CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	0.7459	0.7477	0.0019	0.2%	0.7362
High	0.7490	0.7489	-0.0001	0.0%	0.7490
Low	0.7455	0.7458	0.0003	0.0%	0.7344
Close	0.7479	0.7468	-0.0012	-0.2%	0.7479
Range	0.0035	0.0032	-0.0004	-10.0%	0.0147
ATR	0.0041	0.0040	-0.0001	-1.6%	0.0000
Volume	48,421	9,341	-39,080	-80.7%	507,158

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7566	0.7548	0.7485
R3	0.7534	0.7517	0.7476
R2	0.7503	0.7503	0.7473
R1	0.7485	0.7485	0.7470	0.7478
PP	0.7471	0.7471	0.7471	0.7468
S1	0.7454	0.7454	0.7465	0.7447
S2	0.7440	0.7440	0.7462
S3	0.7408	0.7422	0.7459
S4	0.7377	0.7391	0.7450

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%	85%	False	False	89,595
10	0.7490	0.7343	0.0147	2.0%	0.0038	0.5%	85%	False	False	77,778
20	0.7490	0.7267	0.0223	3.0%	0.0038	0.5%	90%	False	False	78,346
40	0.7490	0.7199	0.0292	3.9%	0.0040	0.5%	92%	False	False	78,179
60	0.7490	0.7199	0.0292	3.9%	0.0041	0.5%	92%	False	False	82,073
80	0.7490	0.7199	0.0292	3.9%	0.0040	0.5%	92%	False	False	72,424
100	0.7613	0.7199	0.0415	5.6%	0.0039	0.5%	65%	False	False	57,983
120	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	59%	False	False	48,345

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7623
2.618	0.7571
1.618	0.7540
1.000	0.7521
0.618	0.7508
HIGH	0.7489
0.618	0.7477
0.500	0.7473
0.382	0.7470
LOW	0.7458
0.618	0.7438
1.000	0.7426
1.618	0.7407
2.618	0.7375
4.250	0.7324

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	0.7473	0.7460
PP	0.7471	0.7452
S1	0.7469	0.7445

Download as Excel Spreadsheet

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

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