CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	0.7389	0.7359	-0.0030	-0.4%	0.7339
High	0.7389	0.7382	-0.0007	-0.1%	0.7416
Low	0.7357	0.7356	-0.0001	0.0%	0.7322
Close	0.7362	0.7361	-0.0001	0.0%	0.7412
Range	0.0032	0.0026	-0.0006	-19.0%	0.0094
ATR	0.0041	0.0040	-0.0001	-2.7%	0.0000
Volume	64,351	64,394	43	0.1%	418,359

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7443	0.7427	0.7375
R3	0.7417	0.7402	0.7368
R2	0.7392	0.7392	0.7366
R1	0.7376	0.7376	0.7363	0.7384
PP	0.7366	0.7366	0.7366	0.7370
S1	0.7351	0.7351	0.7359	0.7359
S2	0.7341	0.7341	0.7356
S3	0.7315	0.7325	0.7354
S4	0.7290	0.7300	0.7347

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%	0.0037	0.5%	26%	False	False	76,617
10	0.7420	0.7267	0.0153	2.1%	0.0039	0.5%	62%	False	False	79,855
20	0.7420	0.7221	0.0199	2.7%	0.0039	0.5%	71%	False	False	72,510
40	0.7420	0.7199	0.0221	3.0%	0.0040	0.5%	74%	False	False	77,983
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	57%	False	False	83,748
80	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	57%	False	False	64,333
100	0.7636	0.7199	0.0438	5.9%	0.0039	0.5%	37%	False	False	51,500
120	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	36%	False	False	42,947

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7490
2.618	0.7448
1.618	0.7423
1.000	0.7407
0.618	0.7397
HIGH	0.7382
0.618	0.7372
0.500	0.7369
0.382	0.7366
LOW	0.7356
0.618	0.7340
1.000	0.7331
1.618	0.7315
2.618	0.7289
4.250	0.7248

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	0.7369	0.7388
PP	0.7366	0.7379
S1	0.7364	0.7370

Download as Excel Spreadsheet

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

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