CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	0.7355	0.7334	-0.0021	-0.3%	0.7322
High	0.7355	0.7350	-0.0005	-0.1%	0.7377
Low	0.7304	0.7296	-0.0008	-0.1%	0.7306
Close	0.7334	0.7301	-0.0033	-0.4%	0.7327
Range	0.0052	0.0054	0.0003	4.9%	0.0071
ATR	0.0042	0.0043	0.0001	2.0%	0.0000
Volume	100,068	76,929	-23,139	-23.1%	386,282

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7443	0.7330
R3	0.7424	0.7389	0.7315
R2	0.7370	0.7370	0.7310
R1	0.7335	0.7335	0.7305	0.7325
PP	0.7316	0.7316	0.7316	0.7311
S1	0.7281	0.7281	0.7296	0.7271
S2	0.7262	0.7262	0.7291
S3	0.7208	0.7227	0.7286
S4	0.7154	0.7173	0.7271

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	0.7372	0.7296	0.0076	1.0%	0.0046	0.6%	6%	False	True	78,199
10	0.7377	0.7262	0.0115	1.6%	0.0044	0.6%	34%	False	False	81,468
20	0.7462	0.7262	0.0200	2.7%	0.0044	0.6%	20%	False	False	90,625
40	0.7485	0.7262	0.0224	3.1%	0.0041	0.6%	17%	False	False	62,185
60	0.7613	0.7262	0.0352	4.8%	0.0039	0.5%	11%	False	False	41,518
80	0.7652	0.7262	0.0391	5.3%	0.0039	0.5%	10%	False	False	31,181
100	0.7652	0.7262	0.0391	5.3%	0.0037	0.5%	10%	False	False	24,976
120	0.7652	0.7262	0.0391	5.3%	0.0035	0.5%	10%	False	False	20,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7580
2.618	0.7491
1.618	0.7437
1.000	0.7404
0.618	0.7383
HIGH	0.7350
0.618	0.7329
0.500	0.7323
0.382	0.7317
LOW	0.7296
0.618	0.7263
1.000	0.7242
1.618	0.7209
2.618	0.7155
4.250	0.7067

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	0.7323	0.7326
PP	0.7316	0.7317
S1	0.7308	0.7309

Download as Excel Spreadsheet

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

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