CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	0.7290	0.7301	0.0011	0.1%	0.7250
High	0.7313	0.7310	-0.0003	0.0%	0.7327
Low	0.7285	0.7267	-0.0018	-0.2%	0.7227
Close	0.7302	0.7301	-0.0001	0.0%	0.7292
Range	0.0028	0.0043	0.0015	54.5%	0.0100
ATR	0.0041	0.0041	0.0000	0.3%	0.0000
Volume	65,830	67,562	1,732	2.6%	348,048

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7420	0.7403	0.7324
R3	0.7377	0.7360	0.7312
R2	0.7335	0.7335	0.7308
R1	0.7318	0.7318	0.7304	0.7322
PP	0.7292	0.7292	0.7292	0.7294
S1	0.7275	0.7275	0.7297	0.7279
S2	0.7250	0.7250	0.7293
S3	0.7207	0.7233	0.7289
S4	0.7165	0.7190	0.7277

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	0.7315	0.7262	0.0053	0.7%	0.0038	0.5%	74%	False	False	64,769
10	0.7327	0.7221	0.0106	1.5%	0.0040	0.5%	75%	False	False	66,288
20	0.7341	0.7199	0.0143	2.0%	0.0041	0.6%	72%	False	False	74,091
40	0.7462	0.7199	0.0263	3.6%	0.0043	0.6%	39%	False	False	82,920
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	36%	False	False	73,522
80	0.7548	0.7199	0.0349	4.8%	0.0039	0.5%	29%	False	False	55,223
100	0.7652	0.7199	0.0454	6.2%	0.0040	0.5%	22%	False	False	44,211
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	22%	False	False	36,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7490
2.618	0.7421
1.618	0.7378
1.000	0.7352
0.618	0.7336
HIGH	0.7310
0.618	0.7293
0.500	0.7288
0.382	0.7283
LOW	0.7267
0.618	0.7241
1.000	0.7225
1.618	0.7198
2.618	0.7156
4.250	0.7086

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	0.7296	0.7297
PP	0.7292	0.7293
S1	0.7288	0.7290

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols