CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	0.7307	0.7312	0.0006	0.1%	0.7324
High	0.7327	0.7315	-0.0013	-0.2%	0.7341
Low	0.7297	0.7262	-0.0036	-0.5%	0.7221
Close	0.7312	0.7270	-0.0042	-0.6%	0.7245
Range	0.0030	0.0053	0.0023	76.7%	0.0120
ATR	0.0043	0.0044	0.0001	1.7%	0.0000
Volume	77,707	76,711	-996	-1.3%	327,321

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7409	0.7299
R3	0.7388	0.7356	0.7285
R2	0.7335	0.7335	0.7280
R1	0.7303	0.7303	0.7275	0.7292
PP	0.7282	0.7282	0.7282	0.7277
S1	0.7250	0.7250	0.7265	0.7239
S2	0.7229	0.7229	0.7260
S3	0.7176	0.7197	0.7255
S4	0.7123	0.7144	0.7241

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	1.5%	0.0046	0.6%	46%	False	False	68,036
10	0.7341	0.7221	0.0120	1.7%	0.0044	0.6%	41%	False	False	72,713
20	0.7341	0.7199	0.0143	2.0%	0.0042	0.6%	50%	False	False	79,143
40	0.7462	0.7199	0.0263	3.6%	0.0043	0.6%	27%	False	False	84,761
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	25%	False	False	69,455
80	0.7613	0.7199	0.0415	5.7%	0.0040	0.5%	17%	False	False	52,141
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	16%	False	False	41,745
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	16%	False	False	34,815

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7540
2.618	0.7453
1.618	0.7400
1.000	0.7368
0.618	0.7347
HIGH	0.7315
0.618	0.7294
0.500	0.7288
0.382	0.7282
LOW	0.7262
0.618	0.7229
1.000	0.7209
1.618	0.7176
2.618	0.7123
4.250	0.7036

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	0.7288	0.7277
PP	0.7282	0.7275
S1	0.7276	0.7272

Download as Excel Spreadsheet

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

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