CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	0.7361	0.7376	0.0016	0.2%	0.7339
High	0.7381	0.7416	0.0035	0.5%	0.7416
Low	0.7341	0.7375	0.0035	0.5%	0.7322
Close	0.7373	0.7412	0.0040	0.5%	0.7412
Range	0.0040	0.0041	0.0001	1.3%	0.0094
ATR	0.0041	0.0041	0.0000	0.3%	0.0000
Volume	100,322	86,033	-14,289	-14.2%	418,359

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7522	0.7508	0.7434
R3	0.7482	0.7467	0.7423
R2	0.7441	0.7441	0.7419
R1	0.7427	0.7427	0.7416	0.7434
PP	0.7401	0.7401	0.7401	0.7405
S1	0.7386	0.7386	0.7408	0.7394
S2	0.7360	0.7360	0.7405
S3	0.7320	0.7346	0.7401
S4	0.7279	0.7305	0.7390

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7664	0.7631	0.7463
R3	0.7570	0.7538	0.7438
R2	0.7477	0.7477	0.7429
R1	0.7444	0.7444	0.7421	0.7461
PP	0.7383	0.7383	0.7383	0.7391
S1	0.7351	0.7351	0.7403	0.7367
S2	0.7290	0.7290	0.7395
S3	0.7196	0.7257	0.7386
S4	0.7103	0.7164	0.7361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7416	0.7322	0.0094	1.3%	0.0035	0.5%	96%	True	False	83,671
10	0.7416	0.7265	0.0151	2.0%	0.0038	0.5%	98%	True	False	78,139
20	0.7416	0.7221	0.0195	2.6%	0.0041	0.5%	98%	True	False	75,426
40	0.7416	0.7199	0.0217	2.9%	0.0041	0.6%	98%	True	False	79,523
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	75%	False	False	82,225
80	0.7489	0.7199	0.0291	3.9%	0.0039	0.5%	73%	False	False	61,882
100	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	47%	False	False	49,541
120	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	47%	False	False	41,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7588
2.618	0.7522
1.618	0.7481
1.000	0.7456
0.618	0.7441
HIGH	0.7416
0.618	0.7400
0.500	0.7395
0.382	0.7390
LOW	0.7375
0.618	0.7350
1.000	0.7335
1.618	0.7309
2.618	0.7269
4.250	0.7203

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	0.7406	0.7401
PP	0.7401	0.7389
S1	0.7395	0.7378

Download as Excel Spreadsheet

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

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