CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	0.7227	0.7238	0.0011	0.2%	0.7310
High	0.7239	0.7295	0.0056	0.8%	0.7333
Low	0.7212	0.7238	0.0027	0.4%	0.7222
Close	0.7221	0.7288	0.0067	0.9%	0.7222
Range	0.0028	0.0057	0.0029	105.5%	0.0111
ATR	0.0035	0.0038	0.0003	7.7%	0.0000
Volume	837	347	-490	-58.5%	1,811

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7443	0.7422	0.7319
R3	0.7386	0.7365	0.7303
R2	0.7330	0.7330	0.7298
R1	0.7309	0.7309	0.7293	0.7319
PP	0.7273	0.7273	0.7273	0.7279
S1	0.7252	0.7252	0.7282	0.7263
S2	0.7217	0.7217	0.7277
S3	0.7160	0.7196	0.7272
S4	0.7104	0.7139	0.7256

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	0.7295	0.7212	0.0083	1.1%	0.0038	0.5%	92%	True	False	396
10	0.7333	0.7212	0.0122	1.7%	0.0035	0.5%	63%	False	False	366
20	0.7385	0.7212	0.0173	2.4%	0.0036	0.5%	44%	False	False	321
40	0.7484	0.7212	0.0273	3.7%	0.0033	0.5%	28%	False	False	278
60	0.7484	0.7212	0.0273	3.7%	0.0027	0.4%	28%	False	False	197
80	0.7656	0.7212	0.0444	6.1%	0.0024	0.3%	17%	False	False	150
100	0.7656	0.7212	0.0444	6.1%	0.0021	0.3%	17%	False	False	122
120	0.7656	0.7212	0.0444	6.1%	0.0019	0.3%	17%	False	False	102

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	0.0005
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7535
2.618	0.7442
1.618	0.7386
1.000	0.7351
0.618	0.7329
HIGH	0.7295
0.618	0.7273
0.500	0.7266
0.382	0.7260
LOW	0.7238
0.618	0.7203
1.000	0.7182
1.618	0.7147
2.618	0.7090
4.250	0.6998

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	0.7280	0.7276
PP	0.7273	0.7265
S1	0.7266	0.7253

Download as Excel Spreadsheet

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

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