CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	0.7293	0.7290	-0.0003	0.0%	0.7250
High	0.7307	0.7313	0.0006	0.1%	0.7327
Low	0.7276	0.7285	0.0010	0.1%	0.7227
Close	0.7290	0.7302	0.0012	0.2%	0.7292
Range	0.0032	0.0028	-0.0004	-12.7%	0.0100
ATR	0.0042	0.0041	-0.0001	-2.5%	0.0000
Volume	53,502	65,830	12,328	23.0%	348,048

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7382	0.7369	0.7317
R3	0.7355	0.7342	0.7309
R2	0.7327	0.7327	0.7307
R1	0.7314	0.7314	0.7304	0.7321
PP	0.7300	0.7300	0.7300	0.7303
S1	0.7287	0.7287	0.7299	0.7293
S2	0.7272	0.7272	0.7296
S3	0.7245	0.7259	0.7294
S4	0.7217	0.7232	0.7286

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	0.7262	0.0066	0.9%	0.0035	0.5%	61%	False	False	66,798
10	0.7327	0.7221	0.0106	1.5%	0.0039	0.5%	76%	False	False	65,165
20	0.7341	0.7199	0.0143	2.0%	0.0041	0.6%	72%	False	False	75,675
40	0.7462	0.7199	0.0263	3.6%	0.0042	0.6%	39%	False	False	83,356
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	36%	False	False	72,421
80	0.7580	0.7199	0.0382	5.2%	0.0039	0.5%	27%	False	False	54,381
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	23%	False	False	43,536
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	23%	False	False	36,307

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 30 trading days

Fibonacci Retracements and Extensions
4.250	0.7429
2.618	0.7384
1.618	0.7357
1.000	0.7340
0.618	0.7329
HIGH	0.7313
0.618	0.7302
0.500	0.7299
0.382	0.7296
LOW	0.7285
0.618	0.7268
1.000	0.7258
1.618	0.7241
2.618	0.7213
4.250	0.7168

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	0.7301	0.7297
PP	0.7300	0.7293
S1	0.7299	0.7289

Download as Excel Spreadsheet

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

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