CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	0.7399	0.7459	0.0060	0.8%	0.7362
High	0.7467	0.7490	0.0024	0.3%	0.7490
Low	0.7399	0.7455	0.0056	0.8%	0.7344
Close	0.7458	0.7479	0.0021	0.3%	0.7479
Range	0.0068	0.0035	-0.0033	-48.1%	0.0147
ATR	0.0041	0.0041	0.0000	-1.1%	0.0000
Volume	132,238	48,421	-83,817	-63.4%	507,158

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7564	0.7498
R3	0.7545	0.7529	0.7489
R2	0.7510	0.7510	0.7485
R1	0.7494	0.7494	0.7482	0.7502
PP	0.7475	0.7475	0.7475	0.7479
S1	0.7459	0.7459	0.7476	0.7467
S2	0.7440	0.7440	0.7473
S3	0.7405	0.7424	0.7469
S4	0.7370	0.7389	0.7460

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7877	0.7825	0.7560
R3	0.7731	0.7678	0.7519
R2	0.7584	0.7584	0.7506
R1	0.7532	0.7532	0.7492	0.7558
PP	0.7438	0.7438	0.7438	0.7451
S1	0.7385	0.7385	0.7466	0.7411
S2	0.7291	0.7291	0.7452
S3	0.7145	0.7239	0.7439
S4	0.6998	0.7092	0.7398

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7490	0.7344	0.0147	2.0%	0.0047	0.6%	92%	True	False	101,431
10	0.7490	0.7343	0.0147	2.0%	0.0039	0.5%	93%	True	False	83,643
20	0.7490	0.7265	0.0226	3.0%	0.0038	0.5%	95%	True	False	80,891
40	0.7490	0.7199	0.0292	3.9%	0.0040	0.5%	96%	True	False	80,017
60	0.7490	0.7199	0.0292	3.9%	0.0041	0.5%	96%	True	False	83,471
80	0.7490	0.7199	0.0292	3.9%	0.0040	0.5%	96%	True	False	72,314
100	0.7613	0.7199	0.0415	5.5%	0.0039	0.5%	68%	False	False	57,891
120	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	62%	False	False	48,269

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

Fibonacci Retracements and Extensions
4.250	0.7639
2.618	0.7582
1.618	0.7547
1.000	0.7525
0.618	0.7512
HIGH	0.7490
0.618	0.7477
0.500	0.7473
0.382	0.7468
LOW	0.7455
0.618	0.7433
1.000	0.7420
1.618	0.7398
2.618	0.7363
4.250	0.7306

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	0.7477	0.7459
PP	0.7475	0.7440
S1	0.7473	0.7420

Download as Excel Spreadsheet

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

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