CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	0.7371	0.7361	-0.0010	-0.1%	0.7293
High	0.7387	0.7381	-0.0006	-0.1%	0.7359
Low	0.7347	0.7341	-0.0006	-0.1%	0.7267
Close	0.7364	0.7373	0.0009	0.1%	0.7350
Range	0.0040	0.0040	0.0000	0.0%	0.0092
ATR	0.0041	0.0041	0.0000	-0.2%	0.0000
Volume	72,408	100,322	27,914	38.6%	302,790

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7485	0.7469	0.7395
R3	0.7445	0.7429	0.7384
R2	0.7405	0.7405	0.7380
R1	0.7389	0.7389	0.7376	0.7397
PP	0.7365	0.7365	0.7365	0.7369
S1	0.7349	0.7349	0.7369	0.7357
S2	0.7325	0.7325	0.7365
S3	0.7285	0.7309	0.7362
S4	0.7245	0.7269	0.7351

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	0.7295	0.0092	1.2%	0.0040	0.5%	85%	False	False	89,644
10	0.7387	0.7262	0.0125	1.7%	0.0039	0.5%	89%	False	False	77,207
20	0.7387	0.7221	0.0166	2.2%	0.0042	0.6%	92%	False	False	75,642
40	0.7387	0.7199	0.0188	2.6%	0.0041	0.6%	93%	False	False	79,758
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	61%	False	False	80,838
80	0.7489	0.7199	0.0291	3.9%	0.0039	0.5%	60%	False	False	60,809
100	0.7652	0.7199	0.0454	6.2%	0.0040	0.5%	38%	False	False	48,684
120	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	38%	False	False	40,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010

Fibonacci Retracements and Extensions
4.250	0.7551
2.618	0.7485
1.618	0.7445
1.000	0.7421
0.618	0.7405
HIGH	0.7381
0.618	0.7365
0.500	0.7361
0.382	0.7356
LOW	0.7341
0.618	0.7316
1.000	0.7301
1.618	0.7276
2.618	0.7236
4.250	0.7171

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	0.7369	0.7370
PP	0.7365	0.7367
S1	0.7361	0.7364

Download as Excel Spreadsheet

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

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