CME Canadian Dollar Future March 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	0.7368	0.7368	0.0000	0.0%	0.7350
High	0.7391	0.7373	-0.0018	-0.2%	0.7427
Low	0.7366	0.7355	-0.0012	-0.2%	0.7338
Close	0.7372	0.7368	-0.0004	0.0%	0.7423
Range	0.0025	0.0018	-0.0007	-26.5%	0.0089
ATR	0.0038	0.0036	-0.0001	-3.7%	0.0000
Volume	3,215	2,585	-630	-19.6%	6,471

Daily Pivots for day following 07-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7419	0.7412	0.7378
R3	0.7401	0.7394	0.7373
R2	0.7383	0.7383	0.7371
R1	0.7376	0.7376	0.7370	0.7377
PP	0.7365	0.7365	0.7365	0.7366
S1	0.7358	0.7358	0.7366	0.7359
S2	0.7347	0.7347	0.7365
S3	0.7329	0.7340	0.7363
S4	0.7311	0.7322	0.7358

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	0.7430	0.7355	0.0076	1.0%	0.0032	0.4%	18%	False	True	2,524
10	0.7430	0.7307	0.0123	1.7%	0.0035	0.5%	50%	False	False	1,792
20	0.7430	0.7233	0.0197	2.7%	0.0036	0.5%	69%	False	False	1,057
40	0.7430	0.7212	0.0219	3.0%	0.0037	0.5%	72%	False	False	714
60	0.7484	0.7212	0.0273	3.7%	0.0036	0.5%	57%	False	False	551
80	0.7484	0.7212	0.0273	3.7%	0.0031	0.4%	57%	False	False	432
100	0.7626	0.7212	0.0414	5.6%	0.0027	0.4%	38%	False	False	347
120	0.7656	0.7212	0.0444	6.0%	0.0024	0.3%	35%	False	False	291

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.7449
2.618	0.7420
1.618	0.7402
1.000	0.7391
0.618	0.7384
HIGH	0.7373
0.618	0.7366
0.500	0.7364
0.382	0.7361
LOW	0.7355
0.618	0.7343
1.000	0.7337
1.618	0.7325
2.618	0.7307
4.250	0.7278

Fisher Pivots for day following 07-Dec-2023
Pivot	1 day	3 day
R1	0.7367	0.7376
PP	0.7365	0.7374
S1	0.7364	0.7371

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

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