CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	0.7334	0.7298	-0.0036	-0.5%	0.7322
High	0.7350	0.7316	-0.0034	-0.5%	0.7377
Low	0.7296	0.7284	-0.0013	-0.2%	0.7306
Close	0.7301	0.7295	-0.0006	-0.1%	0.7327
Range	0.0054	0.0033	-0.0022	-39.8%	0.0071
ATR	0.0043	0.0042	-0.0001	-1.8%	0.0000
Volume	76,929	97,404	20,475	26.6%	386,282

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7396	0.7378	0.7312
R3	0.7363	0.7345	0.7303
R2	0.7331	0.7331	0.7300
R1	0.7313	0.7313	0.7297	0.7305
PP	0.7298	0.7298	0.7298	0.7294
S1	0.7280	0.7280	0.7292	0.7273
S2	0.7266	0.7266	0.7289
S3	0.7233	0.7248	0.7286
S4	0.7201	0.7215	0.7277

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	0.7356	0.7284	0.0072	1.0%	0.0039	0.5%	15%	False	True	81,031
10	0.7377	0.7282	0.0095	1.3%	0.0043	0.6%	14%	False	False	81,667
20	0.7462	0.7262	0.0200	2.7%	0.0043	0.6%	17%	False	False	90,380
40	0.7485	0.7262	0.0224	3.1%	0.0041	0.6%	15%	False	False	64,610
60	0.7613	0.7262	0.0352	4.8%	0.0039	0.5%	9%	False	False	43,141
80	0.7652	0.7262	0.0391	5.4%	0.0039	0.5%	8%	False	False	32,395
100	0.7652	0.7262	0.0391	5.4%	0.0037	0.5%	8%	False	False	25,950
120	0.7652	0.7262	0.0391	5.4%	0.0034	0.5%	8%	False	False	21,628

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	0.7454
2.618	0.7401
1.618	0.7369
1.000	0.7349
0.618	0.7336
HIGH	0.7316
0.618	0.7304
0.500	0.7300
0.382	0.7296
LOW	0.7284
0.618	0.7263
1.000	0.7251
1.618	0.7231
2.618	0.7198
4.250	0.7145

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	0.7300	0.7319
PP	0.7298	0.7311
S1	0.7296	0.7303

Download as Excel Spreadsheet

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

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