CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 08-Dec-2023

Day Change Summary
	Previous	Current
	07-Dec-2023	08-Dec-2023	Change	Change %	Previous Week
Open	0.7368	0.7364	-0.0005	-0.1%	0.7422
High	0.7373	0.7390	0.0018	0.2%	0.7430
Low	0.7355	0.7359	0.0005	0.1%	0.7355
Close	0.7368	0.7372	0.0004	0.1%	0.7372
Range	0.0018	0.0031	0.0013	72.2%	0.0076
ATR	0.0036	0.0036	0.0000	-1.0%	0.0000
Volume	2,585	6,962	4,377	169.3%	17,781

Daily Pivots for day following 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7467	0.7450	0.7389
R3	0.7436	0.7419	0.7381
R2	0.7405	0.7405	0.7378
R1	0.7388	0.7388	0.7375	0.7397
PP	0.7374	0.7374	0.7374	0.7378
S1	0.7357	0.7357	0.7369	0.7366
S2	0.7343	0.7343	0.7366
S3	0.7312	0.7326	0.7363
S4	0.7281	0.7295	0.7355

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7568	0.7414
R3	0.7537	0.7492	0.7393
R2	0.7461	0.7461	0.7386
R1	0.7417	0.7417	0.7379	0.7401
PP	0.7386	0.7386	0.7386	0.7378
S1	0.7341	0.7341	0.7365	0.7326
S2	0.7310	0.7310	0.7358
S3	0.7235	0.7266	0.7351
S4	0.7159	0.7190	0.7330

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7430	0.7355	0.0076	1.0%	0.0030	0.4%	23%	False	False	3,556
10	0.7430	0.7338	0.0093	1.3%	0.0032	0.4%	37%	False	False	2,425
20	0.7430	0.7233	0.0197	2.7%	0.0036	0.5%	71%	False	False	1,395
40	0.7430	0.7212	0.0219	3.0%	0.0036	0.5%	73%	False	False	877
60	0.7484	0.7212	0.0273	3.7%	0.0036	0.5%	59%	False	False	664
80	0.7484	0.7212	0.0273	3.7%	0.0032	0.4%	59%	False	False	519
100	0.7626	0.7212	0.0414	5.6%	0.0028	0.4%	39%	False	False	415
120	0.7656	0.7212	0.0444	6.0%	0.0024	0.3%	36%	False	False	348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7471
1.618	0.7440
1.000	0.7421
0.618	0.7409
HIGH	0.7390
0.618	0.7378
0.500	0.7375
0.382	0.7371
LOW	0.7359
0.618	0.7340
1.000	0.7328
1.618	0.7309
2.618	0.7278
4.250	0.7227

Fisher Pivots for day following 08-Dec-2023
Pivot	1 day	3 day
R1	0.7375	0.7373
PP	0.7374	0.7372
S1	0.7373	0.7372

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

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