CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	0.7259	0.7313	0.0055	0.8%	0.7335
High	0.7321	0.7338	0.0017	0.2%	0.7350
Low	0.7244	0.7312	0.0068	0.9%	0.7233
Close	0.7316	0.7323	0.0007	0.1%	0.7256
Range	0.0077	0.0026	-0.0051	-66.2%	0.0117
ATR	0.0040	0.0039	-0.0001	-2.5%	0.0000
Volume	584	387	-197	-33.7%	1,282

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7402	0.7389	0.7337
R3	0.7376	0.7363	0.7330
R2	0.7350	0.7350	0.7328
R1	0.7337	0.7337	0.7325	0.7343
PP	0.7324	0.7324	0.7324	0.7327
S1	0.7311	0.7311	0.7321	0.7317
S2	0.7298	0.7298	0.7318
S3	0.7272	0.7285	0.7316
S4	0.7246	0.7259	0.7309

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	0.7338	0.7233	0.0105	1.4%	0.0039	0.5%	86%	True	False	317
10	0.7350	0.7233	0.0117	1.6%	0.0041	0.6%	77%	False	False	352
20	0.7350	0.7212	0.0139	1.9%	0.0037	0.5%	81%	False	False	362
40	0.7471	0.7212	0.0259	3.5%	0.0038	0.5%	43%	False	False	323
60	0.7484	0.7212	0.0273	3.7%	0.0032	0.4%	41%	False	False	248
80	0.7626	0.7212	0.0414	5.7%	0.0027	0.4%	27%	False	False	188
100	0.7656	0.7212	0.0444	6.1%	0.0023	0.3%	25%	False	False	152
120	0.7656	0.7212	0.0444	6.1%	0.0021	0.3%	25%	False	False	128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7448
2.618	0.7406
1.618	0.7380
1.000	0.7364
0.618	0.7354
HIGH	0.7338
0.618	0.7328
0.500	0.7325
0.382	0.7321
LOW	0.7312
0.618	0.7295
1.000	0.7286
1.618	0.7269
2.618	0.7243
4.250	0.7201

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	0.7325	0.7312
PP	0.7324	0.7302
S1	0.7324	0.7291

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

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