CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 09-Nov-2023

Day Change Summary
	Previous	Current
	08-Nov-2023	09-Nov-2023	Change	Change %	Previous Week
Open	0.7270	0.7254	-0.0016	-0.2%	0.7215
High	0.7274	0.7278	0.0004	0.1%	0.7328
Low	0.7243	0.7242	-0.0001	0.0%	0.7199
Close	0.7249	0.7244	-0.0005	-0.1%	0.7325
Range	0.0032	0.0037	0.0005	15.9%	0.0130
ATR	0.0043	0.0042	0.0000	-1.1%	0.0000
Volume	56,325	75,567	19,242	34.2%	445,599

Daily Pivots for day following 09-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7364	0.7340	0.7264
R3	0.7327	0.7304	0.7254
R2	0.7291	0.7291	0.7250
R1	0.7267	0.7267	0.7247	0.7261
PP	0.7254	0.7254	0.7254	0.7251
S1	0.7231	0.7231	0.7240	0.7224
S2	0.7218	0.7218	0.7237
S3	0.7181	0.7194	0.7233
S4	0.7145	0.7158	0.7223

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	0.7242	0.0100	1.4%	0.0042	0.6%	2%	False	True	77,390
10	0.7341	0.7199	0.0143	2.0%	0.0042	0.6%	32%	False	False	79,998
20	0.7356	0.7199	0.0157	2.2%	0.0040	0.6%	29%	False	False	82,392
40	0.7485	0.7199	0.0287	4.0%	0.0042	0.6%	16%	False	False	88,498
60	0.7485	0.7199	0.0287	4.0%	0.0040	0.6%	16%	False	False	63,801
80	0.7636	0.7199	0.0438	6.0%	0.0039	0.5%	10%	False	False	47,893
100	0.7652	0.7199	0.0454	6.3%	0.0039	0.5%	10%	False	False	38,350
120	0.7652	0.7199	0.0454	6.3%	0.0036	0.5%	10%	False	False	31,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7433
2.618	0.7374
1.618	0.7337
1.000	0.7315
0.618	0.7301
HIGH	0.7278
0.618	0.7264
0.500	0.7260
0.382	0.7255
LOW	0.7242
0.618	0.7219
1.000	0.7205
1.618	0.7182
2.618	0.7146
4.250	0.7086

Fisher Pivots for day following 09-Nov-2023
Pivot	1 day	3 day
R1	0.7260	0.7274
PP	0.7254	0.7264
S1	0.7249	0.7254

Download as Excel Spreadsheet

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

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