CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	0.7435	0.7387	-0.0049	-0.7%	0.7441
High	0.7471	0.7388	-0.0083	-1.1%	0.7471
Low	0.7380	0.7330	-0.0050	-0.7%	0.7380
Close	0.7395	0.7333	-0.0062	-0.8%	0.7395
Range	0.0091	0.0058	-0.0033	-35.9%	0.0091
ATR	0.0033	0.0035	0.0002	6.9%	0.0000
Volume	318	251	-67	-21.1%	1,018

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7524	0.7487	0.7365
R3	0.7466	0.7429	0.7349
R2	0.7408	0.7408	0.7344
R1	0.7371	0.7371	0.7338	0.7361
PP	0.7350	0.7350	0.7350	0.7345
S1	0.7313	0.7313	0.7328	0.7303
S2	0.7292	0.7292	0.7322
S3	0.7234	0.7255	0.7317
S4	0.7176	0.7197	0.7301

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7687	0.7631	0.7444
R3	0.7596	0.7541	0.7419
R2	0.7506	0.7506	0.7411
R1	0.7450	0.7450	0.7403	0.7433
PP	0.7415	0.7415	0.7415	0.7406
S1	0.7360	0.7360	0.7386	0.7342
S2	0.7325	0.7325	0.7378
S3	0.7234	0.7269	0.7370
S4	0.7144	0.7179	0.7345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7471	0.7330	0.0141	1.9%	0.0047	0.6%	2%	False	True	197
10	0.7484	0.7330	0.0154	2.1%	0.0038	0.5%	2%	False	True	240
20	0.7484	0.7325	0.0159	2.2%	0.0028	0.4%	5%	False	False	188
40	0.7503	0.7325	0.0178	2.4%	0.0021	0.3%	5%	False	False	107
60	0.7656	0.7325	0.0331	4.5%	0.0019	0.3%	2%	False	False	75
80	0.7656	0.7325	0.0331	4.5%	0.0016	0.2%	2%	False	False	59
100	0.7656	0.7325	0.0331	4.5%	0.0015	0.2%	2%	False	False	47

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7540
1.618	0.7482
1.000	0.7446
0.618	0.7424
HIGH	0.7388
0.618	0.7366
0.500	0.7359
0.382	0.7352
LOW	0.7330
0.618	0.7294
1.000	0.7272
1.618	0.7236
2.618	0.7178
4.250	0.7084

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	0.7359	0.7400
PP	0.7350	0.7378
S1	0.7342	0.7355

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

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