CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	0.7282	0.7324	0.0042	0.6%	0.7215
High	0.7328	0.7341	0.0013	0.2%	0.7328
Low	0.7272	0.7302	0.0031	0.4%	0.7199
Close	0.7325	0.7310	-0.0016	-0.2%	0.7325
Range	0.0057	0.0039	-0.0018	-31.0%	0.0130
ATR	0.0044	0.0043	0.0000	-0.8%	0.0000
Volume	112,009	70,840	-41,169	-36.8%	445,599

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7435	0.7411	0.7331
R3	0.7396	0.7372	0.7320
R2	0.7357	0.7357	0.7317
R1	0.7333	0.7333	0.7313	0.7325
PP	0.7318	0.7318	0.7318	0.7314
S1	0.7294	0.7294	0.7306	0.7286
S2	0.7279	0.7279	0.7302
S3	0.7240	0.7255	0.7299
S4	0.7201	0.7216	0.7288

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	0.7341	0.7199	0.0143	1.9%	0.0046	0.6%	78%	True	False	88,901
10	0.7341	0.7199	0.0143	1.9%	0.0043	0.6%	78%	True	False	87,380
20	0.7377	0.7199	0.0178	2.4%	0.0041	0.6%	62%	False	False	84,499
40	0.7485	0.7199	0.0287	3.9%	0.0042	0.6%	39%	False	False	88,968
60	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	39%	False	False	60,410
80	0.7636	0.7199	0.0438	6.0%	0.0039	0.5%	25%	False	False	45,348
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	24%	False	False	36,315
120	0.7652	0.7199	0.0454	6.2%	0.0036	0.5%	24%	False	False	30,281

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7507
2.618	0.7443
1.618	0.7404
1.000	0.7380
0.618	0.7365
HIGH	0.7341
0.618	0.7326
0.500	0.7322
0.382	0.7317
LOW	0.7302
0.618	0.7278
1.000	0.7263
1.618	0.7239
2.618	0.7200
4.250	0.7136

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	0.7322	0.7300
PP	0.7318	0.7291
S1	0.7314	0.7282

Download as Excel Spreadsheet

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

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