CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	0.7318	0.7350	0.0032	0.4%	0.7300
High	0.7369	0.7358	-0.0012	-0.2%	0.7369
Low	0.7307	0.7338	0.0031	0.4%	0.7279
Close	0.7361	0.7353	-0.0008	-0.1%	0.7361
Range	0.0062	0.0020	-0.0042	-67.7%	0.0091
ATR	0.0040	0.0039	-0.0001	-3.0%	0.0000
Volume	630	329	-301	-47.8%	1,559

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7409	0.7401	0.7364
R3	0.7389	0.7381	0.7358
R2	0.7369	0.7369	0.7356
R1	0.7361	0.7361	0.7354	0.7365
PP	0.7349	0.7349	0.7349	0.7351
S1	0.7341	0.7341	0.7351	0.7345
S2	0.7329	0.7329	0.7349
S3	0.7309	0.7321	0.7347
S4	0.7289	0.7301	0.7342

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	0.7279	0.0091	1.2%	0.0036	0.5%	82%	False	False	377
10	0.7369	0.7244	0.0125	1.7%	0.0039	0.5%	87%	False	False	375
20	0.7369	0.7212	0.0158	2.1%	0.0038	0.5%	90%	False	False	370
40	0.7388	0.7212	0.0177	2.4%	0.0038	0.5%	80%	False	False	339
60	0.7484	0.7212	0.0273	3.7%	0.0035	0.5%	52%	False	False	285
80	0.7503	0.7212	0.0291	4.0%	0.0029	0.4%	48%	False	False	220
100	0.7656	0.7212	0.0444	6.0%	0.0026	0.4%	32%	False	False	178
120	0.7656	0.7212	0.0444	6.0%	0.0023	0.3%	32%	False	False	150

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.7443
2.618	0.7410
1.618	0.7390
1.000	0.7378
0.618	0.7370
HIGH	0.7358
0.618	0.7350
0.500	0.7348
0.382	0.7345
LOW	0.7338
0.618	0.7325
1.000	0.7318
1.618	0.7305
2.618	0.7285
4.250	0.7253

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	0.7351	0.7343
PP	0.7349	0.7333
S1	0.7348	0.7324

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

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