CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	0.7247	0.7250	0.0003	0.0%	0.7324
High	0.7254	0.7262	0.0008	0.1%	0.7341
Low	0.7221	0.7233	0.0012	0.2%	0.7221
Close	0.7245	0.7251	0.0006	0.1%	0.7245
Range	0.0033	0.0029	-0.0005	-13.6%	0.0120
ATR	0.0042	0.0041	-0.0001	-2.3%	0.0000
Volume	52,379	42,517	-9,862	-18.8%	327,321

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7334	0.7321	0.7266
R3	0.7305	0.7292	0.7258
R2	0.7277	0.7277	0.7256
R1	0.7264	0.7264	0.7253	0.7270
PP	0.7248	0.7248	0.7248	0.7252
S1	0.7235	0.7235	0.7248	0.7242
S2	0.7220	0.7220	0.7245
S3	0.7191	0.7207	0.7243
S4	0.7163	0.7178	0.7235

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	0.7306	0.7221	0.0085	1.2%	0.0035	0.5%	35%	False	False	59,799
10	0.7341	0.7199	0.0143	2.0%	0.0041	0.6%	36%	False	False	74,350
20	0.7355	0.7199	0.0157	2.2%	0.0041	0.6%	33%	False	False	80,599
40	0.7485	0.7199	0.0287	4.0%	0.0042	0.6%	18%	False	False	86,326
60	0.7485	0.7199	0.0287	4.0%	0.0040	0.6%	18%	False	False	65,378
80	0.7616	0.7199	0.0418	5.8%	0.0039	0.5%	12%	False	False	49,078
100	0.7652	0.7199	0.0454	6.3%	0.0039	0.5%	11%	False	False	39,296
120	0.7652	0.7199	0.0454	6.3%	0.0037	0.5%	11%	False	False	32,773

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7383
2.618	0.7336
1.618	0.7308
1.000	0.7290
0.618	0.7279
HIGH	0.7262
0.618	0.7251
0.500	0.7247
0.382	0.7244
LOW	0.7233
0.618	0.7215
1.000	0.7205
1.618	0.7187
2.618	0.7158
4.250	0.7112

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	0.7249	0.7250
PP	0.7248	0.7250
S1	0.7247	0.7250

Download as Excel Spreadsheet

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

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