CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	0.7584	0.7568	-0.0016	-0.2%	0.7550
High	0.7595	0.7597	0.0002	0.0%	0.7599
Low	0.7565	0.7547	-0.0018	-0.2%	0.7547
Close	0.7568	0.7563	-0.0006	-0.1%	0.7563
Range	0.0030	0.0050	0.0020	66.7%	0.0052
ATR	0.0038	0.0039	0.0001	2.3%	0.0000
Volume	78,605	86,720	8,115	10.3%	304,132

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7719	0.7691	0.7590
R3	0.7669	0.7641	0.7576
R2	0.7619	0.7619	0.7572
R1	0.7591	0.7591	0.7567	0.7580
PP	0.7569	0.7569	0.7569	0.7563
S1	0.7541	0.7541	0.7558	0.7530
S2	0.7519	0.7519	0.7553
S3	0.7469	0.7491	0.7549
S4	0.7419	0.7441	0.7535

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7696	0.7591
R3	0.7674	0.7644	0.7577
R2	0.7622	0.7622	0.7572
R1	0.7592	0.7592	0.7567	0.7607
PP	0.7570	0.7570	0.7570	0.7577
S1	0.7540	0.7540	0.7558	0.7555
S2	0.7518	0.7518	0.7553
S3	0.7466	0.7488	0.7548
S4	0.7414	0.7436	0.7534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7599	0.7533	0.0067	0.9%	0.0037	0.5%	45%	False	False	77,525
10	0.7599	0.7465	0.0135	1.8%	0.0038	0.5%	73%	False	False	83,240
20	0.7599	0.7354	0.0246	3.2%	0.0038	0.5%	85%	False	False	55,373
40	0.7599	0.7233	0.0366	4.8%	0.0039	0.5%	90%	False	False	27,948
60	0.7599	0.7212	0.0388	5.1%	0.0038	0.5%	91%	False	False	18,741
80	0.7599	0.7212	0.0388	5.1%	0.0036	0.5%	91%	False	False	14,109
100	0.7599	0.7212	0.0388	5.1%	0.0031	0.4%	91%	False	False	11,294
120	0.7656	0.7212	0.0444	5.9%	0.0029	0.4%	79%	False	False	9,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7810
2.618	0.7728
1.618	0.7678
1.000	0.7647
0.618	0.7628
HIGH	0.7597
0.618	0.7578
0.500	0.7572
0.382	0.7566
LOW	0.7547
0.618	0.7516
1.000	0.7497
1.618	0.7466
2.618	0.7416
4.250	0.7335

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	0.7572	0.7573
PP	0.7569	0.7570
S1	0.7566	0.7566

Download as Excel Spreadsheet

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

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