CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	0.7550	0.7589	0.0039	0.5%	0.7487
High	0.7589	0.7599	0.0010	0.1%	0.7576
Low	0.7550	0.7575	0.0025	0.3%	0.7468
Close	0.7586	0.7579	-0.0007	-0.1%	0.7552
Range	0.0040	0.0025	-0.0015	-38.0%	0.0108
ATR	0.0040	0.0039	-0.0001	-2.7%	0.0000
Volume	48,946	89,861	40,915	83.6%	404,961

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7658	0.7643	0.7592
R3	0.7633	0.7618	0.7585
R2	0.7609	0.7609	0.7583
R1	0.7594	0.7594	0.7581	0.7589
PP	0.7584	0.7584	0.7584	0.7582
S1	0.7569	0.7569	0.7576	0.7564
S2	0.7560	0.7560	0.7574
S3	0.7535	0.7545	0.7572
S4	0.7511	0.7520	0.7565

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	0.7599	0.7490	0.0110	1.4%	0.0038	0.5%	81%	True	False	78,222
10	0.7599	0.7359	0.0240	3.2%	0.0043	0.6%	91%	True	False	84,322
20	0.7599	0.7352	0.0248	3.3%	0.0038	0.5%	92%	True	False	47,280
40	0.7599	0.7212	0.0388	5.1%	0.0038	0.5%	95%	True	False	23,840
60	0.7599	0.7212	0.0388	5.1%	0.0037	0.5%	95%	True	False	15,996
80	0.7599	0.7212	0.0388	5.1%	0.0035	0.5%	95%	True	False	12,044
100	0.7599	0.7212	0.0388	5.1%	0.0031	0.4%	95%	True	False	9,641
120	0.7656	0.7212	0.0444	5.9%	0.0028	0.4%	83%	False	False	8,036

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7703
2.618	0.7663
1.618	0.7639
1.000	0.7624
0.618	0.7614
HIGH	0.7599
0.618	0.7590
0.500	0.7587
0.382	0.7584
LOW	0.7575
0.618	0.7559
1.000	0.7550
1.618	0.7535
2.618	0.7510
4.250	0.7470

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	0.7587	0.7574
PP	0.7584	0.7570
S1	0.7581	0.7566

Download as Excel Spreadsheet

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

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