CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 24-Oct-2023

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	0.7301	0.7309	0.0009	0.1%	0.7331
High	0.7323	0.7326	0.0003	0.0%	0.7356
Low	0.7285	0.7275	-0.0010	-0.1%	0.7284
Close	0.7316	0.7289	-0.0027	-0.4%	0.7304
Range	0.0038	0.0051	0.0013	34.7%	0.0072
ATR	0.0042	0.0042	0.0001	1.5%	0.0000
Volume	81,933	84,150	2,217	2.7%	413,894

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7419	0.7316
R3	0.7397	0.7368	0.7302
R2	0.7347	0.7347	0.7298
R1	0.7318	0.7318	0.7293	0.7307
PP	0.7296	0.7296	0.7296	0.7291
S1	0.7267	0.7267	0.7284	0.7257
S2	0.7246	0.7246	0.7279
S3	0.7195	0.7217	0.7275
S4	0.7145	0.7166	0.7261

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	0.7350	0.7275	0.0075	1.0%	0.0042	0.6%	18%	False	True	84,652
10	0.7376	0.7275	0.0101	1.4%	0.0041	0.6%	13%	False	True	80,727
20	0.7462	0.7262	0.0200	2.7%	0.0044	0.6%	14%	False	False	91,036
40	0.7485	0.7262	0.0224	3.1%	0.0041	0.6%	12%	False	False	70,794
60	0.7580	0.7262	0.0319	4.4%	0.0039	0.5%	8%	False	False	47,283
80	0.7652	0.7262	0.0391	5.4%	0.0039	0.5%	7%	False	False	35,501
100	0.7652	0.7262	0.0391	5.4%	0.0037	0.5%	7%	False	False	28,433
120	0.7652	0.7262	0.0391	5.4%	0.0035	0.5%	7%	False	False	23,701

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

Fibonacci Retracements and Extensions
4.250	0.7540
2.618	0.7458
1.618	0.7407
1.000	0.7376
0.618	0.7357
HIGH	0.7326
0.618	0.7306
0.500	0.7300
0.382	0.7294
LOW	0.7275
0.618	0.7244
1.000	0.7225
1.618	0.7193
2.618	0.7143
4.250	0.7060

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	0.7300	0.7300
PP	0.7296	0.7296
S1	0.7292	0.7292

Download as Excel Spreadsheet

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

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