CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	0.7506	0.7547	0.0041	0.5%	0.7500
High	0.7547	0.7582	0.0035	0.5%	0.7582
Low	0.7506	0.7541	0.0036	0.5%	0.7478
Close	0.7542	0.7559	0.0017	0.2%	0.7559
Range	0.0042	0.0041	-0.0001	-2.4%	0.0104
ATR	0.0031	0.0032	0.0001	2.2%	0.0000
Volume	65	170	105	161.5%	441

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7661	0.7581
R3	0.7641	0.7620	0.7570
R2	0.7601	0.7601	0.7566
R1	0.7580	0.7580	0.7562	0.7590
PP	0.7560	0.7560	0.7560	0.7566
S1	0.7539	0.7539	0.7555	0.7550
S2	0.7520	0.7520	0.7551
S3	0.7479	0.7499	0.7547
S4	0.7439	0.7458	0.7536

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7850	0.7808	0.7615
R3	0.7746	0.7704	0.7587
R2	0.7643	0.7643	0.7577
R1	0.7601	0.7601	0.7568	0.7622
PP	0.7539	0.7539	0.7539	0.7550
S1	0.7497	0.7497	0.7549	0.7518
S2	0.7436	0.7436	0.7540
S3	0.7332	0.7394	0.7530
S4	0.7229	0.7290	0.7502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7582	0.7478	0.0104	1.4%	0.0030	0.4%	78%	True	False	88
10	0.7582	0.7367	0.0215	2.8%	0.0032	0.4%	89%	True	False	121
20	0.7582	0.7354	0.0228	3.0%	0.0024	0.3%	90%	True	False	106
40	0.7582	0.7226	0.0356	4.7%	0.0024	0.3%	94%	True	False	81
60	0.7582	0.7226	0.0356	4.7%	0.0024	0.3%	94%	True	False	64
80	0.7582	0.7226	0.0356	4.7%	0.0021	0.3%	94%	True	False	49
100	0.7582	0.7226	0.0356	4.7%	0.0020	0.3%	94%	True	False	40

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7754
2.618	0.7688
1.618	0.7647
1.000	0.7622
0.618	0.7607
HIGH	0.7582
0.618	0.7566
0.500	0.7561
0.382	0.7556
LOW	0.7541
0.618	0.7516
1.000	0.7501
1.618	0.7475
2.618	0.7435
4.250	0.7369

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	0.7561	0.7552
PP	0.7560	0.7546
S1	0.7559	0.7540

Download as Excel Spreadsheet

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

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