CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	0.7377	0.7325	-0.0052	-0.7%	0.7335
High	0.7382	0.7350	-0.0032	-0.4%	0.7385
Low	0.7317	0.7323	0.0006	0.1%	0.7317
Close	0.7322	0.7337	0.0016	0.2%	0.7337
Range	0.0065	0.0027	-0.0038	-58.1%	0.0068
ATR	0.0037	0.0037	-0.0001	-1.7%	0.0000
Volume	431	166	-265	-61.5%	965

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7418	0.7404	0.7352
R3	0.7391	0.7377	0.7344
R2	0.7364	0.7364	0.7342
R1	0.7350	0.7350	0.7339	0.7357
PP	0.7337	0.7337	0.7337	0.7340
S1	0.7323	0.7323	0.7335	0.7330
S2	0.7310	0.7310	0.7332
S3	0.7283	0.7296	0.7330
S4	0.7256	0.7269	0.7322

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7510	0.7374
R3	0.7481	0.7443	0.7356
R2	0.7414	0.7414	0.7349
R1	0.7375	0.7375	0.7343	0.7395
PP	0.7346	0.7346	0.7346	0.7356
S1	0.7308	0.7308	0.7331	0.7327
S2	0.7279	0.7279	0.7325
S3	0.7211	0.7240	0.7318
S4	0.7144	0.7173	0.7300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7385	0.7317	0.0068	0.9%	0.0036	0.5%	30%	False	False	193
10	0.7388	0.7273	0.0115	1.6%	0.0040	0.5%	56%	False	False	255
20	0.7484	0.7273	0.0211	2.9%	0.0037	0.5%	30%	False	False	236
40	0.7484	0.7273	0.0211	2.9%	0.0028	0.4%	30%	False	False	162
60	0.7626	0.7273	0.0353	4.8%	0.0022	0.3%	18%	False	False	110
80	0.7656	0.7273	0.0383	5.2%	0.0019	0.3%	17%	False	False	85
100	0.7656	0.7273	0.0383	5.2%	0.0017	0.2%	17%	False	False	70
120	0.7656	0.7273	0.0383	5.2%	0.0016	0.2%	17%	False	False	59

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7465
2.618	0.7421
1.618	0.7394
1.000	0.7377
0.618	0.7367
HIGH	0.7350
0.618	0.7340
0.500	0.7337
0.382	0.7333
LOW	0.7323
0.618	0.7306
1.000	0.7296
1.618	0.7279
2.618	0.7252
4.250	0.7208

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	0.7337	0.7349
PP	0.7337	0.7345
S1	0.7337	0.7341

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

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