CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	0.7254	0.7235	-0.0019	-0.3%	0.7301
High	0.7257	0.7254	-0.0004	0.0%	0.7326
Low	0.7229	0.7209	-0.0020	-0.3%	0.7209
Close	0.7244	0.7210	-0.0034	-0.5%	0.7210
Range	0.0029	0.0045	0.0016	56.1%	0.0117
ATR	0.0041	0.0041	0.0000	0.6%	0.0000
Volume	94,533	79,442	-15,091	-16.0%	439,301

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7358	0.7328	0.7234
R3	0.7313	0.7284	0.7222
R2	0.7269	0.7269	0.7218
R1	0.7239	0.7239	0.7214	0.7232
PP	0.7224	0.7224	0.7224	0.7220
S1	0.7195	0.7195	0.7206	0.7187
S2	0.7180	0.7180	0.7202
S3	0.7135	0.7150	0.7198
S4	0.7091	0.7106	0.7186

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7520	0.7274
R3	0.7481	0.7404	0.7242
R2	0.7365	0.7365	0.7231
R1	0.7287	0.7287	0.7221	0.7268
PP	0.7248	0.7248	0.7248	0.7238
S1	0.7171	0.7171	0.7199	0.7151
S2	0.7132	0.7132	0.7189
S3	0.7015	0.7054	0.7178
S4	0.6899	0.6938	0.7146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7326	0.7209	0.0117	1.6%	0.0041	0.6%	1%	False	True	87,860
10	0.7356	0.7209	0.0147	2.0%	0.0040	0.6%	1%	False	True	85,319
20	0.7382	0.7209	0.0173	2.4%	0.0043	0.6%	1%	False	True	89,217
40	0.7485	0.7209	0.0276	3.8%	0.0042	0.6%	0%	False	True	77,520
60	0.7521	0.7209	0.0312	4.3%	0.0039	0.5%	0%	False	True	51,827
80	0.7652	0.7209	0.0443	6.1%	0.0039	0.5%	0%	False	True	38,909
100	0.7652	0.7209	0.0443	6.1%	0.0038	0.5%	0%	False	True	31,163
120	0.7652	0.7209	0.0443	6.1%	0.0035	0.5%	0%	False	True	25,978

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7443
2.618	0.7370
1.618	0.7326
1.000	0.7298
0.618	0.7281
HIGH	0.7254
0.618	0.7237
0.500	0.7231
0.382	0.7226
LOW	0.7209
0.618	0.7181
1.000	0.7165
1.618	0.7137
2.618	0.7092
4.250	0.7020

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	0.7231	0.7249
PP	0.7224	0.7236
S1	0.7217	0.7223

Download as Excel Spreadsheet

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

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