CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 09-Nov-2023

Day Change Summary
	Previous	Current
	08-Nov-2023	09-Nov-2023	Change	Change %	Previous Week
Open	0.7280	0.7270	-0.0010	-0.1%	0.7228
High	0.7280	0.7288	0.0008	0.1%	0.7340
Low	0.7255	0.7254	-0.0001	0.0%	0.7212
Close	0.7261	0.7255	-0.0006	-0.1%	0.7337
Range	0.0025	0.0034	0.0009	36.0%	0.0128
ATR	0.0039	0.0038	0.0000	-0.9%	0.0000
Volume	251	214	-37	-14.7%	2,374

Daily Pivots for day following 09-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7367	0.7345	0.7274
R3	0.7333	0.7311	0.7264
R2	0.7299	0.7299	0.7261
R1	0.7277	0.7277	0.7258	0.7271
PP	0.7265	0.7265	0.7265	0.7262
S1	0.7243	0.7243	0.7252	0.7237
S2	0.7231	0.7231	0.7249
S3	0.7197	0.7209	0.7246
S4	0.7163	0.7175	0.7236

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	0.7350	0.7254	0.0097	1.3%	0.0039	0.5%	2%	False	True	360
10	0.7350	0.7212	0.0139	1.9%	0.0038	0.5%	31%	False	False	378
20	0.7361	0.7212	0.0150	2.1%	0.0036	0.5%	29%	False	False	360
40	0.7484	0.7212	0.0273	3.8%	0.0036	0.5%	16%	False	False	298
60	0.7484	0.7212	0.0273	3.8%	0.0030	0.4%	16%	False	False	226
80	0.7626	0.7212	0.0414	5.7%	0.0026	0.4%	11%	False	False	171
100	0.7656	0.7212	0.0444	6.1%	0.0022	0.3%	10%	False	False	138
120	0.7656	0.7212	0.0444	6.1%	0.0020	0.3%	10%	False	False	117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7432
2.618	0.7377
1.618	0.7343
1.000	0.7322
0.618	0.7309
HIGH	0.7288
0.618	0.7275
0.500	0.7271
0.382	0.7266
LOW	0.7254
0.618	0.7232
1.000	0.7220
1.618	0.7198
2.618	0.7164
4.250	0.7109

Fisher Pivots for day following 09-Nov-2023
Pivot	1 day	3 day
R1	0.7271	0.7286
PP	0.7265	0.7276
S1	0.7260	0.7265

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

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