CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	0.7215	0.7238	0.0023	0.3%	0.7301
High	0.7244	0.7244	0.0000	0.0%	0.7326
Low	0.7213	0.7203	-0.0010	-0.1%	0.7209
Close	0.7240	0.7217	-0.0023	-0.3%	0.7210
Range	0.0031	0.0041	0.0010	32.3%	0.0117
ATR	0.0041	0.0041	0.0000	0.0%	0.0000
Volume	71,930	75,841	3,911	5.4%	439,301

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7321	0.7239
R3	0.7303	0.7280	0.7228
R2	0.7262	0.7262	0.7224
R1	0.7239	0.7239	0.7220	0.7230
PP	0.7221	0.7221	0.7221	0.7217
S1	0.7198	0.7198	0.7213	0.7189
S2	0.7180	0.7180	0.7209
S3	0.7139	0.7157	0.7205
S4	0.7098	0.7116	0.7194

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	0.7289	0.7203	0.0086	1.2%	0.0037	0.5%	16%	False	True	84,197
10	0.7350	0.7203	0.0147	2.0%	0.0040	0.5%	9%	False	True	84,424
20	0.7377	0.7203	0.0174	2.4%	0.0041	0.6%	8%	False	True	85,155
40	0.7485	0.7203	0.0282	3.9%	0.0041	0.6%	5%	False	True	81,108
60	0.7492	0.7203	0.0289	4.0%	0.0039	0.5%	5%	False	True	54,283
80	0.7652	0.7203	0.0449	6.2%	0.0039	0.5%	3%	False	True	40,754
100	0.7652	0.7203	0.0449	6.2%	0.0038	0.5%	3%	False	True	32,638
120	0.7652	0.7203	0.0449	6.2%	0.0035	0.5%	3%	False	True	27,209

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7418
2.618	0.7351
1.618	0.7310
1.000	0.7285
0.618	0.7269
HIGH	0.7244
0.618	0.7228
0.500	0.7224
0.382	0.7219
LOW	0.7203
0.618	0.7178
1.000	0.7162
1.618	0.7137
2.618	0.7096
4.250	0.7029

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	0.7224	0.7228
PP	0.7221	0.7224
S1	0.7219	0.7220

Download as Excel Spreadsheet

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

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