CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	0.7260	0.7228	-0.0032	-0.4%	0.7310
High	0.7265	0.7256	-0.0009	-0.1%	0.7333
Low	0.7222	0.7226	0.0004	0.0%	0.7222
Close	0.7222	0.7252	0.0030	0.4%	0.7222
Range	0.0043	0.0030	-0.0013	-29.4%	0.0111
ATR	0.0036	0.0036	0.0000	-0.6%	0.0000
Volume	355	296	-59	-16.6%	1,811

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7334	0.7323	0.7268
R3	0.7304	0.7293	0.7260
R2	0.7274	0.7274	0.7257
R1	0.7263	0.7263	0.7254	0.7269
PP	0.7244	0.7244	0.7244	0.7247
S1	0.7233	0.7233	0.7249	0.7239
S2	0.7214	0.7214	0.7246
S3	0.7184	0.7203	0.7243
S4	0.7154	0.7173	0.7235

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7518	0.7283
R3	0.7481	0.7407	0.7253
R2	0.7370	0.7370	0.7242
R1	0.7296	0.7296	0.7232	0.7278
PP	0.7259	0.7259	0.7259	0.7250
S1	0.7185	0.7185	0.7212	0.7167
S2	0.7148	0.7148	0.7202
S3	0.7037	0.7074	0.7191
S4	0.6926	0.6963	0.7161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7321	0.7222	0.0099	1.4%	0.0034	0.5%	30%	False	False	374
10	0.7359	0.7222	0.0137	1.9%	0.0036	0.5%	22%	False	False	381
20	0.7385	0.7222	0.0163	2.2%	0.0036	0.5%	18%	False	False	310
40	0.7484	0.7222	0.0262	3.6%	0.0032	0.4%	11%	False	False	249
60	0.7503	0.7222	0.0281	3.9%	0.0026	0.4%	11%	False	False	175
80	0.7656	0.7222	0.0434	6.0%	0.0023	0.3%	7%	False	False	134
100	0.7656	0.7222	0.0434	6.0%	0.0020	0.3%	7%	False	False	109
120	0.7656	0.7222	0.0434	6.0%	0.0018	0.3%	7%	False	False	91

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7383
2.618	0.7334
1.618	0.7304
1.000	0.7286
0.618	0.7274
HIGH	0.7256
0.618	0.7244
0.500	0.7241
0.382	0.7237
LOW	0.7226
0.618	0.7207
1.000	0.7196
1.618	0.7177
2.618	0.7147
4.250	0.7098

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	0.7248	0.7249
PP	0.7244	0.7246
S1	0.7241	0.7244

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

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