CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	0.7249	0.7307	0.0058	0.8%	0.7324
High	0.7311	0.7327	0.0016	0.2%	0.7341
Low	0.7227	0.7297	0.0070	1.0%	0.7221
Close	0.7305	0.7312	0.0008	0.1%	0.7245
Range	0.0084	0.0030	-0.0054	-64.3%	0.0120
ATR	0.0044	0.0043	-0.0001	-2.3%	0.0000
Volume	90,869	77,707	-13,162	-14.5%	327,321

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7402	0.7387	0.7329
R3	0.7372	0.7357	0.7320
R2	0.7342	0.7342	0.7318
R1	0.7327	0.7327	0.7315	0.7335
PP	0.7312	0.7312	0.7312	0.7316
S1	0.7297	0.7297	0.7309	0.7305
S2	0.7282	0.7282	0.7307
S3	0.7252	0.7267	0.7304
S4	0.7222	0.7237	0.7296

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	0.7327	0.7221	0.0106	1.4%	0.0042	0.6%	86%	True	False	67,807
10	0.7341	0.7221	0.0120	1.6%	0.0045	0.6%	76%	False	False	74,078
20	0.7341	0.7199	0.0143	1.9%	0.0041	0.6%	80%	False	False	80,178
40	0.7462	0.7199	0.0263	3.6%	0.0042	0.6%	43%	False	False	85,401
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	40%	False	False	68,183
80	0.7613	0.7199	0.0415	5.7%	0.0039	0.5%	27%	False	False	51,183
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	25%	False	False	40,981
120	0.7652	0.7199	0.0454	6.2%	0.0037	0.5%	25%	False	False	34,176

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7455
2.618	0.7406
1.618	0.7376
1.000	0.7357
0.618	0.7346
HIGH	0.7327
0.618	0.7316
0.500	0.7312
0.382	0.7308
LOW	0.7297
0.618	0.7278
1.000	0.7267
1.618	0.7248
2.618	0.7218
4.250	0.7170

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	0.7312	0.7300
PP	0.7312	0.7289
S1	0.7312	0.7277

Download as Excel Spreadsheet

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

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