CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	0.7477	0.7463	-0.0014	-0.2%	0.7362
High	0.7489	0.7500	0.0011	0.1%	0.7490
Low	0.7458	0.7463	0.0006	0.1%	0.7344
Close	0.7468	0.7493	0.0026	0.3%	0.7479
Range	0.0032	0.0037	0.0005	15.9%	0.0147
ATR	0.0040	0.0040	0.0000	-0.6%	0.0000
Volume	9,341	224	-9,117	-97.6%	507,158

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7595	0.7580	0.7513
R3	0.7558	0.7544	0.7503
R2	0.7522	0.7522	0.7500
R1	0.7507	0.7507	0.7496	0.7515
PP	0.7485	0.7485	0.7485	0.7489
S1	0.7471	0.7471	0.7490	0.7478
S2	0.7449	0.7449	0.7486
S3	0.7412	0.7434	0.7483
S4	0.7376	0.7398	0.7473

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	0.7500	0.7350	0.0150	2.0%	0.0046	0.6%	96%	True	False	66,612
10	0.7500	0.7343	0.0157	2.1%	0.0038	0.5%	96%	True	False	71,366
20	0.7500	0.7267	0.0233	3.1%	0.0038	0.5%	97%	True	False	75,682
40	0.7500	0.7199	0.0301	4.0%	0.0040	0.5%	98%	True	False	76,137
60	0.7500	0.7199	0.0301	4.0%	0.0041	0.6%	98%	True	False	80,966
80	0.7500	0.7199	0.0301	4.0%	0.0040	0.5%	98%	True	False	72,418
100	0.7613	0.7199	0.0415	5.5%	0.0039	0.5%	71%	False	False	57,984
120	0.7652	0.7199	0.0454	6.1%	0.0039	0.5%	65%	False	False	48,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7655
2.618	0.7595
1.618	0.7559
1.000	0.7536
0.618	0.7522
HIGH	0.7500
0.618	0.7486
0.500	0.7481
0.382	0.7477
LOW	0.7463
0.618	0.7440
1.000	0.7427
1.618	0.7404
2.618	0.7367
4.250	0.7308

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	0.7489	0.7488
PP	0.7485	0.7483
S1	0.7481	0.7477

Download as Excel Spreadsheet

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

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