CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	0.7309	0.7283	-0.0026	-0.4%	0.7331
High	0.7326	0.7289	-0.0037	-0.5%	0.7356
Low	0.7275	0.7247	-0.0029	-0.4%	0.7284
Close	0.7289	0.7253	-0.0036	-0.5%	0.7304
Range	0.0051	0.0042	-0.0009	-16.8%	0.0072
ATR	0.0042	0.0042	0.0000	0.0%	0.0000
Volume	84,150	99,243	15,093	17.9%	413,894

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7389	0.7363	0.7276
R3	0.7347	0.7321	0.7265
R2	0.7305	0.7305	0.7261
R1	0.7279	0.7279	0.7257	0.7271
PP	0.7263	0.7263	0.7263	0.7259
S1	0.7237	0.7237	0.7249	0.7229
S2	0.7221	0.7221	0.7245
S3	0.7179	0.7195	0.7241
S4	0.7137	0.7153	0.7230

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	0.7326	0.7247	0.0079	1.1%	0.0039	0.5%	8%	False	True	89,114
10	0.7372	0.7247	0.0125	1.7%	0.0043	0.6%	5%	False	True	83,657
20	0.7462	0.7247	0.0215	3.0%	0.0045	0.6%	3%	False	True	91,749
40	0.7485	0.7247	0.0239	3.3%	0.0041	0.6%	3%	False	True	73,238
60	0.7548	0.7247	0.0301	4.2%	0.0039	0.5%	2%	False	True	48,934
80	0.7652	0.7247	0.0406	5.6%	0.0039	0.5%	2%	False	True	36,741
100	0.7652	0.7247	0.0406	5.6%	0.0037	0.5%	2%	False	True	29,425
120	0.7652	0.7247	0.0406	5.6%	0.0035	0.5%	2%	False	True	24,528

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7467
2.618	0.7398
1.618	0.7356
1.000	0.7331
0.618	0.7314
HIGH	0.7289
0.618	0.7272
0.500	0.7268
0.382	0.7263
LOW	0.7247
0.618	0.7221
1.000	0.7205
1.618	0.7179
2.618	0.7137
4.250	0.7068

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	0.7268	0.7286
PP	0.7263	0.7275
S1	0.7258	0.7264

Download as Excel Spreadsheet

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

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