CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	0.7312	0.7318	0.0006	0.1%	0.7300
High	0.7320	0.7369	0.0049	0.7%	0.7369
Low	0.7279	0.7307	0.0029	0.4%	0.7279
Close	0.7312	0.7361	0.0049	0.7%	0.7361
Range	0.0042	0.0062	0.0021	49.4%	0.0091
ATR	0.0038	0.0040	0.0002	4.5%	0.0000
Volume	391	630	239	61.1%	1,559

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7532	0.7508	0.7395
R3	0.7470	0.7446	0.7378
R2	0.7408	0.7408	0.7372
R1	0.7384	0.7384	0.7366	0.7396
PP	0.7346	0.7346	0.7346	0.7351
S1	0.7322	0.7322	0.7355	0.7334
S2	0.7284	0.7284	0.7349
S3	0.7222	0.7260	0.7343
S4	0.7160	0.7198	0.7326

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7608	0.7575	0.7410
R3	0.7517	0.7484	0.7385
R2	0.7427	0.7427	0.7377
R1	0.7394	0.7394	0.7369	0.7410
PP	0.7336	0.7336	0.7336	0.7344
S1	0.7303	0.7303	0.7352	0.7320
S2	0.7246	0.7246	0.7344
S3	0.7155	0.7213	0.7336
S4	0.7065	0.7122	0.7311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7369	0.7276	0.0093	1.3%	0.0038	0.5%	91%	True	False	398
10	0.7369	0.7233	0.0136	1.8%	0.0041	0.6%	94%	True	False	365
20	0.7369	0.7212	0.0158	2.1%	0.0039	0.5%	95%	True	False	371
40	0.7471	0.7212	0.0259	3.5%	0.0040	0.5%	58%	False	False	339
60	0.7484	0.7212	0.0273	3.7%	0.0034	0.5%	55%	False	False	284
80	0.7509	0.7212	0.0298	4.0%	0.0029	0.4%	50%	False	False	216
100	0.7656	0.7212	0.0444	6.0%	0.0026	0.4%	34%	False	False	175
120	0.7656	0.7212	0.0444	6.0%	0.0023	0.3%	34%	False	False	147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7633
2.618	0.7531
1.618	0.7469
1.000	0.7431
0.618	0.7407
HIGH	0.7369
0.618	0.7345
0.500	0.7338
0.382	0.7331
LOW	0.7307
0.618	0.7269
1.000	0.7245
1.618	0.7207
2.618	0.7145
4.250	0.7044

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	0.7353	0.7348
PP	0.7346	0.7336
S1	0.7338	0.7324

Download as Excel Spreadsheet

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

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