CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 19-Dec-2023

Day Change Summary
	Previous	Current
	18-Dec-2023	19-Dec-2023	Change	Change %	Previous Week
Open	0.7487	0.7475	-0.0012	-0.2%	0.7372
High	0.7502	0.7511	0.0010	0.1%	0.7501
Low	0.7468	0.7472	0.0004	0.1%	0.7354
Close	0.7478	0.7509	0.0032	0.4%	0.7490
Range	0.0034	0.0039	0.0006	16.4%	0.0147
ATR	0.0039	0.0039	0.0000	0.0%	0.0000
Volume	72,878	79,777	6,899	9.5%	378,794

Daily Pivots for day following 19-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7614	0.7601	0.7530
R3	0.7575	0.7562	0.7520
R2	0.7536	0.7536	0.7516
R1	0.7523	0.7523	0.7513	0.7530
PP	0.7497	0.7497	0.7497	0.7501
S1	0.7484	0.7484	0.7505	0.7491
S2	0.7458	0.7458	0.7502
S3	0.7419	0.7445	0.7498
S4	0.7380	0.7406	0.7488

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	0.7511	0.7359	0.0152	2.0%	0.0047	0.6%	99%	True	False	90,421
10	0.7511	0.7354	0.0158	2.1%	0.0038	0.5%	99%	True	False	54,421
20	0.7511	0.7279	0.0233	3.1%	0.0038	0.5%	99%	True	False	27,852
40	0.7511	0.7212	0.0300	4.0%	0.0038	0.5%	99%	True	False	14,109
60	0.7511	0.7212	0.0300	4.0%	0.0038	0.5%	99%	True	False	9,494
80	0.7511	0.7212	0.0300	4.0%	0.0034	0.5%	99%	True	False	7,160
100	0.7626	0.7212	0.0414	5.5%	0.0030	0.4%	72%	False	False	5,730
120	0.7656	0.7212	0.0444	5.9%	0.0027	0.4%	67%	False	False	4,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7677
2.618	0.7613
1.618	0.7574
1.000	0.7550
0.618	0.7535
HIGH	0.7511
0.618	0.7496
0.500	0.7492
0.382	0.7487
LOW	0.7472
0.618	0.7448
1.000	0.7433
1.618	0.7409
2.618	0.7370
4.250	0.7306

Fisher Pivots for day following 19-Dec-2023
Pivot	1 day	3 day
R1	0.7503	0.7502
PP	0.7497	0.7495
S1	0.7492	0.7488

Download as Excel Spreadsheet

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

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