CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	0.7238	0.7293	0.0055	0.8%	0.7228
High	0.7295	0.7340	0.0045	0.6%	0.7340
Low	0.7238	0.7284	0.0046	0.6%	0.7212
Close	0.7288	0.7337	0.0050	0.7%	0.7337
Range	0.0057	0.0056	-0.0001	-1.8%	0.0128
ATR	0.0038	0.0039	0.0001	3.3%	0.0000
Volume	347	746	399	115.0%	2,374

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7487	0.7467	0.7368
R3	0.7431	0.7412	0.7352
R2	0.7376	0.7376	0.7347
R1	0.7356	0.7356	0.7342	0.7366
PP	0.7320	0.7320	0.7320	0.7325
S1	0.7301	0.7301	0.7332	0.7311
S2	0.7265	0.7265	0.7327
S3	0.7209	0.7245	0.7322
S4	0.7154	0.7190	0.7306

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7680	0.7637	0.7407
R3	0.7552	0.7509	0.7372
R2	0.7424	0.7424	0.7360
R1	0.7381	0.7381	0.7349	0.7402
PP	0.7296	0.7296	0.7296	0.7307
S1	0.7253	0.7253	0.7325	0.7274
S2	0.7168	0.7168	0.7314
S3	0.7040	0.7125	0.7302
S4	0.6912	0.6997	0.7267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7340	0.7212	0.0128	1.7%	0.0041	0.6%	98%	True	False	474
10	0.7340	0.7212	0.0128	1.7%	0.0038	0.5%	98%	True	False	418
20	0.7385	0.7212	0.0173	2.4%	0.0036	0.5%	73%	False	False	347
40	0.7484	0.7212	0.0273	3.7%	0.0034	0.5%	46%	False	False	296
60	0.7484	0.7212	0.0273	3.7%	0.0028	0.4%	46%	False	False	209
80	0.7626	0.7212	0.0414	5.6%	0.0024	0.3%	30%	False	False	159
100	0.7656	0.7212	0.0444	6.1%	0.0021	0.3%	28%	False	False	130
120	0.7656	0.7212	0.0444	6.1%	0.0019	0.3%	28%	False	False	108

Crabel Price Patterns
NR	True
NR4	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7575
2.618	0.7485
1.618	0.7429
1.000	0.7395
0.618	0.7374
HIGH	0.7340
0.618	0.7318
0.500	0.7312
0.382	0.7305
LOW	0.7284
0.618	0.7250
1.000	0.7229
1.618	0.7194
2.618	0.7139
4.250	0.7048

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	0.7329	0.7317
PP	0.7320	0.7296
S1	0.7312	0.7276

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

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