CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 08-Nov-2023

Day Change Summary
	Previous	Current
	07-Nov-2023	08-Nov-2023	Change	Change %	Previous Week
Open	0.7305	0.7270	-0.0035	-0.5%	0.7215
High	0.7306	0.7274	-0.0032	-0.4%	0.7328
Low	0.7260	0.7243	-0.0017	-0.2%	0.7199
Close	0.7271	0.7249	-0.0023	-0.3%	0.7325
Range	0.0047	0.0032	-0.0015	-32.3%	0.0130
ATR	0.0044	0.0043	-0.0001	-2.0%	0.0000
Volume	72,210	56,325	-15,885	-22.0%	445,599

Daily Pivots for day following 08-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7350	0.7331	0.7266
R3	0.7318	0.7299	0.7257
R2	0.7287	0.7287	0.7254
R1	0.7268	0.7268	0.7251	0.7261
PP	0.7255	0.7255	0.7255	0.7252
S1	0.7236	0.7236	0.7246	0.7230
S2	0.7224	0.7224	0.7243
S3	0.7192	0.7205	0.7240
S4	0.7161	0.7173	0.7231

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	0.7222	0.0119	1.6%	0.0047	0.6%	22%	False	False	80,348
10	0.7341	0.7199	0.0143	2.0%	0.0041	0.6%	35%	False	False	81,894
20	0.7372	0.7199	0.0173	2.4%	0.0042	0.6%	29%	False	False	82,775
40	0.7485	0.7199	0.0287	4.0%	0.0042	0.6%	17%	False	False	88,910
60	0.7485	0.7199	0.0287	4.0%	0.0040	0.6%	17%	False	False	62,545
80	0.7636	0.7199	0.0438	6.0%	0.0039	0.5%	11%	False	False	46,951
100	0.7652	0.7199	0.0454	6.3%	0.0039	0.5%	11%	False	False	37,595
120	0.7652	0.7199	0.0454	6.3%	0.0036	0.5%	11%	False	False	31,352

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7408
2.618	0.7356
1.618	0.7325
1.000	0.7306
0.618	0.7293
HIGH	0.7274
0.618	0.7262
0.500	0.7258
0.382	0.7255
LOW	0.7243
0.618	0.7223
1.000	0.7211
1.618	0.7192
2.618	0.7160
4.250	0.7109

Fisher Pivots for day following 08-Nov-2023
Pivot	1 day	3 day
R1	0.7258	0.7292
PP	0.7255	0.7277
S1	0.7252	0.7263

Download as Excel Spreadsheet

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

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