CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 08-Nov-2023

Day Change Summary
	Previous	Current
	07-Nov-2023	08-Nov-2023	Change	Change %	Previous Week
Open	0.7319	0.7280	-0.0039	-0.5%	0.7228
High	0.7319	0.7280	-0.0039	-0.5%	0.7340
Low	0.7274	0.7255	-0.0020	-0.3%	0.7212
Close	0.7283	0.7261	-0.0023	-0.3%	0.7337
Range	0.0045	0.0025	-0.0020	-43.8%	0.0128
ATR	0.0040	0.0039	-0.0001	-2.0%	0.0000
Volume	318	251	-67	-21.1%	2,374

Daily Pivots for day following 08-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7340	0.7325	0.7274
R3	0.7315	0.7300	0.7267
R2	0.7290	0.7290	0.7265
R1	0.7275	0.7275	0.7263	0.7270
PP	0.7265	0.7265	0.7265	0.7262
S1	0.7250	0.7250	0.7258	0.7245
S2	0.7240	0.7240	0.7256
S3	0.7215	0.7225	0.7254
S4	0.7190	0.7200	0.7247

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7680	0.7637	0.7407
R3	0.7552	0.7509	0.7372
R2	0.7424	0.7424	0.7360
R1	0.7381	0.7381	0.7349	0.7402
PP	0.7296	0.7296	0.7296	0.7307
S1	0.7253	0.7253	0.7325	0.7274
S2	0.7168	0.7168	0.7314
S3	0.7040	0.7125	0.7302
S4	0.6912	0.6997	0.7267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7350	0.7238	0.0112	1.5%	0.0043	0.6%	20%	False	False	387
10	0.7350	0.7212	0.0139	1.9%	0.0037	0.5%	35%	False	False	393
20	0.7382	0.7212	0.0170	2.3%	0.0037	0.5%	29%	False	False	371
40	0.7484	0.7212	0.0273	3.8%	0.0036	0.5%	18%	False	False	299
60	0.7484	0.7212	0.0273	3.8%	0.0030	0.4%	18%	False	False	223
80	0.7626	0.7212	0.0414	5.7%	0.0025	0.3%	12%	False	False	169
100	0.7656	0.7212	0.0444	6.1%	0.0022	0.3%	11%	False	False	138
120	0.7656	0.7212	0.0444	6.1%	0.0020	0.3%	11%	False	False	115

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	0.0005
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7386
2.618	0.7345
1.618	0.7320
1.000	0.7305
0.618	0.7295
HIGH	0.7280
0.618	0.7270
0.500	0.7267
0.382	0.7264
LOW	0.7255
0.618	0.7239
1.000	0.7230
1.618	0.7214
2.618	0.7189
4.250	0.7148

Fisher Pivots for day following 08-Nov-2023
Pivot	1 day	3 day
R1	0.7267	0.7302
PP	0.7265	0.7288
S1	0.7263	0.7274

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

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