CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	0.7309	0.7339	0.0030	0.4%	0.7293
High	0.7359	0.7348	-0.0011	-0.1%	0.7359
Low	0.7295	0.7322	0.0027	0.4%	0.7267
Close	0.7350	0.7342	-0.0008	-0.1%	0.7350
Range	0.0064	0.0026	-0.0038	-59.8%	0.0092
ATR	0.0043	0.0042	-0.0001	-2.5%	0.0000
Volume	115,896	75,815	-40,081	-34.6%	302,790

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7414	0.7403	0.7356
R3	0.7388	0.7378	0.7349
R2	0.7363	0.7363	0.7347
R1	0.7352	0.7352	0.7344	0.7358
PP	0.7337	0.7337	0.7337	0.7340
S1	0.7327	0.7327	0.7340	0.7332
S2	0.7312	0.7312	0.7337
S3	0.7286	0.7301	0.7335
S4	0.7261	0.7276	0.7328

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	0.7267	0.0092	1.2%	0.0038	0.5%	82%	False	False	75,721
10	0.7359	0.7227	0.0132	1.8%	0.0042	0.6%	87%	False	False	72,665
20	0.7359	0.7199	0.0160	2.2%	0.0041	0.6%	90%	False	False	74,978
40	0.7382	0.7199	0.0183	2.5%	0.0042	0.6%	78%	False	False	82,097
60	0.7485	0.7199	0.0287	3.9%	0.0042	0.6%	50%	False	False	76,673
80	0.7521	0.7199	0.0322	4.4%	0.0040	0.5%	45%	False	False	57,615
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	32%	False	False	46,123
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	32%	False	False	38,466

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.7456
2.618	0.7414
1.618	0.7389
1.000	0.7373
0.618	0.7363
HIGH	0.7348
0.618	0.7338
0.500	0.7335
0.382	0.7332
LOW	0.7322
0.618	0.7306
1.000	0.7297
1.618	0.7281
2.618	0.7255
4.250	0.7214

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	0.7340	0.7332
PP	0.7337	0.7323
S1	0.7335	0.7313

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

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