CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	0.7395	0.7387	-0.0008	-0.1%	0.7357
High	0.7396	0.7400	0.0004	0.0%	0.7433
Low	0.7380	0.7382	0.0003	0.0%	0.7354
Close	0.7383	0.7382	-0.0001	0.0%	0.7433
Range	0.0017	0.0018	0.0001	6.1%	0.0079
ATR	0.0029	0.0028	-0.0001	-2.9%	0.0000
Volume	80	45	-35	-43.8%	359

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7440	0.7429	0.7392
R3	0.7423	0.7411	0.7387
R2	0.7405	0.7405	0.7385
R1	0.7394	0.7394	0.7384	0.7391
PP	0.7388	0.7388	0.7388	0.7386
S1	0.7376	0.7376	0.7380	0.7373
S2	0.7370	0.7370	0.7379
S3	0.7353	0.7359	0.7377
S4	0.7335	0.7341	0.7372

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7617	0.7476
R3	0.7565	0.7538	0.7455
R2	0.7486	0.7486	0.7447
R1	0.7459	0.7459	0.7440	0.7473
PP	0.7407	0.7407	0.7407	0.7413
S1	0.7380	0.7380	0.7426	0.7394
S2	0.7328	0.7328	0.7419
S3	0.7249	0.7301	0.7411
S4	0.7170	0.7222	0.7390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7433	0.7367	0.0067	0.9%	0.0020	0.3%	23%	False	False	136
10	0.7433	0.7298	0.0135	1.8%	0.0021	0.3%	62%	False	False	83
20	0.7433	0.7249	0.0185	2.5%	0.0021	0.3%	72%	False	False	57
40	0.7433	0.7226	0.0207	2.8%	0.0022	0.3%	75%	False	False	57
60	0.7478	0.7226	0.0252	3.4%	0.0020	0.3%	62%	False	False	42
80	0.7478	0.7226	0.0252	3.4%	0.0019	0.3%	62%	False	False	32
100	0.7626	0.7226	0.0400	5.4%	0.0017	0.2%	39%	False	False	26

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7474
2.618	0.7445
1.618	0.7428
1.000	0.7417
0.618	0.7410
HIGH	0.7400
0.618	0.7393
0.500	0.7391
0.382	0.7389
LOW	0.7382
0.618	0.7371
1.000	0.7365
1.618	0.7354
2.618	0.7336
4.250	0.7308

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	0.7391	0.7395
PP	0.7388	0.7390
S1	0.7385	0.7386

Download as Excel Spreadsheet

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

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