CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 0.7301 0.7309 0.0008 0.1% 0.7293
High 0.7310 0.7359 0.0049 0.7% 0.7359
Low 0.7267 0.7295 0.0028 0.4% 0.7267
Close 0.7301 0.7350 0.0049 0.7% 0.7350
Range 0.0043 0.0064 0.0021 49.4% 0.0092
ATR 0.0041 0.0043 0.0002 3.9% 0.0000
Volume 67,562 115,896 48,334 71.5% 302,790
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7525 0.7501 0.7384
R3 0.7461 0.7437 0.7367
R2 0.7398 0.7398 0.7361
R1 0.7374 0.7374 0.7355 0.7386
PP 0.7334 0.7334 0.7334 0.7340
S1 0.7310 0.7310 0.7344 0.7322
S2 0.7271 0.7271 0.7338
S3 0.7207 0.7247 0.7332
S4 0.7144 0.7183 0.7315
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7600 0.7566 0.7400
R3 0.7508 0.7475 0.7375
R2 0.7417 0.7417 0.7366
R1 0.7383 0.7383 0.7358 0.7400
PP 0.7325 0.7325 0.7325 0.7333
S1 0.7292 0.7292 0.7341 0.7308
S2 0.7234 0.7234 0.7333
S3 0.7142 0.7200 0.7324
S4 0.7051 0.7109 0.7299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7359 0.7265 0.0094 1.3% 0.0040 0.5% 90% True False 72,606
10 0.7359 0.7221 0.0138 1.9% 0.0043 0.6% 93% True False 70,321
20 0.7359 0.7199 0.0160 2.2% 0.0042 0.6% 94% True False 75,160
40 0.7462 0.7199 0.0263 3.6% 0.0044 0.6% 57% False False 83,788
60 0.7485 0.7199 0.0287 3.9% 0.0042 0.6% 53% False False 75,423
80 0.7521 0.7199 0.0322 4.4% 0.0040 0.5% 47% False False 56,668
100 0.7652 0.7199 0.0454 6.2% 0.0040 0.5% 33% False False 45,366
120 0.7652 0.7199 0.0454 6.2% 0.0038 0.5% 33% False False 37,835
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 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7628
2.618 0.7525
1.618 0.7461
1.000 0.7422
0.618 0.7398
HIGH 0.7359
0.618 0.7334
0.500 0.7327
0.382 0.7319
LOW 0.7295
0.618 0.7256
1.000 0.7232
1.618 0.7192
2.618 0.7129
4.250 0.7025
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 0.7342 0.7337
PP 0.7334 0.7325
S1 0.7327 0.7313

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

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