CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	0.7283	0.7254	-0.0030	-0.4%	0.7331
High	0.7289	0.7257	-0.0032	-0.4%	0.7356
Low	0.7247	0.7229	-0.0018	-0.2%	0.7284
Close	0.7253	0.7244	-0.0010	-0.1%	0.7304
Range	0.0042	0.0029	-0.0014	-32.1%	0.0072
ATR	0.0042	0.0041	-0.0001	-2.3%	0.0000
Volume	99,243	94,533	-4,710	-4.7%	413,894

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7329	0.7315	0.7259
R3	0.7300	0.7286	0.7251
R2	0.7272	0.7272	0.7249
R1	0.7258	0.7258	0.7246	0.7250
PP	0.7243	0.7243	0.7243	0.7239
S1	0.7229	0.7229	0.7241	0.7222
S2	0.7215	0.7215	0.7238
S3	0.7186	0.7201	0.7236
S4	0.7158	0.7172	0.7228

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	0.7229	0.0097	1.3%	0.0039	0.5%	15%	False	True	88,540
10	0.7356	0.7229	0.0127	1.8%	0.0039	0.5%	12%	False	True	84,786
20	0.7462	0.7229	0.0233	3.2%	0.0045	0.6%	6%	False	True	92,417
40	0.7485	0.7229	0.0257	3.5%	0.0041	0.6%	6%	False	True	75,555
60	0.7521	0.7229	0.0292	4.0%	0.0039	0.5%	5%	False	True	50,504
80	0.7652	0.7229	0.0424	5.8%	0.0039	0.5%	4%	False	True	37,918
100	0.7652	0.7229	0.0424	5.8%	0.0037	0.5%	4%	False	True	30,371
120	0.7652	0.7229	0.0424	5.8%	0.0034	0.5%	4%	False	True	25,316

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7378
2.618	0.7332
1.618	0.7303
1.000	0.7286
0.618	0.7275
HIGH	0.7257
0.618	0.7246
0.500	0.7243
0.382	0.7239
LOW	0.7229
0.618	0.7211
1.000	0.7200
1.618	0.7182
2.618	0.7154
4.250	0.7107

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	0.7243	0.7277
PP	0.7243	0.7266
S1	0.7243	0.7255

Download as Excel Spreadsheet

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

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