CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 18-Dec-2023

Day Change Summary
	Previous	Current
	15-Dec-2023	18-Dec-2023	Change	Change %	Previous Week
Open	0.7469	0.7487	0.0018	0.2%	0.7372
High	0.7501	0.7502	0.0001	0.0%	0.7501
Low	0.7465	0.7468	0.0004	0.0%	0.7354
Close	0.7490	0.7478	-0.0012	-0.2%	0.7490
Range	0.0036	0.0034	-0.0003	-6.9%	0.0147
ATR	0.0039	0.0039	0.0000	-1.1%	0.0000
Volume	123,315	72,878	-50,437	-40.9%	378,794

Daily Pivots for day following 18-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7564	0.7496
R3	0.7549	0.7530	0.7487
R2	0.7516	0.7516	0.7484
R1	0.7497	0.7497	0.7481	0.7490
PP	0.7482	0.7482	0.7482	0.7479
S1	0.7463	0.7463	0.7474	0.7456
S2	0.7449	0.7449	0.7471
S3	0.7415	0.7430	0.7468
S4	0.7382	0.7396	0.7459

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7836	0.7570
R3	0.7742	0.7689	0.7530
R2	0.7595	0.7595	0.7516
R1	0.7542	0.7542	0.7503	0.7569
PP	0.7448	0.7448	0.7448	0.7461
S1	0.7395	0.7395	0.7476	0.7422
S2	0.7301	0.7301	0.7463
S3	0.7154	0.7248	0.7449
S4	0.7007	0.7101	0.7409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7502	0.7354	0.0148	2.0%	0.0047	0.6%	84%	True	False	86,677
10	0.7502	0.7354	0.0148	2.0%	0.0037	0.5%	84%	True	False	46,663
20	0.7502	0.7279	0.0223	3.0%	0.0037	0.5%	89%	True	False	23,874
40	0.7502	0.7212	0.0290	3.9%	0.0038	0.5%	92%	True	False	12,120
60	0.7502	0.7212	0.0290	3.9%	0.0038	0.5%	92%	True	False	8,169
80	0.7502	0.7212	0.0290	3.9%	0.0034	0.5%	92%	True	False	6,163
100	0.7626	0.7212	0.0414	5.5%	0.0029	0.4%	64%	False	False	4,932
120	0.7656	0.7212	0.0444	5.9%	0.0026	0.4%	60%	False	False	4,112

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7644
2.618	0.7589
1.618	0.7556
1.000	0.7535
0.618	0.7522
HIGH	0.7502
0.618	0.7489
0.500	0.7485
0.382	0.7481
LOW	0.7468
0.618	0.7447
1.000	0.7435
1.618	0.7414
2.618	0.7380
4.250	0.7326

Fisher Pivots for day following 18-Dec-2023
Pivot	1 day	3 day
R1	0.7485	0.7470
PP	0.7482	0.7463
S1	0.7480	0.7456

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols