CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	0.7270	0.7263	-0.0007	-0.1%	0.7335
High	0.7288	0.7265	-0.0023	-0.3%	0.7350
Low	0.7254	0.7233	-0.0021	-0.3%	0.7233
Close	0.7255	0.7256	0.0001	0.0%	0.7256
Range	0.0034	0.0032	-0.0002	-5.9%	0.0117
ATR	0.0038	0.0038	0.0000	-1.2%	0.0000
Volume	214	225	11	5.1%	1,282

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7347	0.7334	0.7274
R3	0.7315	0.7302	0.7265
R2	0.7283	0.7283	0.7262
R1	0.7270	0.7270	0.7259	0.7261
PP	0.7251	0.7251	0.7251	0.7247
S1	0.7238	0.7238	0.7253	0.7229
S2	0.7219	0.7219	0.7250
S3	0.7187	0.7206	0.7247
S4	0.7155	0.7174	0.7238

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7631	0.7560	0.7320
R3	0.7514	0.7443	0.7288
R2	0.7397	0.7397	0.7277
R1	0.7326	0.7326	0.7267	0.7303
PP	0.7280	0.7280	0.7280	0.7268
S1	0.7209	0.7209	0.7245	0.7186
S2	0.7163	0.7163	0.7235
S3	0.7046	0.7092	0.7224
S4	0.6929	0.6975	0.7192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7350	0.7233	0.0117	1.6%	0.0034	0.5%	20%	False	True	256
10	0.7350	0.7212	0.0139	1.9%	0.0037	0.5%	32%	False	False	365
20	0.7361	0.7212	0.0150	2.1%	0.0036	0.5%	30%	False	False	363
40	0.7484	0.7212	0.0273	3.8%	0.0037	0.5%	16%	False	False	299
60	0.7484	0.7212	0.0273	3.8%	0.0031	0.4%	16%	False	False	229
80	0.7626	0.7212	0.0414	5.7%	0.0026	0.4%	11%	False	False	173
100	0.7656	0.7212	0.0444	6.1%	0.0022	0.3%	10%	False	False	140
120	0.7656	0.7212	0.0444	6.1%	0.0020	0.3%	10%	False	False	119

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7401
2.618	0.7349
1.618	0.7317
1.000	0.7297
0.618	0.7285
HIGH	0.7265
0.618	0.7253
0.500	0.7249
0.382	0.7245
LOW	0.7233
0.618	0.7213
1.000	0.7201
1.618	0.7181
2.618	0.7149
4.250	0.7097

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	0.7254	0.7260
PP	0.7251	0.7259
S1	0.7249	0.7257

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

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