CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 03-Nov-2023
Day Change Summary
Previous Current
02-Nov-2023 03-Nov-2023 Change Change % Previous Week
Open 0.7223 0.7282 0.0060 0.8% 0.7215
High 0.7284 0.7328 0.0044 0.6% 0.7328
Low 0.7222 0.7272 0.0050 0.7% 0.7199
Close 0.7276 0.7325 0.0050 0.7% 0.7325
Range 0.0062 0.0057 -0.0006 -8.9% 0.0130
ATR 0.0043 0.0044 0.0001 2.3% 0.0000
Volume 90,360 112,009 21,649 24.0% 445,599
Daily Pivots for day following 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7478 0.7458 0.7356
R3 0.7421 0.7401 0.7341
R2 0.7365 0.7365 0.7335
R1 0.7345 0.7345 0.7330 0.7355
PP 0.7308 0.7308 0.7308 0.7313
S1 0.7288 0.7288 0.7320 0.7298
S2 0.7252 0.7252 0.7315
S3 0.7195 0.7232 0.7309
S4 0.7139 0.7175 0.7294
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7672 0.7628 0.7396
R3 0.7543 0.7499 0.7361
R2 0.7413 0.7413 0.7349
R1 0.7369 0.7369 0.7337 0.7391
PP 0.7284 0.7284 0.7284 0.7295
S1 0.7240 0.7240 0.7313 0.7262
S2 0.7154 0.7154 0.7301
S3 0.7025 0.7110 0.7289
S4 0.6895 0.6981 0.7254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7328 0.7199 0.0130 1.8% 0.0044 0.6% 98% True False 89,119
10 0.7328 0.7199 0.0130 1.8% 0.0042 0.6% 98% True False 88,490
20 0.7377 0.7199 0.0178 2.4% 0.0041 0.6% 71% False False 84,253
40 0.7485 0.7199 0.0287 3.9% 0.0042 0.6% 44% False False 87,800
60 0.7485 0.7199 0.0287 3.9% 0.0039 0.5% 44% False False 59,231
80 0.7652 0.7199 0.0454 6.2% 0.0039 0.5% 28% False False 44,465
100 0.7652 0.7199 0.0454 6.2% 0.0039 0.5% 28% False False 35,609
120 0.7652 0.7199 0.0454 6.2% 0.0036 0.5% 28% False False 29,691
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7568
2.618 0.7476
1.618 0.7419
1.000 0.7385
0.618 0.7363
HIGH 0.7328
0.618 0.7306
0.500 0.7300
0.382 0.7293
LOW 0.7272
0.618 0.7237
1.000 0.7215
1.618 0.7180
2.618 0.7124
4.250 0.7031
Fisher Pivots for day following 03-Nov-2023
Pivot 1 day 3 day
R1 0.7317 0.7304
PP 0.7308 0.7284
S1 0.7300 0.7263

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

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