CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	0.7324	0.7305	-0.0020	-0.3%	0.7215
High	0.7341	0.7306	-0.0035	-0.5%	0.7328
Low	0.7302	0.7260	-0.0043	-0.6%	0.7199
Close	0.7310	0.7271	-0.0039	-0.5%	0.7325
Range	0.0039	0.0047	0.0008	19.2%	0.0130
ATR	0.0043	0.0044	0.0000	1.1%	0.0000
Volume	70,840	72,210	1,370	1.9%	445,599

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7418	0.7391	0.7297
R3	0.7372	0.7345	0.7284
R2	0.7325	0.7325	0.7280
R1	0.7298	0.7298	0.7275	0.7289
PP	0.7279	0.7279	0.7279	0.7274
S1	0.7252	0.7252	0.7267	0.7242
S2	0.7232	0.7232	0.7262
S3	0.7186	0.7205	0.7258
S4	0.7139	0.7159	0.7245

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	2.0%	0.0047	0.6%	51%	False	False	88,175
10	0.7341	0.7199	0.0143	2.0%	0.0042	0.6%	51%	False	False	86,186
20	0.7376	0.7199	0.0177	2.4%	0.0042	0.6%	41%	False	False	83,457
40	0.7485	0.7199	0.0287	3.9%	0.0042	0.6%	25%	False	False	89,367
60	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	25%	False	False	61,608
80	0.7636	0.7199	0.0438	6.0%	0.0039	0.5%	17%	False	False	46,248
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	16%	False	False	37,034
120	0.7652	0.7199	0.0454	6.2%	0.0036	0.5%	16%	False	False	30,883

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7504
2.618	0.7428
1.618	0.7381
1.000	0.7353
0.618	0.7335
HIGH	0.7306
0.618	0.7288
0.500	0.7283
0.382	0.7277
LOW	0.7260
0.618	0.7231
1.000	0.7213
1.618	0.7184
2.618	0.7138
4.250	0.7062

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	0.7283	0.7300
PP	0.7279	0.7291
S1	0.7275	0.7281

Download as Excel Spreadsheet

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

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