CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Dec-2023

Day Change Summary
	Previous	Current
	06-Dec-2023	07-Dec-2023	Change	Change %	Previous Week
Open	0.7359	0.7357	-0.0002	0.0%	0.7339
High	0.7382	0.7363	-0.0019	-0.3%	0.7416
Low	0.7356	0.7343	-0.0013	-0.2%	0.7322
Close	0.7361	0.7358	-0.0003	0.0%	0.7412
Range	0.0026	0.0020	-0.0006	-21.6%	0.0094
ATR	0.0040	0.0038	-0.0001	-3.5%	0.0000
Volume	64,394	56,232	-8,162	-12.7%	418,359

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7415	0.7406	0.7369
R3	0.7395	0.7386	0.7364
R2	0.7375	0.7375	0.7362
R1	0.7366	0.7366	0.7360	0.7371
PP	0.7355	0.7355	0.7355	0.7357
S1	0.7346	0.7346	0.7356	0.7351
S2	0.7335	0.7335	0.7354
S3	0.7315	0.7326	0.7353
S4	0.7295	0.7306	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	0.7343	0.0077	1.0%	0.0033	0.4%	20%	False	True	67,799
10	0.7420	0.7295	0.0125	1.7%	0.0036	0.5%	51%	False	False	78,722
20	0.7420	0.7221	0.0199	2.7%	0.0038	0.5%	69%	False	False	72,505
40	0.7420	0.7199	0.0221	3.0%	0.0040	0.5%	72%	False	False	77,640
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	56%	False	False	83,442
80	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	56%	False	False	65,035
100	0.7636	0.7199	0.0438	5.9%	0.0039	0.5%	36%	False	False	52,062
120	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	35%	False	False	43,413

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	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 99 trading days

Fibonacci Retracements and Extensions
4.250	0.7448
2.618	0.7415
1.618	0.7395
1.000	0.7383
0.618	0.7375
HIGH	0.7363
0.618	0.7355
0.500	0.7353
0.382	0.7351
LOW	0.7343
0.618	0.7331
1.000	0.7323
1.618	0.7311
2.618	0.7291
4.250	0.7258

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	0.7356	0.7366
PP	0.7355	0.7363
S1	0.7353	0.7361

Download as Excel Spreadsheet

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

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