CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	0.7273	0.7293	0.0021	0.3%	0.7250
High	0.7298	0.7307	0.0009	0.1%	0.7327
Low	0.7265	0.7276	0.0011	0.2%	0.7227
Close	0.7292	0.7290	-0.0003	0.0%	0.7292
Range	0.0034	0.0032	-0.0002	-6.0%	0.0100
ATR	0.0043	0.0042	-0.0001	-1.9%	0.0000
Volume	60,244	53,502	-6,742	-11.2%	348,048

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7385	0.7369	0.7307
R3	0.7354	0.7337	0.7298
R2	0.7322	0.7322	0.7295
R1	0.7306	0.7306	0.7292	0.7298
PP	0.7291	0.7291	0.7291	0.7287
S1	0.7274	0.7274	0.7287	0.7267
S2	0.7259	0.7259	0.7284
S3	0.7228	0.7243	0.7281
S4	0.7196	0.7211	0.7272

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%	63%	False	False	71,806
10	0.7327	0.7221	0.0106	1.5%	0.0041	0.6%	65%	False	False	65,803
20	0.7341	0.7199	0.0143	2.0%	0.0042	0.6%	64%	False	False	76,591
40	0.7462	0.7199	0.0263	3.6%	0.0043	0.6%	35%	False	False	83,608
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	32%	False	False	71,330
80	0.7613	0.7199	0.0415	5.7%	0.0040	0.5%	22%	False	False	53,560
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	20%	False	False	42,879
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	20%	False	False	35,759

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7441
2.618	0.7389
1.618	0.7358
1.000	0.7339
0.618	0.7326
HIGH	0.7307
0.618	0.7295
0.500	0.7291
0.382	0.7288
LOW	0.7276
0.618	0.7256
1.000	0.7244
1.618	0.7225
2.618	0.7193
4.250	0.7142

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	0.7291	0.7289
PP	0.7291	0.7289
S1	0.7290	0.7288

Download as Excel Spreadsheet

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

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