CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	0.7372	0.7377	0.0005	0.1%	0.7422
High	0.7391	0.7393	0.0003	0.0%	0.7430
Low	0.7361	0.7354	-0.0008	-0.1%	0.7355
Close	0.7380	0.7366	-0.0014	-0.2%	0.7372
Range	0.0030	0.0040	0.0010	33.9%	0.0076
ATR	0.0035	0.0036	0.0000	0.8%	0.0000
Volume	18,286	61,055	42,769	233.9%	17,781

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7489	0.7467	0.7388
R3	0.7450	0.7428	0.7377
R2	0.7410	0.7410	0.7373
R1	0.7388	0.7388	0.7370	0.7380
PP	0.7371	0.7371	0.7371	0.7367
S1	0.7349	0.7349	0.7362	0.7340
S2	0.7331	0.7331	0.7359
S3	0.7292	0.7309	0.7355
S4	0.7252	0.7270	0.7344

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	0.7393	0.7354	0.0040	0.5%	0.0029	0.4%	32%	True	True	18,420
10	0.7430	0.7352	0.0079	1.1%	0.0034	0.5%	18%	False	False	10,238
20	0.7430	0.7244	0.0186	2.5%	0.0037	0.5%	66%	False	False	5,342
40	0.7430	0.7212	0.0219	3.0%	0.0036	0.5%	71%	False	False	2,854
60	0.7484	0.7212	0.0273	3.7%	0.0037	0.5%	57%	False	False	1,983
80	0.7484	0.7212	0.0273	3.7%	0.0032	0.4%	57%	False	False	1,509
100	0.7626	0.7212	0.0414	5.6%	0.0028	0.4%	37%	False	False	1,209
120	0.7656	0.7212	0.0444	6.0%	0.0025	0.3%	35%	False	False	1,009

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	0.7561
2.618	0.7496
1.618	0.7457
1.000	0.7433
0.618	0.7417
HIGH	0.7393
0.618	0.7378
0.500	0.7373
0.382	0.7369
LOW	0.7354
0.618	0.7329
1.000	0.7314
1.618	0.7290
2.618	0.7250
4.250	0.7186

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	0.7373	0.7373
PP	0.7371	0.7371
S1	0.7368	0.7368

Download as Excel Spreadsheet

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

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