CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	0.7369	0.7364	-0.0005	-0.1%	0.7376
High	0.7376	0.7372	-0.0004	-0.1%	0.7382
Low	0.7348	0.7306	-0.0042	-0.6%	0.7262
Close	0.7359	0.7311	-0.0049	-0.7%	0.7330
Range	0.0028	0.0066	0.0038	135.7%	0.0120
ATR	0.0042	0.0044	0.0002	4.1%	0.0000
Volume	69,951	83,243	13,292	19.0%	544,869

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7527	0.7485	0.7347
R3	0.7461	0.7419	0.7329
R2	0.7395	0.7395	0.7323
R1	0.7353	0.7353	0.7317	0.7341
PP	0.7329	0.7329	0.7329	0.7323
S1	0.7287	0.7287	0.7304	0.7275
S2	0.7263	0.7263	0.7298
S3	0.7197	0.7221	0.7292
S4	0.7131	0.7155	0.7274

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	0.7282	0.0095	1.3%	0.0046	0.6%	31%	False	False	82,303
10	0.7462	0.7262	0.0200	2.7%	0.0051	0.7%	25%	False	False	100,048
20	0.7485	0.7262	0.0224	3.1%	0.0044	0.6%	22%	False	False	94,605
40	0.7485	0.7262	0.0224	3.1%	0.0040	0.5%	22%	False	False	54,506
60	0.7636	0.7262	0.0375	5.1%	0.0039	0.5%	13%	False	False	36,394
80	0.7652	0.7262	0.0391	5.3%	0.0038	0.5%	13%	False	False	27,339
100	0.7652	0.7262	0.0391	5.3%	0.0036	0.5%	13%	False	False	21,900
120	0.7652	0.7262	0.0391	5.3%	0.0034	0.5%	13%	False	False	18,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7652
2.618	0.7544
1.618	0.7478
1.000	0.7438
0.618	0.7412
HIGH	0.7372
0.618	0.7346
0.500	0.7339
0.382	0.7331
LOW	0.7306
0.618	0.7265
1.000	0.7240
1.618	0.7199
2.618	0.7133
4.250	0.7025

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	0.7339	0.7341
PP	0.7329	0.7331
S1	0.7320	0.7321

Download as Excel Spreadsheet

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

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