CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 21-Dec-2023

Day Change Summary
	Previous	Current
	20-Dec-2023	21-Dec-2023	Change	Change %	Previous Week
Open	0.7510	0.7494	-0.0016	-0.2%	0.7372
High	0.7523	0.7543	0.0021	0.3%	0.7501
Low	0.7490	0.7492	0.0003	0.0%	0.7354
Close	0.7506	0.7535	0.0029	0.4%	0.7490
Range	0.0033	0.0051	0.0018	54.5%	0.0147
ATR	0.0038	0.0039	0.0001	2.3%	0.0000
Volume	86,775	82,035	-4,740	-5.5%	378,794

Daily Pivots for day following 21-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7676	0.7656	0.7563
R3	0.7625	0.7605	0.7549
R2	0.7574	0.7574	0.7544
R1	0.7554	0.7554	0.7539	0.7564
PP	0.7523	0.7523	0.7523	0.7528
S1	0.7503	0.7503	0.7530	0.7513
S2	0.7472	0.7472	0.7525
S3	0.7421	0.7452	0.7520
S4	0.7370	0.7401	0.7506

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7836	0.7570
R3	0.7742	0.7689	0.7530
R2	0.7595	0.7595	0.7516
R1	0.7542	0.7542	0.7503	0.7569
PP	0.7448	0.7448	0.7448	0.7461
S1	0.7395	0.7395	0.7476	0.7422
S2	0.7301	0.7301	0.7463
S3	0.7154	0.7248	0.7449
S4	0.7007	0.7101	0.7409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7543	0.7465	0.0079	1.0%	0.0039	0.5%	89%	True	False	88,956
10	0.7543	0.7354	0.0190	2.5%	0.0042	0.6%	96%	True	False	70,722
20	0.7543	0.7307	0.0236	3.1%	0.0038	0.5%	96%	True	False	36,257
40	0.7543	0.7212	0.0332	4.4%	0.0038	0.5%	97%	True	False	18,307
60	0.7543	0.7212	0.0332	4.4%	0.0039	0.5%	97%	True	False	12,303
80	0.7543	0.7212	0.0332	4.4%	0.0035	0.5%	97%	True	False	9,270
100	0.7543	0.7212	0.0332	4.4%	0.0030	0.4%	97%	True	False	7,418
120	0.7656	0.7212	0.0444	5.9%	0.0027	0.4%	73%	False	False	6,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7760
2.618	0.7677
1.618	0.7626
1.000	0.7594
0.618	0.7575
HIGH	0.7543
0.618	0.7524
0.500	0.7518
0.382	0.7511
LOW	0.7492
0.618	0.7460
1.000	0.7441
1.618	0.7409
2.618	0.7358
4.250	0.7275

Fisher Pivots for day following 21-Dec-2023
Pivot	1 day	3 day
R1	0.7529	0.7526
PP	0.7523	0.7517
S1	0.7518	0.7508

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

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