CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	0.7250	0.7227	-0.0023	-0.3%	0.7310
High	0.7250	0.7239	-0.0011	-0.2%	0.7333
Low	0.7217	0.7212	-0.0006	-0.1%	0.7222
Close	0.7230	0.7221	-0.0009	-0.1%	0.7222
Range	0.0033	0.0028	-0.0006	-16.7%	0.0111
ATR	0.0036	0.0035	-0.0001	-1.7%	0.0000
Volume	148	837	689	465.5%	1,811

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7306	0.7291	0.7236
R3	0.7279	0.7264	0.7229
R2	0.7251	0.7251	0.7226
R1	0.7236	0.7236	0.7224	0.7230
PP	0.7224	0.7224	0.7224	0.7221
S1	0.7209	0.7209	0.7218	0.7203
S2	0.7196	0.7196	0.7216
S3	0.7169	0.7181	0.7213
S4	0.7141	0.7154	0.7206

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	0.7266	0.7212	0.0054	0.7%	0.0031	0.4%	18%	False	True	399
10	0.7333	0.7212	0.0122	1.7%	0.0033	0.5%	8%	False	True	372
20	0.7385	0.7212	0.0173	2.4%	0.0035	0.5%	5%	False	True	328
40	0.7484	0.7212	0.0273	3.8%	0.0033	0.5%	3%	False	True	270
60	0.7484	0.7212	0.0273	3.8%	0.0027	0.4%	3%	False	True	191
80	0.7656	0.7212	0.0444	6.1%	0.0024	0.3%	2%	False	True	146
100	0.7656	0.7212	0.0444	6.1%	0.0020	0.3%	2%	False	True	119
120	0.7656	0.7212	0.0444	6.1%	0.0019	0.3%	2%	False	True	99

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	0.7356
2.618	0.7311
1.618	0.7283
1.000	0.7267
0.618	0.7256
HIGH	0.7239
0.618	0.7228
0.500	0.7225
0.382	0.7222
LOW	0.7212
0.618	0.7195
1.000	0.7184
1.618	0.7167
2.618	0.7140
4.250	0.7095

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	0.7225	0.7234
PP	0.7224	0.7229
S1	0.7222	0.7225

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

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