CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	0.7589	0.7584	-0.0005	-0.1%	0.7487
High	0.7599	0.7595	-0.0004	-0.1%	0.7576
Low	0.7575	0.7565	-0.0010	-0.1%	0.7468
Close	0.7579	0.7568	-0.0011	-0.1%	0.7552
Range	0.0025	0.0030	0.0006	22.4%	0.0108
ATR	0.0039	0.0038	-0.0001	-1.6%	0.0000
Volume	89,861	78,605	-11,256	-12.5%	404,961

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7647	0.7585
R3	0.7636	0.7617	0.7576
R2	0.7606	0.7606	0.7574
R1	0.7587	0.7587	0.7571	0.7582
PP	0.7576	0.7576	0.7576	0.7573
S1	0.7557	0.7557	0.7565	0.7552
S2	0.7546	0.7546	0.7563
S3	0.7516	0.7527	0.7560
S4	0.7486	0.7497	0.7552

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	0.7492	0.0107	1.4%	0.0038	0.5%	71%	False	False	76,588
10	0.7599	0.7410	0.0189	2.5%	0.0040	0.5%	84%	False	False	84,027
20	0.7599	0.7352	0.0248	3.3%	0.0038	0.5%	87%	False	False	51,135
40	0.7599	0.7212	0.0388	5.1%	0.0038	0.5%	92%	False	False	25,801
60	0.7599	0.7212	0.0388	5.1%	0.0037	0.5%	92%	False	False	17,303
80	0.7599	0.7212	0.0388	5.1%	0.0035	0.5%	92%	False	False	13,026
100	0.7599	0.7212	0.0388	5.1%	0.0031	0.4%	92%	False	False	10,427
120	0.7656	0.7212	0.0444	5.9%	0.0028	0.4%	80%	False	False	8,691

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7723
2.618	0.7674
1.618	0.7644
1.000	0.7625
0.618	0.7614
HIGH	0.7595
0.618	0.7584
0.500	0.7580
0.382	0.7576
LOW	0.7565
0.618	0.7546
1.000	0.7535
1.618	0.7516
2.618	0.7486
4.250	0.7438

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	0.7580	0.7574
PP	0.7576	0.7572
S1	0.7572	0.7570

Download as Excel Spreadsheet

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

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