CME Canadian Dollar Future March 2024

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

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	0.7452	0.7415	-0.0037	-0.5%	0.7420
High	0.7453	0.7425	-0.0029	-0.4%	0.7484
Low	0.7412	0.7403	-0.0010	-0.1%	0.7418
Close	0.7414	0.7420	0.0007	0.1%	0.7439
Range	0.0041	0.0022	-0.0019	-46.3%	0.0067
ATR	0.0029	0.0029	-0.0001	-1.8%	0.0000
Volume	140	150	10	7.1%	1,149

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7482	0.7473	0.7432
R3	0.7460	0.7451	0.7426
R2	0.7438	0.7438	0.7424
R1	0.7429	0.7429	0.7422	0.7433
PP	0.7416	0.7416	0.7416	0.7418
S1	0.7407	0.7407	0.7418	0.7411
S2	0.7394	0.7394	0.7416
S3	0.7372	0.7385	0.7414
S4	0.7350	0.7363	0.7408

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7646	0.7609	0.7475
R3	0.7580	0.7542	0.7457
R2	0.7513	0.7513	0.7451
R1	0.7476	0.7476	0.7445	0.7495
PP	0.7447	0.7447	0.7447	0.7456
S1	0.7409	0.7409	0.7432	0.7428
S2	0.7380	0.7380	0.7426
S3	0.7314	0.7343	0.7420
S4	0.7247	0.7276	0.7402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7467	0.7403	0.0065	0.9%	0.0029	0.4%	27%	False	True	305
10	0.7484	0.7402	0.0082	1.1%	0.0027	0.4%	22%	False	False	212
20	0.7484	0.7325	0.0159	2.1%	0.0024	0.3%	60%	False	False	170
40	0.7514	0.7325	0.0189	2.5%	0.0017	0.2%	50%	False	False	90
60	0.7656	0.7325	0.0331	4.5%	0.0016	0.2%	29%	False	False	63
80	0.7656	0.7325	0.0331	4.5%	0.0014	0.2%	29%	False	False	50
100	0.7656	0.7325	0.0331	4.5%	0.0013	0.2%	29%	False	False	41

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7518
2.618	0.7482
1.618	0.7460
1.000	0.7447
0.618	0.7438
HIGH	0.7425
0.618	0.7416
0.500	0.7414
0.382	0.7411
LOW	0.7403
0.618	0.7389
1.000	0.7381
1.618	0.7367
2.618	0.7345
4.250	0.7309

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	0.7418	0.7428
PP	0.7416	0.7425
S1	0.7414	0.7423

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

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