CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	0.7312	0.7273	-0.0040	-0.5%	0.7250
High	0.7315	0.7298	-0.0017	-0.2%	0.7327
Low	0.7262	0.7265	0.0003	0.0%	0.7227
Close	0.7270	0.7292	0.0022	0.3%	0.7292
Range	0.0053	0.0034	-0.0020	-36.8%	0.0100
ATR	0.0044	0.0043	-0.0001	-1.7%	0.0000
Volume	76,711	60,244	-16,467	-21.5%	348,048

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7385	0.7372	0.7310
R3	0.7352	0.7339	0.7301
R2	0.7318	0.7318	0.7298
R1	0.7305	0.7305	0.7295	0.7312
PP	0.7285	0.7285	0.7285	0.7288
S1	0.7272	0.7272	0.7289	0.7278
S2	0.7251	0.7251	0.7286
S3	0.7218	0.7238	0.7283
S4	0.7184	0.7205	0.7274

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7537	0.7347
R3	0.7482	0.7437	0.7320
R2	0.7382	0.7382	0.7310
R1	0.7337	0.7337	0.7301	0.7360
PP	0.7282	0.7282	0.7282	0.7293
S1	0.7237	0.7237	0.7283	0.7260
S2	0.7182	0.7182	0.7274
S3	0.7082	0.7137	0.7265
S4	0.6982	0.7037	0.7237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7327	0.7227	0.0100	1.4%	0.0046	0.6%	65%	False	False	69,609
10	0.7341	0.7221	0.0120	1.6%	0.0042	0.6%	59%	False	False	67,536
20	0.7341	0.7199	0.0143	2.0%	0.0042	0.6%	66%	False	False	78,013
40	0.7462	0.7199	0.0263	3.6%	0.0042	0.6%	36%	False	False	83,937
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	33%	False	False	70,450
80	0.7613	0.7199	0.0415	5.7%	0.0040	0.5%	23%	False	False	52,892
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	21%	False	False	42,345
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	21%	False	False	35,315

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7440
2.618	0.7386
1.618	0.7352
1.000	0.7332
0.618	0.7319
HIGH	0.7298
0.618	0.7285
0.500	0.7281
0.382	0.7277
LOW	0.7265
0.618	0.7244
1.000	0.7231
1.618	0.7210
2.618	0.7177
4.250	0.7122

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	0.7288	0.7294
PP	0.7285	0.7294
S1	0.7281	0.7293

Download as Excel Spreadsheet

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

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