CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	0.7310	0.7304	-0.0006	-0.1%	0.7345
High	0.7326	0.7332	0.0006	0.1%	0.7361
Low	0.7296	0.7298	0.0003	0.0%	0.7296
Close	0.7306	0.7315	0.0009	0.1%	0.7315
Range	0.0030	0.0034	0.0004	11.7%	0.0066
ATR	0.0037	0.0036	0.0000	-0.6%	0.0000
Volume	402	228	-174	-43.3%	1,802

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7415	0.7398	0.7333
R3	0.7382	0.7365	0.7324
R2	0.7348	0.7348	0.7321
R1	0.7331	0.7331	0.7318	0.7340
PP	0.7315	0.7315	0.7315	0.7319
S1	0.7298	0.7298	0.7311	0.7306
S2	0.7281	0.7281	0.7308
S3	0.7248	0.7264	0.7305
S4	0.7214	0.7231	0.7296

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7520	0.7483	0.7351
R3	0.7455	0.7417	0.7333
R2	0.7389	0.7389	0.7327
R1	0.7352	0.7352	0.7321	0.7338
PP	0.7324	0.7324	0.7324	0.7317
S1	0.7286	0.7286	0.7308	0.7272
S2	0.7258	0.7258	0.7302
S3	0.7193	0.7221	0.7296
S4	0.7127	0.7155	0.7278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7361	0.7296	0.0066	0.9%	0.0035	0.5%	29%	False	False	360
10	0.7385	0.7296	0.0089	1.2%	0.0035	0.5%	21%	False	False	276
20	0.7471	0.7273	0.0198	2.7%	0.0038	0.5%	21%	False	False	268
40	0.7484	0.7273	0.0211	2.9%	0.0031	0.4%	20%	False	False	206
60	0.7626	0.7273	0.0353	4.8%	0.0024	0.3%	12%	False	False	140
80	0.7656	0.7273	0.0383	5.2%	0.0021	0.3%	11%	False	False	107
100	0.7656	0.7273	0.0383	5.2%	0.0019	0.3%	11%	False	False	88
120	0.7656	0.7273	0.0383	5.2%	0.0017	0.2%	11%	False	False	74

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	0.7474
2.618	0.7419
1.618	0.7386
1.000	0.7365
0.618	0.7352
HIGH	0.7332
0.618	0.7319
0.500	0.7315
0.382	0.7311
LOW	0.7298
0.618	0.7277
1.000	0.7265
1.618	0.7244
2.618	0.7210
4.250	0.7156

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	0.7315	0.7327
PP	0.7315	0.7323
S1	0.7315	0.7319

Download as Excel Spreadsheet

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

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