CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	0.7357	0.7354	-0.0003	0.0%	0.7412
High	0.7363	0.7381	0.0018	0.2%	0.7420
Low	0.7343	0.7348	0.0005	0.1%	0.7343
Close	0.7358	0.7363	0.0005	0.1%	0.7363
Range	0.0020	0.0033	0.0013	62.5%	0.0077
ATR	0.0038	0.0038	0.0000	-1.1%	0.0000
Volume	56,232	76,312	20,080	35.7%	329,278

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7461	0.7444	0.7380
R3	0.7429	0.7412	0.7371
R2	0.7396	0.7396	0.7368
R1	0.7379	0.7379	0.7365	0.7388
PP	0.7364	0.7364	0.7364	0.7368
S1	0.7347	0.7347	0.7360	0.7355
S2	0.7331	0.7331	0.7357
S3	0.7299	0.7314	0.7354
S4	0.7266	0.7282	0.7345

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7560	0.7405
R3	0.7528	0.7484	0.7384
R2	0.7452	0.7452	0.7377
R1	0.7407	0.7407	0.7370	0.7391
PP	0.7375	0.7375	0.7375	0.7367
S1	0.7331	0.7331	0.7355	0.7315
S2	0.7299	0.7299	0.7348
S3	0.7222	0.7254	0.7341
S4	0.7146	0.7178	0.7320

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%	0.0031	0.4%	25%	False	False	65,855
10	0.7420	0.7322	0.0098	1.3%	0.0033	0.5%	42%	False	False	74,763
20	0.7420	0.7221	0.0199	2.7%	0.0038	0.5%	71%	False	False	72,542
40	0.7420	0.7199	0.0221	3.0%	0.0039	0.5%	74%	False	False	77,467
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	57%	False	False	83,180
80	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	57%	False	False	65,987
100	0.7636	0.7199	0.0438	5.9%	0.0039	0.5%	37%	False	False	52,823
120	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	36%	False	False	44,049

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7519
2.618	0.7466
1.618	0.7433
1.000	0.7413
0.618	0.7401
HIGH	0.7381
0.618	0.7368
0.500	0.7364
0.382	0.7360
LOW	0.7348
0.618	0.7328
1.000	0.7316
1.618	0.7295
2.618	0.7263
4.250	0.7210

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	0.7364	0.7362
PP	0.7364	0.7362
S1	0.7363	0.7362

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols