CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	0.7354	0.7343	-0.0011	-0.1%	0.7335
High	0.7358	0.7359	0.0001	0.0%	0.7385
Low	0.7318	0.7309	-0.0009	-0.1%	0.7317
Close	0.7346	0.7312	-0.0034	-0.5%	0.7337
Range	0.0040	0.0050	0.0010	25.3%	0.0068
ATR	0.0036	0.0037	0.0001	2.6%	0.0000
Volume	796	284	-512	-64.3%	965

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7475	0.7443	0.7339
R3	0.7426	0.7394	0.7326
R2	0.7376	0.7376	0.7321
R1	0.7344	0.7344	0.7317	0.7335
PP	0.7327	0.7327	0.7327	0.7322
S1	0.7295	0.7295	0.7307	0.7286
S2	0.7277	0.7277	0.7303
S3	0.7228	0.7245	0.7298
S4	0.7178	0.7196	0.7285

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	0.7309	0.0073	1.0%	0.0040	0.6%	4%	False	True	353
10	0.7385	0.7273	0.0112	1.5%	0.0038	0.5%	35%	False	False	285
20	0.7471	0.7273	0.0198	2.7%	0.0038	0.5%	20%	False	False	285
40	0.7484	0.7273	0.0211	2.9%	0.0030	0.4%	18%	False	False	191
60	0.7626	0.7273	0.0353	4.8%	0.0024	0.3%	11%	False	False	130
80	0.7656	0.7273	0.0383	5.2%	0.0020	0.3%	10%	False	False	99
100	0.7656	0.7273	0.0383	5.2%	0.0018	0.2%	10%	False	False	82
120	0.7656	0.7273	0.0383	5.2%	0.0017	0.2%	10%	False	False	69

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7569
2.618	0.7488
1.618	0.7439
1.000	0.7408
0.618	0.7389
HIGH	0.7359
0.618	0.7340
0.500	0.7334
0.382	0.7328
LOW	0.7309
0.618	0.7278
1.000	0.7260
1.618	0.7229
2.618	0.7179
4.250	0.7099

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	0.7334	0.7335
PP	0.7327	0.7327
S1	0.7319	0.7320

Download as Excel Spreadsheet

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

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