CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	0.7313	0.7323	0.0010	0.1%	0.7335
High	0.7338	0.7325	-0.0013	-0.2%	0.7350
Low	0.7312	0.7274	-0.0038	-0.5%	0.7233
Close	0.7323	0.7281	-0.0042	-0.6%	0.7256
Range	0.0026	0.0051	0.0025	96.2%	0.0117
ATR	0.0039	0.0040	0.0001	2.2%	0.0000
Volume	387	288	-99	-25.6%	1,282

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7446	0.7415	0.7309
R3	0.7395	0.7364	0.7295
R2	0.7344	0.7344	0.7290
R1	0.7313	0.7313	0.7286	0.7303
PP	0.7293	0.7293	0.7293	0.7289
S1	0.7262	0.7262	0.7276	0.7252
S2	0.7242	0.7242	0.7272
S3	0.7191	0.7211	0.7267
S4	0.7140	0.7160	0.7253

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%	0.0043	0.6%	46%	False	False	332
10	0.7350	0.7233	0.0117	1.6%	0.0041	0.6%	41%	False	False	346
20	0.7350	0.7212	0.0139	1.9%	0.0038	0.5%	50%	False	False	356
40	0.7471	0.7212	0.0259	3.6%	0.0038	0.5%	27%	False	False	328
60	0.7484	0.7212	0.0273	3.7%	0.0033	0.4%	26%	False	False	252
80	0.7626	0.7212	0.0414	5.7%	0.0028	0.4%	17%	False	False	191
100	0.7656	0.7212	0.0444	6.1%	0.0024	0.3%	16%	False	False	155
120	0.7656	0.7212	0.0444	6.1%	0.0022	0.3%	16%	False	False	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7542
2.618	0.7459
1.618	0.7408
1.000	0.7376
0.618	0.7357
HIGH	0.7325
0.618	0.7306
0.500	0.7300
0.382	0.7293
LOW	0.7274
0.618	0.7242
1.000	0.7223
1.618	0.7191
2.618	0.7140
4.250	0.7057

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	0.7300	0.7291
PP	0.7293	0.7288
S1	0.7287	0.7284

Download as Excel Spreadsheet

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

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