CME Canadian Dollar Future March 2024

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

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	0.7310	0.7319	0.0009	0.1%	0.7345
High	0.7333	0.7321	-0.0012	-0.2%	0.7361
Low	0.7298	0.7289	-0.0010	-0.1%	0.7296
Close	0.7327	0.7300	-0.0027	-0.4%	0.7315
Range	0.0035	0.0033	-0.0003	-7.1%	0.0066
ATR	0.0036	0.0036	0.0000	0.4%	0.0000
Volume	235	249	14	6.0%	1,802

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7401	0.7383	0.7318
R3	0.7368	0.7350	0.7309
R2	0.7336	0.7336	0.7306
R1	0.7318	0.7318	0.7303	0.7311
PP	0.7303	0.7303	0.7303	0.7300
S1	0.7285	0.7285	0.7297	0.7278
S2	0.7271	0.7271	0.7294
S3	0.7238	0.7253	0.7291
S4	0.7206	0.7220	0.7282

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	0.7359	0.7289	0.0070	1.0%	0.0036	0.5%	16%	False	True	279
10	0.7382	0.7289	0.0093	1.3%	0.0035	0.5%	12%	False	True	299
20	0.7471	0.7273	0.0198	2.7%	0.0039	0.5%	14%	False	False	272
40	0.7484	0.7273	0.0211	2.9%	0.0031	0.4%	13%	False	False	217
60	0.7589	0.7273	0.0316	4.3%	0.0025	0.3%	9%	False	False	148
80	0.7656	0.7273	0.0383	5.2%	0.0022	0.3%	7%	False	False	113
100	0.7656	0.7273	0.0383	5.2%	0.0019	0.3%	7%	False	False	93
120	0.7656	0.7273	0.0383	5.2%	0.0017	0.2%	7%	False	False	78

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7459
2.618	0.7406
1.618	0.7374
1.000	0.7354
0.618	0.7341
HIGH	0.7321
0.618	0.7309
0.500	0.7305
0.382	0.7301
LOW	0.7289
0.618	0.7268
1.000	0.7256
1.618	0.7236
2.618	0.7203
4.250	0.7150

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	0.7305	0.7311
PP	0.7303	0.7307
S1	0.7302	0.7304

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

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