CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	0.7364	0.7372	0.0009	0.1%	0.7422
High	0.7390	0.7391	0.0001	0.0%	0.7430
Low	0.7359	0.7361	0.0002	0.0%	0.7355
Close	0.7372	0.7380	0.0008	0.1%	0.7372
Range	0.0031	0.0030	-0.0002	-4.8%	0.0076
ATR	0.0036	0.0035	0.0000	-1.2%	0.0000
Volume	6,962	18,286	11,324	162.7%	17,781

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7466	0.7452	0.7396
R3	0.7436	0.7423	0.7388
R2	0.7407	0.7407	0.7385
R1	0.7393	0.7393	0.7383	0.7400
PP	0.7377	0.7377	0.7377	0.7381
S1	0.7364	0.7364	0.7377	0.7371
S2	0.7348	0.7348	0.7375
S3	0.7318	0.7334	0.7372
S4	0.7289	0.7305	0.7364

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7568	0.7414
R3	0.7537	0.7492	0.7393
R2	0.7461	0.7461	0.7386
R1	0.7417	0.7417	0.7379	0.7401
PP	0.7386	0.7386	0.7386	0.7378
S1	0.7341	0.7341	0.7365	0.7326
S2	0.7310	0.7310	0.7358
S3	0.7235	0.7266	0.7351
S4	0.7159	0.7190	0.7330

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7398	0.7355	0.0044	0.6%	0.0027	0.4%	59%	False	False	6,650
10	0.7430	0.7352	0.0079	1.1%	0.0033	0.4%	36%	False	False	4,220
20	0.7430	0.7244	0.0186	2.5%	0.0036	0.5%	73%	False	False	2,298
40	0.7430	0.7212	0.0219	3.0%	0.0036	0.5%	77%	False	False	1,330
60	0.7484	0.7212	0.0273	3.7%	0.0036	0.5%	62%	False	False	965
80	0.7484	0.7212	0.0273	3.7%	0.0032	0.4%	62%	False	False	746
100	0.7626	0.7212	0.0414	5.6%	0.0028	0.4%	41%	False	False	598
120	0.7656	0.7212	0.0444	6.0%	0.0025	0.3%	38%	False	False	500

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7516
2.618	0.7468
1.618	0.7438
1.000	0.7420
0.618	0.7409
HIGH	0.7391
0.618	0.7379
0.500	0.7376
0.382	0.7372
LOW	0.7361
0.618	0.7343
1.000	0.7332
1.618	0.7313
2.618	0.7284
4.250	0.7236

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	0.7379	0.7378
PP	0.7377	0.7375
S1	0.7376	0.7373

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

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