CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 0.7250 0.7249 -0.0001 0.0% 0.7324
High 0.7262 0.7311 0.0050 0.7% 0.7341
Low 0.7233 0.7227 -0.0006 -0.1% 0.7221
Close 0.7251 0.7305 0.0054 0.7% 0.7245
Range 0.0029 0.0084 0.0056 194.7% 0.0120
ATR 0.0041 0.0044 0.0003 7.5% 0.0000
Volume 42,517 90,869 48,352 113.7% 327,321
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7533 0.7503 0.7351
R3 0.7449 0.7419 0.7328
R2 0.7365 0.7365 0.7320
R1 0.7335 0.7335 0.7312 0.7350
PP 0.7281 0.7281 0.7281 0.7288
S1 0.7251 0.7251 0.7297 0.7266
S2 0.7197 0.7197 0.7289
S3 0.7113 0.7167 0.7281
S4 0.7029 0.7083 0.7258
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7629 0.7557 0.7311
R3 0.7509 0.7437 0.7278
R2 0.7389 0.7389 0.7267
R1 0.7317 0.7317 0.7256 0.7293
PP 0.7269 0.7269 0.7269 0.7257
S1 0.7197 0.7197 0.7234 0.7173
S2 0.7149 0.7149 0.7223
S3 0.7029 0.7077 0.7212
S4 0.6909 0.6957 0.7179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7311 0.7221 0.0090 1.2% 0.0043 0.6% 93% True False 63,531
10 0.7341 0.7199 0.0143 2.0% 0.0045 0.6% 74% False False 75,853
20 0.7350 0.7199 0.0152 2.1% 0.0042 0.6% 70% False False 80,139
40 0.7474 0.7199 0.0276 3.8% 0.0043 0.6% 38% False False 85,736
60 0.7485 0.7199 0.0287 3.9% 0.0041 0.6% 37% False False 66,890
80 0.7615 0.7199 0.0416 5.7% 0.0039 0.5% 25% False False 50,213
100 0.7652 0.7199 0.0454 6.2% 0.0039 0.5% 23% False False 40,204
120 0.7652 0.7199 0.0454 6.2% 0.0037 0.5% 23% False False 33,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7668
2.618 0.7531
1.618 0.7447
1.000 0.7395
0.618 0.7363
HIGH 0.7311
0.618 0.7279
0.500 0.7269
0.382 0.7259
LOW 0.7227
0.618 0.7175
1.000 0.7143
1.618 0.7091
2.618 0.7007
4.250 0.6870
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 0.7293 0.7292
PP 0.7281 0.7279
S1 0.7269 0.7266

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

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