CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	0.7345	0.7354	0.0010	0.1%	0.7335
High	0.7361	0.7358	-0.0004	0.0%	0.7385
Low	0.7340	0.7318	-0.0022	-0.3%	0.7317
Close	0.7361	0.7346	-0.0016	-0.2%	0.7337
Range	0.0021	0.0040	0.0019	88.1%	0.0068
ATR	0.0036	0.0036	0.0001	1.5%	0.0000
Volume	92	796	704	765.2%	965

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7459	0.7442	0.7367
R3	0.7419	0.7402	0.7356
R2	0.7380	0.7380	0.7353
R1	0.7363	0.7363	0.7349	0.7352
PP	0.7340	0.7340	0.7340	0.7335
S1	0.7323	0.7323	0.7342	0.7312
S2	0.7301	0.7301	0.7338
S3	0.7261	0.7284	0.7335
S4	0.7222	0.7244	0.7324

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	0.7382	0.7317	0.0065	0.9%	0.0035	0.5%	44%	False	False	319
10	0.7385	0.7273	0.0112	1.5%	0.0037	0.5%	65%	False	False	297
20	0.7483	0.7273	0.0210	2.9%	0.0038	0.5%	35%	False	False	278
40	0.7484	0.7273	0.0211	2.9%	0.0029	0.4%	34%	False	False	183
60	0.7626	0.7273	0.0353	4.8%	0.0023	0.3%	21%	False	False	125
80	0.7656	0.7273	0.0383	5.2%	0.0019	0.3%	19%	False	False	96
100	0.7656	0.7273	0.0383	5.2%	0.0018	0.2%	19%	False	False	79
120	0.7656	0.7273	0.0383	5.2%	0.0016	0.2%	19%	False	False	67

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7525
2.618	0.7461
1.618	0.7421
1.000	0.7397
0.618	0.7382
HIGH	0.7358
0.618	0.7342
0.500	0.7338
0.382	0.7333
LOW	0.7318
0.618	0.7294
1.000	0.7279
1.618	0.7254
2.618	0.7215
4.250	0.7150

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	0.7343	0.7344
PP	0.7340	0.7342
S1	0.7338	0.7340

Download as Excel Spreadsheet

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

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