CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	0.7292	0.7262	-0.0030	-0.4%	0.7345
High	0.7299	0.7266	-0.0034	-0.5%	0.7361
Low	0.7259	0.7243	-0.0017	-0.2%	0.7296
Close	0.7265	0.7256	-0.0009	-0.1%	0.7315
Range	0.0040	0.0023	-0.0017	-42.5%	0.0066
ATR	0.0037	0.0036	-0.0001	-2.7%	0.0000
Volume	613	359	-254	-41.4%	1,802

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7324	0.7313	0.7268
R3	0.7301	0.7290	0.7262
R2	0.7278	0.7278	0.7260
R1	0.7267	0.7267	0.7258	0.7261
PP	0.7255	0.7255	0.7255	0.7252
S1	0.7244	0.7244	0.7253	0.7238
S2	0.7232	0.7232	0.7251
S3	0.7209	0.7221	0.7249
S4	0.7186	0.7198	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	0.7243	0.0091	1.2%	0.0033	0.5%	14%	False	True	336
10	0.7361	0.7243	0.0119	1.6%	0.0033	0.5%	11%	False	True	342
20	0.7471	0.7243	0.0228	3.1%	0.0040	0.5%	6%	False	True	306
40	0.7484	0.7243	0.0242	3.3%	0.0032	0.4%	5%	False	True	241
60	0.7509	0.7243	0.0267	3.7%	0.0025	0.3%	5%	False	True	164
80	0.7656	0.7243	0.0413	5.7%	0.0022	0.3%	3%	False	True	125
100	0.7656	0.7243	0.0413	5.7%	0.0020	0.3%	3%	False	True	102
120	0.7656	0.7243	0.0413	5.7%	0.0018	0.2%	3%	False	True	86

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7363
2.618	0.7326
1.618	0.7303
1.000	0.7289
0.618	0.7280
HIGH	0.7266
0.618	0.7257
0.500	0.7254
0.382	0.7251
LOW	0.7243
0.618	0.7228
1.000	0.7220
1.618	0.7205
2.618	0.7182
4.250	0.7145

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	0.7255	0.7282
PP	0.7255	0.7273
S1	0.7254	0.7264

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

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