CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 23-Oct-2023

Day Change Summary
	Previous	Current
	20-Oct-2023	23-Oct-2023	Change	Change %	Previous Week
Open	0.7295	0.7301	0.0006	0.1%	0.7331
High	0.7321	0.7323	0.0002	0.0%	0.7356
Low	0.7287	0.7285	-0.0002	0.0%	0.7284
Close	0.7304	0.7316	0.0012	0.2%	0.7304
Range	0.0035	0.0038	0.0003	8.7%	0.0072
ATR	0.0042	0.0042	0.0000	-0.7%	0.0000
Volume	82,844	81,933	-911	-1.1%	413,894

Daily Pivots for day following 23-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7420	0.7405	0.7336
R3	0.7383	0.7368	0.7326
R2	0.7345	0.7345	0.7322
R1	0.7330	0.7330	0.7319	0.7338
PP	0.7308	0.7308	0.7308	0.7311
S1	0.7293	0.7293	0.7312	0.7300
S2	0.7270	0.7270	0.7309
S3	0.7233	0.7255	0.7305
S4	0.7195	0.7218	0.7295

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	0.7355	0.7284	0.0072	1.0%	0.0042	0.6%	45%	False	False	87,835
10	0.7377	0.7284	0.0093	1.3%	0.0039	0.5%	34%	False	False	81,617
20	0.7462	0.7262	0.0200	2.7%	0.0044	0.6%	27%	False	False	90,625
40	0.7485	0.7262	0.0224	3.1%	0.0041	0.6%	24%	False	False	68,699
60	0.7613	0.7262	0.0352	4.8%	0.0039	0.5%	15%	False	False	45,883
80	0.7652	0.7262	0.0391	5.3%	0.0039	0.5%	14%	False	False	34,451
100	0.7652	0.7262	0.0391	5.3%	0.0037	0.5%	14%	False	False	27,592
120	0.7652	0.7262	0.0391	5.3%	0.0034	0.5%	14%	False	False	23,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7482
2.618	0.7421
1.618	0.7383
1.000	0.7360
0.618	0.7346
HIGH	0.7323
0.618	0.7308
0.500	0.7304
0.382	0.7299
LOW	0.7285
0.618	0.7262
1.000	0.7248
1.618	0.7224
2.618	0.7187
4.250	0.7126

Fisher Pivots for day following 23-Oct-2023
Pivot	1 day	3 day
R1	0.7312	0.7311
PP	0.7308	0.7307
S1	0.7304	0.7303

Download as Excel Spreadsheet

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

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