CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 07-Dec-2023

Day Change Summary
	Previous	Current
	06-Dec-2023	07-Dec-2023	Change	Change %	Previous Week
Open	0.7387	0.7374	-0.0014	-0.2%	0.7357
High	0.7400	0.7381	-0.0019	-0.3%	0.7433
Low	0.7382	0.7371	-0.0011	-0.1%	0.7354
Close	0.7382	0.7378	-0.0004	-0.1%	0.7433
Range	0.0018	0.0010	-0.0008	-45.7%	0.0079
ATR	0.0028	0.0027	-0.0001	-4.4%	0.0000
Volume	45	46	1	2.2%	359

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7405	0.7401	0.7383
R3	0.7396	0.7392	0.7381
R2	0.7386	0.7386	0.7380
R1	0.7382	0.7382	0.7379	0.7384
PP	0.7377	0.7377	0.7377	0.7378
S1	0.7373	0.7373	0.7377	0.7375
S2	0.7367	0.7367	0.7376
S3	0.7358	0.7363	0.7375
S4	0.7348	0.7354	0.7373

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	0.7371	0.0062	0.8%	0.0015	0.2%	11%	False	True	135
10	0.7433	0.7325	0.0109	1.5%	0.0019	0.3%	49%	False	False	85
20	0.7433	0.7249	0.0185	2.5%	0.0021	0.3%	70%	False	False	59
40	0.7433	0.7226	0.0207	2.8%	0.0022	0.3%	73%	False	False	57
60	0.7478	0.7226	0.0252	3.4%	0.0020	0.3%	60%	False	False	43
80	0.7478	0.7226	0.0252	3.4%	0.0019	0.3%	60%	False	False	33
100	0.7626	0.7226	0.0400	5.4%	0.0017	0.2%	38%	False	False	26

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

Fibonacci Retracements and Extensions
4.250	0.7421
2.618	0.7405
1.618	0.7396
1.000	0.7390
0.618	0.7386
HIGH	0.7381
0.618	0.7377
0.500	0.7376
0.382	0.7375
LOW	0.7371
0.618	0.7365
1.000	0.7362
1.618	0.7356
2.618	0.7346
4.250	0.7331

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	0.7377	0.7385
PP	0.7377	0.7383
S1	0.7376	0.7380

Download as Excel Spreadsheet

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

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