CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	0.7386	0.7422	0.0036	0.5%	0.7350
High	0.7427	0.7430	0.0004	0.0%	0.7427
Low	0.7386	0.7385	-0.0001	0.0%	0.7338
Close	0.7423	0.7396	-0.0027	-0.4%	0.7423
Range	0.0041	0.0045	0.0005	11.1%	0.0089
ATR	0.0039	0.0039	0.0000	1.1%	0.0000
Volume	1,801	2,815	1,014	56.3%	6,471

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7539	0.7512	0.7421
R3	0.7494	0.7467	0.7408
R2	0.7449	0.7449	0.7404
R1	0.7422	0.7422	0.7400	0.7413
PP	0.7404	0.7404	0.7404	0.7399
S1	0.7377	0.7377	0.7392	0.7368
S2	0.7359	0.7359	0.7388
S3	0.7314	0.7332	0.7384
S4	0.7269	0.7287	0.7371

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7663	0.7632	0.7471
R3	0.7574	0.7543	0.7447
R2	0.7485	0.7485	0.7439
R1	0.7454	0.7454	0.7431	0.7469
PP	0.7396	0.7396	0.7396	0.7403
S1	0.7365	0.7365	0.7414	0.7380
S2	0.7307	0.7307	0.7406
S3	0.7218	0.7276	0.7398
S4	0.7129	0.7187	0.7374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7430	0.7352	0.0079	1.1%	0.0039	0.5%	57%	True	False	1,791
10	0.7430	0.7279	0.0152	2.0%	0.0037	0.5%	78%	True	False	1,084
20	0.7430	0.7233	0.0197	2.7%	0.0038	0.5%	83%	True	False	699
40	0.7430	0.7212	0.0219	3.0%	0.0037	0.5%	84%	True	False	523
60	0.7484	0.7212	0.0273	3.7%	0.0036	0.5%	68%	False	False	431
80	0.7484	0.7212	0.0273	3.7%	0.0031	0.4%	68%	False	False	332
100	0.7626	0.7212	0.0414	5.6%	0.0027	0.4%	45%	False	False	267
120	0.7656	0.7212	0.0444	6.0%	0.0024	0.3%	42%	False	False	224

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7621
2.618	0.7548
1.618	0.7503
1.000	0.7475
0.618	0.7458
HIGH	0.7430
0.618	0.7413
0.500	0.7408
0.382	0.7402
LOW	0.7385
0.618	0.7357
1.000	0.7340
1.618	0.7312
2.618	0.7267
4.250	0.7194

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	0.7408	0.7394
PP	0.7404	0.7393
S1	0.7400	0.7391

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

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