CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	0.7398	0.7368	-0.0030	-0.4%	0.7350
High	0.7398	0.7391	-0.0008	-0.1%	0.7427
Low	0.7369	0.7366	-0.0003	0.0%	0.7338
Close	0.7372	0.7372	-0.0001	0.0%	0.7423
Range	0.0030	0.0025	-0.0005	-16.9%	0.0089
ATR	0.0039	0.0038	-0.0001	-2.6%	0.0000
Volume	2,204	3,215	1,011	45.9%	6,471

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7450	0.7435	0.7385
R3	0.7425	0.7411	0.7378
R2	0.7401	0.7401	0.7376
R1	0.7386	0.7386	0.7374	0.7393
PP	0.7376	0.7376	0.7376	0.7380
S1	0.7362	0.7362	0.7369	0.7369
S2	0.7352	0.7352	0.7367
S3	0.7327	0.7337	0.7365
S4	0.7303	0.7313	0.7358

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%	0.0036	0.5%	25%	False	False	2,399
10	0.7430	0.7279	0.0152	2.1%	0.0037	0.5%	61%	False	False	1,572
20	0.7430	0.7233	0.0197	2.7%	0.0037	0.5%	70%	False	False	941
40	0.7430	0.7212	0.0219	3.0%	0.0037	0.5%	73%	False	False	652
60	0.7484	0.7212	0.0273	3.7%	0.0036	0.5%	59%	False	False	509
80	0.7484	0.7212	0.0273	3.7%	0.0031	0.4%	59%	False	False	399
100	0.7626	0.7212	0.0414	5.6%	0.0027	0.4%	39%	False	False	321
120	0.7656	0.7212	0.0444	6.0%	0.0024	0.3%	36%	False	False	270

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7495
2.618	0.7455
1.618	0.7430
1.000	0.7415
0.618	0.7406
HIGH	0.7391
0.618	0.7381
0.500	0.7378
0.382	0.7375
LOW	0.7366
0.618	0.7351
1.000	0.7342
1.618	0.7326
2.618	0.7302
4.250	0.7262

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	0.7378	0.7398
PP	0.7376	0.7389
S1	0.7374	0.7380

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

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