CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 16-Oct-2023

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	0.7325	0.7345	0.0020	0.3%	0.7335
High	0.7350	0.7361	0.0011	0.1%	0.7385
Low	0.7323	0.7340	0.0017	0.2%	0.7317
Close	0.7337	0.7361	0.0024	0.3%	0.7337
Range	0.0027	0.0021	-0.0006	-22.2%	0.0068
ATR	0.0037	0.0036	-0.0001	-2.5%	0.0000
Volume	166	92	-74	-44.6%	965

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7410	0.7373
R3	0.7396	0.7389	0.7367
R2	0.7375	0.7375	0.7365
R1	0.7368	0.7368	0.7363	0.7372
PP	0.7354	0.7354	0.7354	0.7356
S1	0.7347	0.7347	0.7359	0.7351
S2	0.7333	0.7333	0.7357
S3	0.7312	0.7326	0.7355
S4	0.7291	0.7305	0.7349

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%	0.0030	0.4%	65%	False	False	184
10	0.7385	0.7273	0.0112	1.5%	0.0036	0.5%	79%	False	False	239
20	0.7484	0.7273	0.0211	2.9%	0.0037	0.5%	42%	False	False	240
40	0.7484	0.7273	0.0211	2.9%	0.0028	0.4%	42%	False	False	164
60	0.7626	0.7273	0.0353	4.8%	0.0022	0.3%	25%	False	False	112
80	0.7656	0.7273	0.0383	5.2%	0.0019	0.3%	23%	False	False	86
100	0.7656	0.7273	0.0383	5.2%	0.0018	0.2%	23%	False	False	71
120	0.7656	0.7273	0.0383	5.2%	0.0016	0.2%	23%	False	False	60

Crabel Price Patterns
NR	True
NR4	True
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7450
2.618	0.7416
1.618	0.7395
1.000	0.7382
0.618	0.7374
HIGH	0.7361
0.618	0.7353
0.500	0.7351
0.382	0.7348
LOW	0.7340
0.618	0.7327
1.000	0.7319
1.618	0.7306
2.618	0.7285
4.250	0.7251

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	0.7358	0.7357
PP	0.7354	0.7353
S1	0.7351	0.7349

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

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