CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 23-Oct-2023

Day Change Summary
	Previous	Current
	20-Oct-2023	23-Oct-2023	Change	Change %	Previous Week
Open	0.7304	0.7310	0.0006	0.1%	0.7345
High	0.7332	0.7333	0.0002	0.0%	0.7361
Low	0.7298	0.7298	0.0000	0.0%	0.7296
Close	0.7315	0.7327	0.0013	0.2%	0.7315
Range	0.0034	0.0035	0.0002	4.5%	0.0066
ATR	0.0036	0.0036	0.0000	-0.3%	0.0000
Volume	228	235	7	3.1%	1,802

Daily Pivots for day following 23-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7424	0.7411	0.7346
R3	0.7389	0.7376	0.7337
R2	0.7354	0.7354	0.7333
R1	0.7341	0.7341	0.7330	0.7348
PP	0.7319	0.7319	0.7319	0.7323
S1	0.7306	0.7306	0.7324	0.7313
S2	0.7284	0.7284	0.7321
S3	0.7249	0.7271	0.7317
S4	0.7214	0.7236	0.7308

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7520	0.7483	0.7351
R3	0.7455	0.7417	0.7333
R2	0.7389	0.7389	0.7327
R1	0.7352	0.7352	0.7321	0.7338
PP	0.7324	0.7324	0.7324	0.7317
S1	0.7286	0.7286	0.7308	0.7272
S2	0.7258	0.7258	0.7302
S3	0.7193	0.7221	0.7296
S4	0.7127	0.7155	0.7278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7359	0.7296	0.0063	0.9%	0.0038	0.5%	50%	False	False	389
10	0.7385	0.7296	0.0089	1.2%	0.0034	0.5%	35%	False	False	286
20	0.7471	0.7273	0.0198	2.7%	0.0039	0.5%	27%	False	False	266
40	0.7484	0.7273	0.0211	2.9%	0.0031	0.4%	26%	False	False	211
60	0.7626	0.7273	0.0353	4.8%	0.0024	0.3%	15%	False	False	144
80	0.7656	0.7273	0.0383	5.2%	0.0021	0.3%	14%	False	False	110
100	0.7656	0.7273	0.0383	5.2%	0.0019	0.3%	14%	False	False	90
120	0.7656	0.7273	0.0383	5.2%	0.0017	0.2%	14%	False	False	76

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	0.7482
2.618	0.7425
1.618	0.7390
1.000	0.7368
0.618	0.7355
HIGH	0.7333
0.618	0.7320
0.500	0.7316
0.382	0.7311
LOW	0.7298
0.618	0.7276
1.000	0.7263
1.618	0.7241
2.618	0.7206
4.250	0.7149

Fisher Pivots for day following 23-Oct-2023
Pivot	1 day	3 day
R1	0.7323	0.7323
PP	0.7319	0.7319
S1	0.7316	0.7314

Download as Excel Spreadsheet

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

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