CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	0.7258	0.7259	0.0001	0.0%	0.7335
High	0.7273	0.7321	0.0048	0.7%	0.7350
Low	0.7245	0.7244	-0.0001	0.0%	0.7233
Close	0.7262	0.7316	0.0054	0.7%	0.7256
Range	0.0028	0.0077	0.0049	175.0%	0.0117
ATR	0.0037	0.0040	0.0003	7.6%	0.0000
Volume	176	584	408	231.8%	1,282

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7525	0.7497	0.7358
R3	0.7448	0.7420	0.7337
R2	0.7371	0.7371	0.7330
R1	0.7343	0.7343	0.7323	0.7357
PP	0.7294	0.7294	0.7294	0.7301
S1	0.7266	0.7266	0.7309	0.7280
S2	0.7217	0.7217	0.7302
S3	0.7140	0.7189	0.7295
S4	0.7063	0.7112	0.7274

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	0.7321	0.7233	0.0088	1.2%	0.0039	0.5%	94%	True	False	290
10	0.7350	0.7212	0.0139	1.9%	0.0041	0.6%	75%	False	False	397
20	0.7359	0.7212	0.0147	2.0%	0.0038	0.5%	71%	False	False	357
40	0.7483	0.7212	0.0271	3.7%	0.0038	0.5%	39%	False	False	317
60	0.7484	0.7212	0.0273	3.7%	0.0032	0.4%	38%	False	False	241
80	0.7626	0.7212	0.0414	5.7%	0.0027	0.4%	25%	False	False	183
100	0.7656	0.7212	0.0444	6.1%	0.0023	0.3%	24%	False	False	148
120	0.7656	0.7212	0.0444	6.1%	0.0021	0.3%	24%	False	False	125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.7648
2.618	0.7523
1.618	0.7446
1.000	0.7398
0.618	0.7369
HIGH	0.7321
0.618	0.7292
0.500	0.7283
0.382	0.7273
LOW	0.7244
0.618	0.7196
1.000	0.7167
1.618	0.7119
2.618	0.7042
4.250	0.6917

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	0.7305	0.7303
PP	0.7294	0.7290
S1	0.7283	0.7277

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

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