CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 29-Nov-2023

Day Change Summary
	Previous	Current
	28-Nov-2023	29-Nov-2023	Change	Change %	Previous Week
Open	0.7346	0.7371	0.0025	0.3%	0.7293
High	0.7377	0.7387	0.0010	0.1%	0.7359
Low	0.7346	0.7347	0.0001	0.0%	0.7267
Close	0.7374	0.7364	-0.0010	-0.1%	0.7350
Range	0.0031	0.0040	0.0009	29.0%	0.0092
ATR	0.0041	0.0041	0.0000	-0.2%	0.0000
Volume	83,781	72,408	-11,373	-13.6%	302,790

Daily Pivots for day following 29-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7486	0.7465	0.7386
R3	0.7446	0.7425	0.7375
R2	0.7406	0.7406	0.7371
R1	0.7385	0.7385	0.7367	0.7375
PP	0.7366	0.7366	0.7366	0.7361
S1	0.7345	0.7345	0.7360	0.7335
S2	0.7326	0.7326	0.7356
S3	0.7286	0.7305	0.7353
S4	0.7246	0.7265	0.7342

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	0.7387	0.7267	0.0120	1.6%	0.0041	0.6%	81%	True	False	83,092
10	0.7387	0.7262	0.0125	1.7%	0.0038	0.5%	82%	True	False	74,945
20	0.7387	0.7199	0.0188	2.6%	0.0041	0.6%	88%	True	False	75,399
40	0.7387	0.7199	0.0188	2.6%	0.0041	0.6%	88%	True	False	80,277
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	58%	False	False	79,205
80	0.7492	0.7199	0.0293	4.0%	0.0040	0.5%	56%	False	False	59,562
100	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	36%	False	False	47,683
120	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	36%	False	False	39,765

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7557
2.618	0.7491
1.618	0.7451
1.000	0.7427
0.618	0.7411
HIGH	0.7387
0.618	0.7371
0.500	0.7367
0.382	0.7362
LOW	0.7347
0.618	0.7322
1.000	0.7307
1.618	0.7282
2.618	0.7242
4.250	0.7177

Fisher Pivots for day following 29-Nov-2023
Pivot	1 day	3 day
R1	0.7367	0.7360
PP	0.7366	0.7357
S1	0.7365	0.7354

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