CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	0.7373	0.7386	0.0014	0.2%	0.7350
High	0.7391	0.7427	0.0036	0.5%	0.7427
Low	0.7352	0.7386	0.0035	0.5%	0.7338
Close	0.7383	0.7423	0.0040	0.5%	0.7423
Range	0.0039	0.0041	0.0002	3.8%	0.0089
ATR	0.0038	0.0039	0.0000	0.9%	0.0000
Volume	1,963	1,801	-162	-8.3%	6,471

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7533	0.7518	0.7445
R3	0.7493	0.7478	0.7434
R2	0.7452	0.7452	0.7430
R1	0.7437	0.7437	0.7426	0.7445
PP	0.7412	0.7412	0.7412	0.7415
S1	0.7397	0.7397	0.7419	0.7404
S2	0.7371	0.7371	0.7415
S3	0.7331	0.7356	0.7411
S4	0.7290	0.7316	0.7400

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7663	0.7632	0.7471
R3	0.7574	0.7543	0.7447
R2	0.7485	0.7485	0.7439
R1	0.7454	0.7454	0.7431	0.7469
PP	0.7396	0.7396	0.7396	0.7403
S1	0.7365	0.7365	0.7414	0.7380
S2	0.7307	0.7307	0.7406
S3	0.7218	0.7276	0.7398
S4	0.7129	0.7187	0.7374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7427	0.7338	0.0089	1.2%	0.0034	0.5%	96%	True	False	1,294
10	0.7427	0.7276	0.0151	2.0%	0.0036	0.5%	97%	True	False	846
20	0.7427	0.7233	0.0194	2.6%	0.0038	0.5%	98%	True	False	596
40	0.7427	0.7212	0.0215	2.9%	0.0037	0.5%	98%	True	False	458
60	0.7484	0.7212	0.0273	3.7%	0.0035	0.5%	77%	False	False	384
80	0.7484	0.7212	0.0273	3.7%	0.0030	0.4%	77%	False	False	296
100	0.7656	0.7212	0.0444	6.0%	0.0027	0.4%	48%	False	False	239
120	0.7656	0.7212	0.0444	6.0%	0.0024	0.3%	48%	False	False	201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7599
2.618	0.7533
1.618	0.7492
1.000	0.7467
0.618	0.7452
HIGH	0.7427
0.618	0.7411
0.500	0.7406
0.382	0.7401
LOW	0.7386
0.618	0.7361
1.000	0.7346
1.618	0.7320
2.618	0.7280
4.250	0.7214

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	0.7417	0.7411
PP	0.7412	0.7400
S1	0.7406	0.7389

Download as Excel Spreadsheet

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

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