CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	0.7238	0.7214	-0.0024	-0.3%	0.7301
High	0.7244	0.7229	-0.0015	-0.2%	0.7326
Low	0.7203	0.7199	-0.0005	-0.1%	0.7209
Close	0.7217	0.7209	-0.0008	-0.1%	0.7210
Range	0.0041	0.0031	-0.0011	-25.6%	0.0117
ATR	0.0041	0.0040	-0.0001	-1.8%	0.0000
Volume	75,841	95,459	19,618	25.9%	439,301

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7304	0.7287	0.7225
R3	0.7273	0.7256	0.7217
R2	0.7243	0.7243	0.7214
R1	0.7226	0.7226	0.7211	0.7219
PP	0.7212	0.7212	0.7212	0.7209
S1	0.7195	0.7195	0.7206	0.7188
S2	0.7182	0.7182	0.7203
S3	0.7151	0.7165	0.7200
S4	0.7121	0.7134	0.7192

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	0.7257	0.7199	0.0059	0.8%	0.0035	0.5%	17%	False	True	83,441
10	0.7326	0.7199	0.0127	1.8%	0.0037	0.5%	8%	False	True	86,277
20	0.7377	0.7199	0.0178	2.5%	0.0040	0.6%	6%	False	True	83,873
40	0.7485	0.7199	0.0287	4.0%	0.0041	0.6%	3%	False	True	83,435
60	0.7489	0.7199	0.0291	4.0%	0.0038	0.5%	3%	False	True	55,865
80	0.7652	0.7199	0.0454	6.3%	0.0039	0.5%	2%	False	True	41,944
100	0.7652	0.7199	0.0454	6.3%	0.0038	0.5%	2%	False	True	33,592
120	0.7652	0.7199	0.0454	6.3%	0.0035	0.5%	2%	False	True	28,005

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7359
2.618	0.7309
1.618	0.7278
1.000	0.7260
0.618	0.7248
HIGH	0.7229
0.618	0.7217
0.500	0.7214
0.382	0.7210
LOW	0.7199
0.618	0.7180
1.000	0.7168
1.618	0.7149
2.618	0.7119
4.250	0.7069

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	0.7214	0.7221
PP	0.7212	0.7217
S1	0.7210	0.7213

Download as Excel Spreadsheet

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

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