CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	0.7301	0.7309	0.0008	0.1%	0.7293
High	0.7310	0.7359	0.0049	0.7%	0.7359
Low	0.7267	0.7295	0.0028	0.4%	0.7267
Close	0.7301	0.7350	0.0049	0.7%	0.7350
Range	0.0043	0.0064	0.0021	49.4%	0.0092
ATR	0.0041	0.0043	0.0002	3.9%	0.0000
Volume	67,562	115,896	48,334	71.5%	302,790

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7525	0.7501	0.7384
R3	0.7461	0.7437	0.7367
R2	0.7398	0.7398	0.7361
R1	0.7374	0.7374	0.7355	0.7386
PP	0.7334	0.7334	0.7334	0.7340
S1	0.7310	0.7310	0.7344	0.7322
S2	0.7271	0.7271	0.7338
S3	0.7207	0.7247	0.7332
S4	0.7144	0.7183	0.7315

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7600	0.7566	0.7400
R3	0.7508	0.7475	0.7375
R2	0.7417	0.7417	0.7366
R1	0.7383	0.7383	0.7358	0.7400
PP	0.7325	0.7325	0.7325	0.7333
S1	0.7292	0.7292	0.7341	0.7308
S2	0.7234	0.7234	0.7333
S3	0.7142	0.7200	0.7324
S4	0.7051	0.7109	0.7299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7359	0.7265	0.0094	1.3%	0.0040	0.5%	90%	True	False	72,606
10	0.7359	0.7221	0.0138	1.9%	0.0043	0.6%	93%	True	False	70,321
20	0.7359	0.7199	0.0160	2.2%	0.0042	0.6%	94%	True	False	75,160
40	0.7462	0.7199	0.0263	3.6%	0.0044	0.6%	57%	False	False	83,788
60	0.7485	0.7199	0.0287	3.9%	0.0042	0.6%	53%	False	False	75,423
80	0.7521	0.7199	0.0322	4.4%	0.0040	0.5%	47%	False	False	56,668
100	0.7652	0.7199	0.0454	6.2%	0.0040	0.5%	33%	False	False	45,366
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	33%	False	False	37,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7628
2.618	0.7525
1.618	0.7461
1.000	0.7422
0.618	0.7398
HIGH	0.7359
0.618	0.7334
0.500	0.7327
0.382	0.7319
LOW	0.7295
0.618	0.7256
1.000	0.7232
1.618	0.7192
2.618	0.7129
4.250	0.7025

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	0.7342	0.7337
PP	0.7334	0.7325
S1	0.7327	0.7313

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