CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	0.7358	0.7399	0.0041	0.6%	0.7412
High	0.7411	0.7467	0.0056	0.7%	0.7420
Low	0.7350	0.7399	0.0050	0.7%	0.7343
Close	0.7407	0.7458	0.0051	0.7%	0.7363
Range	0.0062	0.0068	0.0006	9.8%	0.0077
ATR	0.0039	0.0041	0.0002	5.2%	0.0000
Volume	142,836	132,238	-10,598	-7.4%	329,278

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7618	0.7495
R3	0.7576	0.7551	0.7477
R2	0.7509	0.7509	0.7470
R1	0.7483	0.7483	0.7464	0.7496
PP	0.7441	0.7441	0.7441	0.7448
S1	0.7416	0.7416	0.7452	0.7429
S2	0.7374	0.7374	0.7446
S3	0.7306	0.7348	0.7439
S4	0.7239	0.7281	0.7421

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	0.7467	0.7344	0.0123	1.6%	0.0046	0.6%	93%	True	False	107,009
10	0.7467	0.7343	0.0124	1.7%	0.0039	0.5%	93%	True	False	87,404
20	0.7467	0.7262	0.0205	2.7%	0.0039	0.5%	96%	True	False	82,305
40	0.7467	0.7199	0.0268	3.6%	0.0040	0.5%	97%	True	False	81,242
60	0.7467	0.7199	0.0268	3.6%	0.0041	0.6%	97%	True	False	84,369
80	0.7485	0.7199	0.0287	3.8%	0.0041	0.5%	91%	False	False	71,714
100	0.7613	0.7199	0.0415	5.6%	0.0039	0.5%	63%	False	False	57,407
120	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	57%	False	False	47,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.7753
2.618	0.7643
1.618	0.7576
1.000	0.7534
0.618	0.7508
HIGH	0.7467
0.618	0.7441
0.500	0.7433
0.382	0.7425
LOW	0.7399
0.618	0.7357
1.000	0.7332
1.618	0.7290
2.618	0.7222
4.250	0.7112

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	0.7450	0.7440
PP	0.7441	0.7423
S1	0.7433	0.7405

Download as Excel Spreadsheet

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

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