CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 16-Oct-2023

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	0.7311	0.7331	0.0021	0.3%	0.7322
High	0.7340	0.7356	0.0016	0.2%	0.7377
Low	0.7310	0.7327	0.0018	0.2%	0.7306
Close	0.7327	0.7351	0.0024	0.3%	0.7327
Range	0.0031	0.0029	-0.0002	-6.6%	0.0071
ATR	0.0043	0.0042	-0.0001	-2.4%	0.0000
Volume	74,107	56,649	-17,458	-23.6%	386,282

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7430	0.7419	0.7366
R3	0.7401	0.7390	0.7358
R2	0.7373	0.7373	0.7356
R1	0.7362	0.7362	0.7353	0.7367
PP	0.7344	0.7344	0.7344	0.7347
S1	0.7333	0.7333	0.7348	0.7339
S2	0.7316	0.7316	0.7345
S3	0.7287	0.7305	0.7343
S4	0.7259	0.7276	0.7335

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7509	0.7366
R3	0.7478	0.7438	0.7347
R2	0.7407	0.7407	0.7340
R1	0.7367	0.7367	0.7334	0.7387
PP	0.7336	0.7336	0.7336	0.7346
S1	0.7296	0.7296	0.7320	0.7316
S2	0.7265	0.7265	0.7314
S3	0.7194	0.7225	0.7307
S4	0.7123	0.7154	0.7288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7377	0.7306	0.0071	1.0%	0.0036	0.5%	63%	False	False	75,399
10	0.7377	0.7262	0.0115	1.6%	0.0041	0.6%	77%	False	False	87,911
20	0.7485	0.7262	0.0224	3.0%	0.0044	0.6%	40%	False	False	92,053
40	0.7485	0.7262	0.0224	3.0%	0.0040	0.5%	40%	False	False	57,768
60	0.7616	0.7262	0.0355	4.8%	0.0038	0.5%	25%	False	False	38,571
80	0.7652	0.7262	0.0391	5.3%	0.0038	0.5%	23%	False	False	28,971
100	0.7652	0.7262	0.0391	5.3%	0.0036	0.5%	23%	False	False	23,207
120	0.7652	0.7262	0.0391	5.3%	0.0034	0.5%	23%	False	False	19,342

Crabel Price Patterns
NR	True
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7477
2.618	0.7430
1.618	0.7402
1.000	0.7384
0.618	0.7373
HIGH	0.7356
0.618	0.7345
0.500	0.7341
0.382	0.7338
LOW	0.7327
0.618	0.7309
1.000	0.7299
1.618	0.7281
2.618	0.7252
4.250	0.7206

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	0.7347	0.7347
PP	0.7344	0.7343
S1	0.7341	0.7339

Download as Excel Spreadsheet

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

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