CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	0.7339	0.7346	0.0008	0.1%	0.7293
High	0.7348	0.7377	0.0030	0.4%	0.7359
Low	0.7322	0.7346	0.0024	0.3%	0.7267
Close	0.7342	0.7374	0.0032	0.4%	0.7350
Range	0.0026	0.0031	0.0006	21.6%	0.0092
ATR	0.0042	0.0041	0.0000	-1.1%	0.0000
Volume	75,815	83,781	7,966	10.5%	302,790

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7459	0.7447	0.7391
R3	0.7428	0.7416	0.7382
R2	0.7397	0.7397	0.7379
R1	0.7385	0.7385	0.7376	0.7391
PP	0.7366	0.7366	0.7366	0.7368
S1	0.7354	0.7354	0.7371	0.7360
S2	0.7335	0.7335	0.7368
S3	0.7304	0.7323	0.7365
S4	0.7273	0.7292	0.7356

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	0.7377	0.7267	0.0110	1.5%	0.0038	0.5%	97%	True	False	81,776
10	0.7377	0.7227	0.0150	2.0%	0.0042	0.6%	98%	True	False	76,791
20	0.7377	0.7199	0.0179	2.4%	0.0041	0.6%	98%	True	False	75,571
40	0.7377	0.7199	0.0179	2.4%	0.0041	0.6%	98%	True	False	81,475
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	61%	False	False	78,045
80	0.7499	0.7199	0.0301	4.1%	0.0039	0.5%	58%	False	False	58,658
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	39%	False	False	46,959
120	0.7652	0.7199	0.0454	6.2%	0.0038	0.5%	39%	False	False	39,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7509
2.618	0.7458
1.618	0.7427
1.000	0.7408
0.618	0.7396
HIGH	0.7377
0.618	0.7365
0.500	0.7362
0.382	0.7358
LOW	0.7346
0.618	0.7327
1.000	0.7315
1.618	0.7296
2.618	0.7265
4.250	0.7214

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	0.7370	0.7361
PP	0.7366	0.7349
S1	0.7362	0.7336

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