CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	0.7376	0.7412	0.0036	0.5%	0.7339
High	0.7416	0.7420	0.0004	0.1%	0.7416
Low	0.7375	0.7375	-0.0001	0.0%	0.7322
Close	0.7412	0.7386	-0.0027	-0.4%	0.7412
Range	0.0041	0.0045	0.0005	11.1%	0.0094
ATR	0.0041	0.0041	0.0000	0.7%	0.0000
Volume	86,033	67,989	-18,044	-21.0%	418,359

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7528	0.7502	0.7410
R3	0.7483	0.7457	0.7398
R2	0.7438	0.7438	0.7394
R1	0.7412	0.7412	0.7390	0.7403
PP	0.7393	0.7393	0.7393	0.7389
S1	0.7367	0.7367	0.7381	0.7358
S2	0.7348	0.7348	0.7377
S3	0.7303	0.7322	0.7373
S4	0.7258	0.7277	0.7361

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	0.7420	0.7341	0.0079	1.1%	0.0039	0.5%	57%	True	False	82,106
10	0.7420	0.7267	0.0153	2.1%	0.0039	0.5%	78%	True	False	78,913
20	0.7420	0.7221	0.0199	2.7%	0.0040	0.5%	83%	True	False	73,225
40	0.7420	0.7199	0.0221	3.0%	0.0041	0.6%	85%	True	False	78,739
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	65%	False	False	82,942
80	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	65%	False	False	62,729
100	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	41%	False	False	50,217
120	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	41%	False	False	41,878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7611
2.618	0.7537
1.618	0.7492
1.000	0.7465
0.618	0.7447
HIGH	0.7420
0.618	0.7402
0.500	0.7397
0.382	0.7392
LOW	0.7375
0.618	0.7347
1.000	0.7330
1.618	0.7302
2.618	0.7257
4.250	0.7183

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	0.7397	0.7384
PP	0.7393	0.7382
S1	0.7389	0.7380

Download as Excel Spreadsheet

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

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