CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	0.7415	0.7430	0.0015	0.2%	0.7420
High	0.7425	0.7440	0.0016	0.2%	0.7484
Low	0.7403	0.7418	0.0015	0.2%	0.7418
Close	0.7420	0.7425	0.0005	0.1%	0.7439
Range	0.0022	0.0023	0.0001	2.3%	0.0067
ATR	0.0029	0.0028	0.0000	-1.6%	0.0000
Volume	150	129	-21	-14.0%	1,149

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7495	0.7482	0.7437
R3	0.7472	0.7460	0.7431
R2	0.7450	0.7450	0.7429
R1	0.7437	0.7437	0.7427	0.7432
PP	0.7427	0.7427	0.7427	0.7425
S1	0.7415	0.7415	0.7422	0.7410
S2	0.7405	0.7405	0.7420
S3	0.7382	0.7392	0.7418
S4	0.7360	0.7370	0.7412

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7646	0.7609	0.7475
R3	0.7580	0.7542	0.7457
R2	0.7513	0.7513	0.7451
R1	0.7476	0.7476	0.7445	0.7495
PP	0.7447	0.7447	0.7447	0.7456
S1	0.7409	0.7409	0.7432	0.7428
S2	0.7380	0.7380	0.7426
S3	0.7314	0.7343	0.7420
S4	0.7247	0.7276	0.7402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7467	0.7403	0.0065	0.9%	0.0027	0.4%	34%	False	False	314
10	0.7484	0.7402	0.0082	1.1%	0.0028	0.4%	27%	False	False	202
20	0.7484	0.7325	0.0159	2.1%	0.0024	0.3%	63%	False	False	176
40	0.7509	0.7325	0.0184	2.5%	0.0018	0.2%	54%	False	False	93
60	0.7656	0.7325	0.0331	4.5%	0.0017	0.2%	30%	False	False	65
80	0.7656	0.7325	0.0331	4.5%	0.0015	0.2%	30%	False	False	52
100	0.7656	0.7325	0.0331	4.5%	0.0013	0.2%	30%	False	False	42

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7536
2.618	0.7499
1.618	0.7476
1.000	0.7463
0.618	0.7454
HIGH	0.7440
0.618	0.7431
0.500	0.7429
0.382	0.7426
LOW	0.7418
0.618	0.7404
1.000	0.7395
1.618	0.7381
2.618	0.7359
4.250	0.7322

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	0.7429	0.7428
PP	0.7427	0.7427
S1	0.7426	0.7426

Download as Excel Spreadsheet

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

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