CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 26-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	26-Dec-2023	Change	Change %	Previous Week
Open	0.7538	0.7550	0.0012	0.2%	0.7487
High	0.7576	0.7589	0.0014	0.2%	0.7576
Low	0.7533	0.7550	0.0017	0.2%	0.7468
Close	0.7552	0.7586	0.0034	0.5%	0.7552
Range	0.0043	0.0040	-0.0004	-8.1%	0.0108
ATR	0.0040	0.0040	0.0000	0.0%	0.0000
Volume	83,496	48,946	-34,550	-41.4%	404,961

Daily Pivots for day following 26-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7679	0.7607
R3	0.7654	0.7639	0.7596
R2	0.7614	0.7614	0.7593
R1	0.7600	0.7600	0.7589	0.7607
PP	0.7575	0.7575	0.7575	0.7578
S1	0.7560	0.7560	0.7582	0.7568
S2	0.7535	0.7535	0.7578
S3	0.7496	0.7521	0.7575
S4	0.7456	0.7481	0.7564

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7810	0.7611
R3	0.7747	0.7703	0.7581
R2	0.7639	0.7639	0.7571
R1	0.7595	0.7595	0.7561	0.7617
PP	0.7532	0.7532	0.7532	0.7543
S1	0.7488	0.7488	0.7542	0.7510
S2	0.7424	0.7424	0.7532
S3	0.7317	0.7380	0.7522
S4	0.7209	0.7273	0.7492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7589	0.7472	0.0117	1.5%	0.0041	0.5%	97%	True	False	76,205
10	0.7589	0.7354	0.0236	3.1%	0.0044	0.6%	99%	True	False	81,441
20	0.7589	0.7352	0.0238	3.1%	0.0038	0.5%	99%	True	False	42,831
40	0.7589	0.7212	0.0378	5.0%	0.0038	0.5%	99%	True	False	21,600
60	0.7589	0.7212	0.0378	5.0%	0.0038	0.5%	99%	True	False	14,503
80	0.7589	0.7212	0.0378	5.0%	0.0036	0.5%	99%	True	False	10,921
100	0.7589	0.7212	0.0378	5.0%	0.0031	0.4%	99%	True	False	8,742
120	0.7656	0.7212	0.0444	5.9%	0.0028	0.4%	84%	False	False	7,287

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7692
1.618	0.7653
1.000	0.7629
0.618	0.7613
HIGH	0.7589
0.618	0.7574
0.500	0.7569
0.382	0.7565
LOW	0.7550
0.618	0.7525
1.000	0.7510
1.618	0.7486
2.618	0.7446
4.250	0.7382

Fisher Pivots for day following 26-Dec-2023
Pivot	1 day	3 day
R1	0.7580	0.7571
PP	0.7575	0.7556
S1	0.7569	0.7541

Download as Excel Spreadsheet

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

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