CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	0.7319	0.7292	-0.0027	-0.4%	0.7345
High	0.7321	0.7299	-0.0022	-0.3%	0.7361
Low	0.7289	0.7259	-0.0030	-0.4%	0.7296
Close	0.7300	0.7265	-0.0036	-0.5%	0.7315
Range	0.0033	0.0040	0.0008	23.1%	0.0066
ATR	0.0036	0.0037	0.0000	0.9%	0.0000
Volume	249	613	364	146.2%	1,802

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7394	0.7369	0.7287
R3	0.7354	0.7329	0.7276
R2	0.7314	0.7314	0.7272
R1	0.7289	0.7289	0.7268	0.7282
PP	0.7274	0.7274	0.7274	0.7270
S1	0.7249	0.7249	0.7261	0.7242
S2	0.7234	0.7234	0.7257
S3	0.7194	0.7209	0.7254
S4	0.7154	0.7169	0.7243

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	0.7333	0.7259	0.0074	1.0%	0.0034	0.5%	7%	False	True	345
10	0.7382	0.7259	0.0123	1.7%	0.0037	0.5%	4%	False	True	349
20	0.7471	0.7259	0.0212	2.9%	0.0040	0.5%	3%	False	True	295
40	0.7484	0.7259	0.0225	3.1%	0.0032	0.4%	2%	False	True	232
60	0.7514	0.7259	0.0255	3.5%	0.0025	0.3%	2%	False	True	158
80	0.7656	0.7259	0.0397	5.5%	0.0022	0.3%	1%	False	True	121
100	0.7656	0.7259	0.0397	5.5%	0.0019	0.3%	1%	False	True	99
120	0.7656	0.7259	0.0397	5.5%	0.0017	0.2%	1%	False	True	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7469
2.618	0.7404
1.618	0.7364
1.000	0.7339
0.618	0.7324
HIGH	0.7299
0.618	0.7284
0.500	0.7279
0.382	0.7274
LOW	0.7259
0.618	0.7234
1.000	0.7219
1.618	0.7194
2.618	0.7154
4.250	0.7089

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	0.7279	0.7296
PP	0.7274	0.7286
S1	0.7269	0.7275

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

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