CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	0.7254	0.7247	-0.0007	-0.1%	0.7324
High	0.7278	0.7254	-0.0024	-0.3%	0.7341
Low	0.7242	0.7221	-0.0021	-0.3%	0.7221
Close	0.7244	0.7245	0.0001	0.0%	0.7245
Range	0.0037	0.0033	-0.0004	-9.6%	0.0120
ATR	0.0042	0.0042	-0.0001	-1.6%	0.0000
Volume	75,567	52,379	-23,188	-30.7%	327,321

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7339	0.7325	0.7263
R3	0.7306	0.7292	0.7254
R2	0.7273	0.7273	0.7251
R1	0.7259	0.7259	0.7248	0.7249
PP	0.7240	0.7240	0.7240	0.7235
S1	0.7226	0.7226	0.7241	0.7216
S2	0.7207	0.7207	0.7238
S3	0.7174	0.7193	0.7235
S4	0.7141	0.7160	0.7226

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7629	0.7557	0.7311
R3	0.7509	0.7437	0.7278
R2	0.7389	0.7389	0.7267
R1	0.7317	0.7317	0.7256	0.7293
PP	0.7269	0.7269	0.7269	0.7257
S1	0.7197	0.7197	0.7234	0.7173
S2	0.7149	0.7149	0.7223
S3	0.7029	0.7077	0.7212
S4	0.6909	0.6957	0.7179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7341	0.7221	0.0120	1.7%	0.0037	0.5%	20%	False	True	65,464
10	0.7341	0.7199	0.0143	2.0%	0.0041	0.6%	32%	False	False	77,292
20	0.7356	0.7199	0.0157	2.2%	0.0041	0.6%	29%	False	False	81,305
40	0.7485	0.7199	0.0287	4.0%	0.0042	0.6%	16%	False	False	87,044
60	0.7485	0.7199	0.0287	4.0%	0.0040	0.6%	16%	False	False	64,673
80	0.7616	0.7199	0.0418	5.8%	0.0039	0.5%	11%	False	False	48,547
100	0.7652	0.7199	0.0454	6.3%	0.0039	0.5%	10%	False	False	38,872
120	0.7652	0.7199	0.0454	6.3%	0.0037	0.5%	10%	False	False	32,418

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7394
2.618	0.7340
1.618	0.7307
1.000	0.7287
0.618	0.7274
HIGH	0.7254
0.618	0.7241
0.500	0.7238
0.382	0.7234
LOW	0.7221
0.618	0.7201
1.000	0.7188
1.618	0.7168
2.618	0.7135
4.250	0.7081

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	0.7242	0.7250
PP	0.7240	0.7248
S1	0.7238	0.7246

Download as Excel Spreadsheet

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

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