	0.7357
S1	0.7346	0.7346	0.7356	0.7339
S2	0.7333	0.7333	0.7354
S3	0.7305	0.7318	0.7351
S4	0.7277	0.7290	0.7344

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%	0.0041	0.6%	85%	False	False	84,738
10	0.7462	0.7262	0.0200	2.7%	0.0047	0.6%	49%	False	False	99,842
20	0.7485	0.7262	0.0224	3.0%	0.0042	0.6%	44%	False	False	95,045
40	0.7485	0.7262	0.0224	3.0%	0.0039	0.5%	44%	False	False	52,429
60	0.7636	0.7262	0.0375	5.1%	0.0038	0.5%	26%	False	False	35,010
80	0.7652	0.7262	0.0391	5.3%	0.0038	0.5%	25%	False	False	26,300
100	0.7652	0.7262	0.0391	5.3%	0.0035	0.5%	25%	False	False	21,067
120	0.7652	0.7262	0.0391	5.3%	0.0034	0.5%	25%	False	False	17,559

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7495
2.618	0.7449
1.618	0.7421
1.000	0.7404
0.618	0.7393
HIGH	0.7376
0.618	0.7365
0.500	0.7362
0.382	0.7358
LOW	0.7348
0.618	0.7330
1.000	0.7320
1.618	0.7302
2.618	0.7274
4.250	0.7229

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	0.7362	0.7355
PP	0.7361	0.7351
S1	0.7360	0.7346

Download as Excel Spreadsheet

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

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