CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	0.7262	0.7260	-0.0003	0.0%	0.7310
High	0.7266	0.7265	-0.0001	0.0%	0.7333
Low	0.7243	0.7222	-0.0021	-0.3%	0.7222
Close	0.7256	0.7222	-0.0034	-0.5%	0.7222
Range	0.0023	0.0043	0.0020	84.8%	0.0111
ATR	0.0036	0.0036	0.0000	1.3%	0.0000
Volume	359	355	-4	-1.1%	1,811

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7364	0.7335	0.7245
R3	0.7321	0.7293	0.7234
R2	0.7279	0.7279	0.7230
R1	0.7250	0.7250	0.7226	0.7243
PP	0.7236	0.7236	0.7236	0.7233
S1	0.7208	0.7208	0.7218	0.7201
S2	0.7194	0.7194	0.7214
S3	0.7151	0.7165	0.7210
S4	0.7109	0.7123	0.7199

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7518	0.7283
R3	0.7481	0.7407	0.7253
R2	0.7370	0.7370	0.7242
R1	0.7296	0.7296	0.7232	0.7278
PP	0.7259	0.7259	0.7259	0.7250
S1	0.7185	0.7185	0.7212	0.7167
S2	0.7148	0.7148	0.7202
S3	0.7037	0.7074	0.7191
S4	0.6926	0.6963	0.7161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7333	0.7222	0.0111	1.5%	0.0035	0.5%	0%	False	True	362
10	0.7361	0.7222	0.0139	1.9%	0.0035	0.5%	0%	False	True	361
20	0.7388	0.7222	0.0166	2.3%	0.0037	0.5%	0%	False	True	308
40	0.7484	0.7222	0.0262	3.6%	0.0033	0.5%	0%	False	True	242
60	0.7503	0.7222	0.0281	3.9%	0.0026	0.4%	0%	False	True	170
80	0.7656	0.7222	0.0434	6.0%	0.0023	0.3%	0%	False	True	130
100	0.7656	0.7222	0.0434	6.0%	0.0020	0.3%	0%	False	True	106
120	0.7656	0.7222	0.0434	6.0%	0.0018	0.2%	0%	False	True	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7445
2.618	0.7376
1.618	0.7333
1.000	0.7307
0.618	0.7291
HIGH	0.7265
0.618	0.7248
0.500	0.7243
0.382	0.7238
LOW	0.7222
0.618	0.7196
1.000	0.7180
1.618	0.7153
2.618	0.7111
4.250	0.7041

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	0.7243	0.7261
PP	0.7236	0.7248
S1	0.7229	0.7235

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

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