CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 03-May-2023

Day Change Summary
	Previous	Current
	02-May-2023	03-May-2023	Change	Change %	Previous Week
Open	0.7377	0.7394	0.0018	0.2%	0.7426
High	0.7377	0.7394	0.0018	0.2%	0.7428
Low	0.7377	0.7394	0.0018	0.2%	0.7361
Close	0.7377	0.7394	0.0018	0.2%	0.7428
Range
ATR
Volume	1	0	-1	-100.0%	20

Daily Pivots for day following 03-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7394	0.7394	0.7394
R3	0.7394	0.7394	0.7394
R2	0.7394	0.7394	0.7394
R1	0.7394	0.7394	0.7394	0.7394
PP	0.7394	0.7394	0.7394	0.7394
S1	0.7394	0.7394	0.7394	0.7394
S2	0.7394	0.7394	0.7394
S3	0.7394	0.7394	0.7394
S4	0.7394	0.7394	0.7394

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7584	0.7464
R3	0.7539	0.7517	0.7446
R2	0.7472	0.7472	0.7440
R1	0.7450	0.7450	0.7434	0.7461
PP	0.7405	0.7405	0.7405	0.7411
S1	0.7383	0.7383	0.7421	0.7394
S2	0.7338	0.7338	0.7415
S3	0.7271	0.7316	0.7409
S4	0.7204	0.7249	0.7391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7432	0.7361	0.0071	1.0%	0.0018	0.2%	47%	False	False	3
10	0.7459	0.7361	0.0098	1.3%	0.0014	0.2%	34%	False	False	2

Crabel Price Patterns
NR	False
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	0.0003

Fibonacci Retracements and Extensions
4.250	0.7394
2.618	0.7394
1.618	0.7394
1.000	0.7394
0.618	0.7394
HIGH	0.7394
0.618	0.7394
0.500	0.7394
0.382	0.7394
LOW	0.7394
0.618	0.7394
1.000	0.7394
1.618	0.7394
2.618	0.7394
4.250	0.7394

Fisher Pivots for day following 03-May-2023
Pivot	1 day	3 day
R1	0.7394	0.7404
PP	0.7394	0.7401
S1	0.7394	0.7397

Download as Excel Spreadsheet

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

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