CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	0.7362	0.7367	0.0005	0.1%	0.7412
High	0.7381	0.7384	0.0003	0.0%	0.7420
Low	0.7351	0.7344	-0.0008	-0.1%	0.7343
Close	0.7370	0.7356	-0.0014	-0.2%	0.7363
Range	0.0030	0.0040	0.0010	33.3%	0.0077
ATR	0.0037	0.0037	0.0000	0.5%	0.0000
Volume	68,523	115,140	46,617	68.0%	329,278

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7481	0.7459	0.7378
R3	0.7441	0.7419	0.7367
R2	0.7401	0.7401	0.7363
R1	0.7379	0.7379	0.7360	0.7370
PP	0.7361	0.7361	0.7361	0.7357
S1	0.7339	0.7339	0.7352	0.7330
S2	0.7321	0.7321	0.7349
S3	0.7281	0.7299	0.7345
S4	0.7241	0.7259	0.7334

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	0.7384	0.7343	0.0041	0.6%	0.0030	0.4%	32%	True	False	76,120
10	0.7420	0.7341	0.0079	1.1%	0.0035	0.5%	20%	False	False	77,170
20	0.7420	0.7227	0.0193	2.6%	0.0038	0.5%	67%	False	False	76,981
40	0.7420	0.7199	0.0221	3.0%	0.0039	0.5%	71%	False	False	78,790
60	0.7485	0.7199	0.0287	3.9%	0.0041	0.6%	55%	False	False	83,211
80	0.7485	0.7199	0.0287	3.9%	0.0040	0.5%	55%	False	False	68,279
100	0.7616	0.7199	0.0418	5.7%	0.0039	0.5%	38%	False	False	54,658
120	0.7652	0.7199	0.0454	6.2%	0.0039	0.5%	35%	False	False	45,577

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7554
2.618	0.7488
1.618	0.7448
1.000	0.7424
0.618	0.7408
HIGH	0.7384
0.618	0.7368
0.500	0.7364
0.382	0.7359
LOW	0.7344
0.618	0.7319
1.000	0.7304
1.618	0.7279
2.618	0.7239
4.250	0.7174

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	0.7364	0.7364
PP	0.7361	0.7361
S1	0.7359	0.7359

Download as Excel Spreadsheet

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

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