CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	0.7223	0.7282	0.0060	0.8%	0.7215
High	0.7284	0.7328	0.0044	0.6%	0.7328
Low	0.7222	0.7272	0.0050	0.7%	0.7199
Close	0.7276	0.7325	0.0050	0.7%	0.7325
Range	0.0062	0.0057	-0.0006	-8.9%	0.0130
ATR	0.0043	0.0044	0.0001	2.3%	0.0000
Volume	90,360	112,009	21,649	24.0%	445,599

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7458	0.7356
R3	0.7421	0.7401	0.7341
R2	0.7365	0.7365	0.7335
R1	0.7345	0.7345	0.7330	0.7355
PP	0.7308	0.7308	0.7308	0.7313
S1	0.7288	0.7288	0.7320	0.7298
S2	0.7252	0.7252	0.7315
S3	0.7195	0.7232	0.7309
S4	0.7139	0.7175	0.7294

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7628	0.7396
R3	0.7543	0.7499	0.7361
R2	0.7413	0.7413	0.7349
R1	0.7369	0.7369	0.7337	0.7391
PP	0.7284	0.7284	0.7284	0.7295
S1	0.7240	0.7240	0.7313	0.7262
S2	0.7154	0.7154	0.7301
S3	0.7025	0.7110	0.7289
S4	0.6895	0.6981	0.7254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7328	0.7199	0.0130	1.8%	0.0044	0.6%	98%	True	False	89,119
10	0.7328	0.7199	0.0130	1.8%	0.0042	0.6%	98%	True	False	88,490
20	0.7377	0.7199	0.0178	2.4%	0.0041	0.6%	71%	False	False	84,253
40	0.7485	0.7199	0.0287	3.9%	0.0042	0.6%	44%	False	False	87,800
60	0.7485	0.7199	0.0287	3.9%	0.0039	0.5%	44%	False	False	59,231
80	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	28%	False	False	44,465
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	28%	False	False	35,609
120	0.7652	0.7199	0.0454	6.2%	0.0036	0.5%	28%	False	False	29,691

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7568
2.618	0.7476
1.618	0.7419
1.000	0.7385
0.618	0.7363
HIGH	0.7328
0.618	0.7306
0.500	0.7300
0.382	0.7293
LOW	0.7272
0.618	0.7237
1.000	0.7215
1.618	0.7180
2.618	0.7124
4.250	0.7031

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	0.7317	0.7304
PP	0.7308	0.7284
S1	0.7300	0.7263

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols