CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	0.7377	0.7368	-0.0009	-0.1%	0.7422
High	0.7393	0.7421	0.0028	0.4%	0.7430
Low	0.7354	0.7359	0.0006	0.1%	0.7355
Close	0.7366	0.7417	0.0051	0.7%	0.7372
Range	0.0040	0.0062	0.0023	57.0%	0.0076
ATR	0.0036	0.0037	0.0002	5.3%	0.0000
Volume	61,055	81,553	20,498	33.6%	17,781

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7585	0.7563	0.7451
R3	0.7523	0.7501	0.7434
R2	0.7461	0.7461	0.7428
R1	0.7439	0.7439	0.7422	0.7450
PP	0.7399	0.7399	0.7399	0.7404
S1	0.7377	0.7377	0.7411	0.7388
S2	0.7337	0.7337	0.7405
S3	0.7275	0.7315	0.7399
S4	0.7213	0.7253	0.7382

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	0.7421	0.7354	0.0068	0.9%	0.0036	0.5%	93%	True	False	34,088
10	0.7430	0.7352	0.0079	1.1%	0.0036	0.5%	83%	False	False	18,243
20	0.7430	0.7274	0.0156	2.1%	0.0036	0.5%	91%	False	False	9,390
40	0.7430	0.7212	0.0219	2.9%	0.0037	0.5%	94%	False	False	4,873
60	0.7483	0.7212	0.0271	3.7%	0.0037	0.5%	76%	False	False	3,341
80	0.7484	0.7212	0.0273	3.7%	0.0033	0.4%	75%	False	False	2,528
100	0.7626	0.7212	0.0414	5.6%	0.0028	0.4%	50%	False	False	2,024
120	0.7656	0.7212	0.0444	6.0%	0.0025	0.3%	46%	False	False	1,688

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7583
1.618	0.7521
1.000	0.7483
0.618	0.7459
HIGH	0.7421
0.618	0.7397
0.500	0.7390
0.382	0.7383
LOW	0.7359
0.618	0.7321
1.000	0.7297
1.618	0.7259
2.618	0.7197
4.250	0.7096

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	0.7408	0.7407
PP	0.7399	0.7397
S1	0.7390	0.7387

Download as Excel Spreadsheet

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

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