CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	0.7298	0.7295	-0.0003	0.0%	0.7331
High	0.7316	0.7321	0.0005	0.1%	0.7356
Low	0.7284	0.7287	0.0003	0.0%	0.7284
Close	0.7295	0.7304	0.0009	0.1%	0.7304
Range	0.0033	0.0035	0.0002	6.2%	0.0072
ATR	0.0042	0.0042	-0.0001	-1.3%	0.0000
Volume	97,404	82,844	-14,560	-14.9%	413,894

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7407	0.7390	0.7322
R3	0.7373	0.7355	0.7313
R2	0.7338	0.7338	0.7310
R1	0.7321	0.7321	0.7307	0.7330
PP	0.7304	0.7304	0.7304	0.7308
S1	0.7286	0.7286	0.7300	0.7295
S2	0.7269	0.7269	0.7297
S3	0.7235	0.7252	0.7294
S4	0.7200	0.7217	0.7285

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7489	0.7343
R3	0.7458	0.7417	0.7323
R2	0.7386	0.7386	0.7317
R1	0.7345	0.7345	0.7310	0.7330
PP	0.7314	0.7314	0.7314	0.7307
S1	0.7273	0.7273	0.7297	0.7258
S2	0.7242	0.7242	0.7290
S3	0.7170	0.7201	0.7284
S4	0.7098	0.7129	0.7264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7356	0.7284	0.0072	1.0%	0.0040	0.6%	28%	False	False	82,778
10	0.7377	0.7284	0.0093	1.3%	0.0041	0.6%	22%	False	False	80,017
20	0.7462	0.7262	0.0200	2.7%	0.0043	0.6%	21%	False	False	89,861
40	0.7485	0.7262	0.0224	3.1%	0.0041	0.6%	19%	False	False	66,669
60	0.7613	0.7262	0.0352	4.8%	0.0039	0.5%	12%	False	False	44,519
80	0.7652	0.7262	0.0391	5.3%	0.0039	0.5%	11%	False	False	33,428
100	0.7652	0.7262	0.0391	5.3%	0.0037	0.5%	11%	False	False	26,775
120	0.7652	0.7262	0.0391	5.3%	0.0034	0.5%	11%	False	False	22,319

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7468
2.618	0.7411
1.618	0.7377
1.000	0.7356
0.618	0.7342
HIGH	0.7321
0.618	0.7308
0.500	0.7304
0.382	0.7300
LOW	0.7287
0.618	0.7265
1.000	0.7252
1.618	0.7231
2.618	0.7196
4.250	0.7140

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	0.7304	0.7317
PP	0.7304	0.7312
S1	0.7304	0.7308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols