CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	0.7494	0.7538	0.0045	0.6%	0.7487
High	0.7543	0.7576	0.0033	0.4%	0.7576
Low	0.7492	0.7533	0.0041	0.5%	0.7468
Close	0.7535	0.7552	0.0017	0.2%	0.7552
Range	0.0051	0.0043	-0.0008	-15.7%	0.0108
ATR	0.0039	0.0040	0.0000	0.7%	0.0000
Volume	82,035	83,496	1,461	1.8%	404,961

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7660	0.7575
R3	0.7639	0.7617	0.7563
R2	0.7596	0.7596	0.7559
R1	0.7574	0.7574	0.7555	0.7585
PP	0.7553	0.7553	0.7553	0.7559
S1	0.7531	0.7531	0.7548	0.7542
S2	0.7510	0.7510	0.7544
S3	0.7467	0.7488	0.7540
S4	0.7424	0.7445	0.7528

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7810	0.7611
R3	0.7747	0.7703	0.7581
R2	0.7639	0.7639	0.7571
R1	0.7595	0.7595	0.7561	0.7617
PP	0.7532	0.7532	0.7532	0.7543
S1	0.7488	0.7488	0.7542	0.7510
S2	0.7424	0.7424	0.7532
S3	0.7317	0.7380	0.7522
S4	0.7209	0.7273	0.7492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7576	0.7468	0.0108	1.4%	0.0040	0.5%	78%	True	False	80,992
10	0.7576	0.7354	0.0222	2.9%	0.0043	0.6%	89%	True	False	78,375
20	0.7576	0.7338	0.0238	3.2%	0.0038	0.5%	90%	True	False	40,400
40	0.7576	0.7212	0.0364	4.8%	0.0038	0.5%	93%	True	False	20,386
60	0.7576	0.7212	0.0364	4.8%	0.0039	0.5%	93%	True	False	13,692
80	0.7576	0.7212	0.0364	4.8%	0.0035	0.5%	93%	True	False	10,313
100	0.7576	0.7212	0.0364	4.8%	0.0030	0.4%	93%	True	False	8,253
120	0.7656	0.7212	0.0444	5.9%	0.0028	0.4%	77%	False	False	6,879

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7758
2.618	0.7688
1.618	0.7645
1.000	0.7619
0.618	0.7602
HIGH	0.7576
0.618	0.7559
0.500	0.7554
0.382	0.7549
LOW	0.7533
0.618	0.7506
1.000	0.7490
1.618	0.7463
2.618	0.7420
4.250	0.7350

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	0.7554	0.7545
PP	0.7553	0.7539
S1	0.7552	0.7533

Download as Excel Spreadsheet

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

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