CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	0.7398	0.7398	-0.0001	0.0%	0.7408
High	0.7398	0.7427	0.0029	0.4%	0.7410
Low	0.7367	0.7379	0.0012	0.2%	0.7371
Close	0.7376	0.7427	0.0051	0.7%	0.7383
Range	0.0031	0.0048	0.0017	53.2%	0.0039
ATR	0.0026	0.0028	0.0002	6.7%	0.0000
Volume	43	107	64	148.8%	543

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7537	0.7453
R3	0.7506	0.7490	0.7440
R2	0.7458	0.7458	0.7435
R1	0.7442	0.7442	0.7431	0.7450
PP	0.7411	0.7411	0.7411	0.7415
S1	0.7395	0.7395	0.7422	0.7403
S2	0.7363	0.7363	0.7418
S3	0.7316	0.7347	0.7413
S4	0.7268	0.7300	0.7400

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7503	0.7482	0.7404
R3	0.7465	0.7443	0.7394
R2	0.7426	0.7426	0.7390
R1	0.7405	0.7405	0.7387	0.7396
PP	0.7388	0.7388	0.7388	0.7384
S1	0.7366	0.7366	0.7379	0.7358
S2	0.7349	0.7349	0.7376
S3	0.7311	0.7328	0.7372
S4	0.7272	0.7289	0.7362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7427	0.7367	0.0060	0.8%	0.0023	0.3%	100%	True	False	74
10	0.7433	0.7367	0.0067	0.9%	0.0021	0.3%	90%	False	False	105
20	0.7433	0.7286	0.0147	2.0%	0.0022	0.3%	96%	False	False	68
40	0.7433	0.7226	0.0207	2.8%	0.0022	0.3%	97%	False	False	64
60	0.7478	0.7226	0.0252	3.4%	0.0021	0.3%	80%	False	False	48
80	0.7478	0.7226	0.0252	3.4%	0.0019	0.3%	80%	False	False	37
100	0.7626	0.7226	0.0400	5.4%	0.0018	0.2%	50%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7628
2.618	0.7551
1.618	0.7503
1.000	0.7474
0.618	0.7456
HIGH	0.7427
0.618	0.7408
0.500	0.7403
0.382	0.7397
LOW	0.7379
0.618	0.7350
1.000	0.7332
1.618	0.7302
2.618	0.7255
4.250	0.7177

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	0.7419	0.7417
PP	0.7411	0.7407
S1	0.7403	0.7397

Download as Excel Spreadsheet

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

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