CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	0.7354	0.7362	0.0008	0.1%	0.7412
High	0.7381	0.7381	0.0001	0.0%	0.7420
Low	0.7348	0.7351	0.0003	0.0%	0.7343
Close	0.7363	0.7370	0.0008	0.1%	0.7363
Range	0.0033	0.0030	-0.0003	-7.7%	0.0077
ATR	0.0038	0.0037	-0.0001	-1.5%	0.0000
Volume	76,312	68,523	-7,789	-10.2%	329,278

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7457	0.7444	0.7387
R3	0.7427	0.7414	0.7378
R2	0.7397	0.7397	0.7376
R1	0.7384	0.7384	0.7373	0.7391
PP	0.7367	0.7367	0.7367	0.7371
S1	0.7354	0.7354	0.7367	0.7361
S2	0.7337	0.7337	0.7365
S3	0.7307	0.7324	0.7362
S4	0.7277	0.7294	0.7354

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	0.7389	0.7343	0.0046	0.6%	0.0028	0.4%	59%	False	False	65,962
10	0.7420	0.7341	0.0079	1.1%	0.0034	0.5%	37%	False	False	74,034
20	0.7420	0.7227	0.0193	2.6%	0.0038	0.5%	74%	False	False	73,349
40	0.7420	0.7199	0.0221	3.0%	0.0039	0.5%	78%	False	False	77,327
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	60%	False	False	82,479
80	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	60%	False	False	66,842
100	0.7616	0.7199	0.0418	5.7%	0.0039	0.5%	41%	False	False	53,507
120	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	38%	False	False	44,619

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7509
2.618	0.7460
1.618	0.7430
1.000	0.7411
0.618	0.7400
HIGH	0.7381
0.618	0.7370
0.500	0.7366
0.382	0.7362
LOW	0.7351
0.618	0.7332
1.000	0.7321
1.618	0.7302
2.618	0.7272
4.250	0.7224

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	0.7369	0.7367
PP	0.7367	0.7365
S1	0.7366	0.7362

Download as Excel Spreadsheet

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

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