CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	0.7430	0.7475	0.0045	0.6%	0.7395
High	0.7485	0.7503	0.0019	0.2%	0.7503
Low	0.7430	0.7475	0.0045	0.6%	0.7367
Close	0.7478	0.7499	0.0021	0.3%	0.7499
Range	0.0055	0.0029	-0.0026	-47.7%	0.0136
ATR	0.0030	0.0030	0.0000	-0.4%	0.0000
Volume	401	159	-242	-60.3%	778

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7578	0.7567	0.7514
R3	0.7549	0.7538	0.7506
R2	0.7521	0.7521	0.7504
R1	0.7510	0.7510	0.7501	0.7515
PP	0.7492	0.7492	0.7492	0.7495
S1	0.7481	0.7481	0.7496	0.7487
S2	0.7464	0.7464	0.7493
S3	0.7435	0.7453	0.7491
S4	0.7407	0.7424	0.7483

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7864	0.7817	0.7573
R3	0.7728	0.7681	0.7536
R2	0.7592	0.7592	0.7523
R1	0.7545	0.7545	0.7511	0.7569
PP	0.7456	0.7456	0.7456	0.7468
S1	0.7409	0.7409	0.7486	0.7433
S2	0.7320	0.7320	0.7474
S3	0.7184	0.7273	0.7461
S4	0.7048	0.7137	0.7424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7503	0.7367	0.0136	1.8%	0.0033	0.4%	97%	True	False	155
10	0.7503	0.7367	0.0136	1.8%	0.0024	0.3%	97%	True	False	132
20	0.7503	0.7286	0.0217	2.9%	0.0023	0.3%	98%	True	False	91
40	0.7503	0.7226	0.0277	3.7%	0.0024	0.3%	98%	True	False	77
60	0.7503	0.7226	0.0277	3.7%	0.0022	0.3%	98%	True	False	57
80	0.7503	0.7226	0.0277	3.7%	0.0020	0.3%	98%	True	False	44
100	0.7626	0.7226	0.0400	5.3%	0.0018	0.2%	68%	False	False	35

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7578
1.618	0.7549
1.000	0.7532
0.618	0.7521
HIGH	0.7503
0.618	0.7492
0.500	0.7489
0.382	0.7485
LOW	0.7475
0.618	0.7457
1.000	0.7446
1.618	0.7428
2.618	0.7400
4.250	0.7353

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	0.7495	0.7479
PP	0.7492	0.7460
S1	0.7489	0.7441

Download as Excel Spreadsheet

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

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