CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	0.7235	0.7215	-0.0021	-0.3%	0.7301
High	0.7254	0.7244	-0.0010	-0.1%	0.7326
Low	0.7209	0.7213	0.0004	0.1%	0.7209
Close	0.7210	0.7240	0.0030	0.4%	0.7210
Range	0.0045	0.0031	-0.0014	-30.3%	0.0117
ATR	0.0041	0.0041	-0.0001	-1.3%	0.0000
Volume	79,442	71,930	-7,512	-9.5%	439,301

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7325	0.7313	0.7257
R3	0.7294	0.7282	0.7248
R2	0.7263	0.7263	0.7245
R1	0.7251	0.7251	0.7242	0.7257
PP	0.7232	0.7232	0.7232	0.7235
S1	0.7220	0.7220	0.7237	0.7226
S2	0.7201	0.7201	0.7234
S3	0.7170	0.7189	0.7231
S4	0.7139	0.7158	0.7222

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%	0.0039	0.5%	26%	False	False	85,859
10	0.7355	0.7209	0.0146	2.0%	0.0041	0.6%	21%	False	False	86,847
20	0.7377	0.7209	0.0168	2.3%	0.0041	0.6%	18%	False	False	87,379
40	0.7485	0.7209	0.0276	3.8%	0.0041	0.6%	11%	False	False	79,282
60	0.7499	0.7209	0.0290	4.0%	0.0039	0.5%	11%	False	False	53,020
80	0.7652	0.7209	0.0443	6.1%	0.0039	0.5%	7%	False	False	39,807
100	0.7652	0.7209	0.0443	6.1%	0.0038	0.5%	7%	False	False	31,880
120	0.7652	0.7209	0.0443	6.1%	0.0035	0.5%	7%	False	False	26,577

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7376
2.618	0.7325
1.618	0.7294
1.000	0.7275
0.618	0.7263
HIGH	0.7244
0.618	0.7232
0.500	0.7229
0.382	0.7225
LOW	0.7213
0.618	0.7194
1.000	0.7182
1.618	0.7163
2.618	0.7132
4.250	0.7081

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	0.7236	0.7237
PP	0.7232	0.7235
S1	0.7229	0.7233

Download as Excel Spreadsheet

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

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