CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	0.7422	0.7398	-0.0024	-0.3%	0.7350
High	0.7430	0.7398	-0.0032	-0.4%	0.7427
Low	0.7385	0.7369	-0.0017	-0.2%	0.7338
Close	0.7396	0.7372	-0.0024	-0.3%	0.7423
Range	0.0045	0.0030	-0.0016	-34.4%	0.0089
ATR	0.0039	0.0039	-0.0001	-1.8%	0.0000
Volume	2,815	2,204	-611	-21.7%	6,471

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7468	0.7450	0.7388
R3	0.7439	0.7420	0.7380
R2	0.7409	0.7409	0.7377
R1	0.7391	0.7391	0.7375	0.7385
PP	0.7380	0.7380	0.7380	0.7377
S1	0.7361	0.7361	0.7369	0.7356
S2	0.7350	0.7350	0.7367
S3	0.7321	0.7332	0.7364
S4	0.7291	0.7302	0.7356

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%	26%	False	False	2,056
10	0.7430	0.7279	0.0152	2.1%	0.0037	0.5%	62%	False	False	1,284
20	0.7430	0.7233	0.0197	2.7%	0.0038	0.5%	71%	False	False	796
40	0.7430	0.7212	0.0219	3.0%	0.0037	0.5%	73%	False	False	575
60	0.7484	0.7212	0.0273	3.7%	0.0036	0.5%	59%	False	False	467
80	0.7484	0.7212	0.0273	3.7%	0.0031	0.4%	59%	False	False	359
100	0.7626	0.7212	0.0414	5.6%	0.0027	0.4%	39%	False	False	289
120	0.7656	0.7212	0.0444	6.0%	0.0024	0.3%	36%	False	False	243

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7523
2.618	0.7475
1.618	0.7446
1.000	0.7428
0.618	0.7416
HIGH	0.7398
0.618	0.7387
0.500	0.7383
0.382	0.7380
LOW	0.7369
0.618	0.7350
1.000	0.7339
1.618	0.7321
2.618	0.7291
4.250	0.7243

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	0.7383	0.7399
PP	0.7380	0.7390
S1	0.7376	0.7381

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

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