CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	0.7250	0.7249	-0.0001	0.0%	0.7324
High	0.7262	0.7311	0.0050	0.7%	0.7341
Low	0.7233	0.7227	-0.0006	-0.1%	0.7221
Close	0.7251	0.7305	0.0054	0.7%	0.7245
Range	0.0029	0.0084	0.0056	194.7%	0.0120
ATR	0.0041	0.0044	0.0003	7.5%	0.0000
Volume	42,517	90,869	48,352	113.7%	327,321

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7533	0.7503	0.7351
R3	0.7449	0.7419	0.7328
R2	0.7365	0.7365	0.7320
R1	0.7335	0.7335	0.7312	0.7350
PP	0.7281	0.7281	0.7281	0.7288
S1	0.7251	0.7251	0.7297	0.7266
S2	0.7197	0.7197	0.7289
S3	0.7113	0.7167	0.7281
S4	0.7029	0.7083	0.7258

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	0.7311	0.7221	0.0090	1.2%	0.0043	0.6%	93%	True	False	63,531
10	0.7341	0.7199	0.0143	2.0%	0.0045	0.6%	74%	False	False	75,853
20	0.7350	0.7199	0.0152	2.1%	0.0042	0.6%	70%	False	False	80,139
40	0.7474	0.7199	0.0276	3.8%	0.0043	0.6%	38%	False	False	85,736
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	37%	False	False	66,890
80	0.7615	0.7199	0.0416	5.7%	0.0039	0.5%	25%	False	False	50,213
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	23%	False	False	40,204
120	0.7652	0.7199	0.0454	6.2%	0.0037	0.5%	23%	False	False	33,529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.7668
2.618	0.7531
1.618	0.7447
1.000	0.7395
0.618	0.7363
HIGH	0.7311
0.618	0.7279
0.500	0.7269
0.382	0.7259
LOW	0.7227
0.618	0.7175
1.000	0.7143
1.618	0.7091
2.618	0.7007
4.250	0.6870

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	0.7293	0.7292
PP	0.7281	0.7279
S1	0.7269	0.7266

Download as Excel Spreadsheet

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

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