CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	0.7300	0.7300	-0.0001	0.0%	0.7258
High	0.7317	0.7323	0.0006	0.1%	0.7338
Low	0.7287	0.7297	0.0010	0.1%	0.7244
Close	0.7301	0.7313	0.0012	0.2%	0.7303
Range	0.0030	0.0026	-0.0004	-13.3%	0.0094
ATR	0.0039	0.0038	-0.0001	-2.3%	0.0000
Volume	203	335	132	65.0%	1,868

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7389	0.7377	0.7327
R3	0.7363	0.7351	0.7320
R2	0.7337	0.7337	0.7317
R1	0.7325	0.7325	0.7315	0.7331
PP	0.7311	0.7311	0.7311	0.7314
S1	0.7299	0.7299	0.7310	0.7305
S2	0.7285	0.7285	0.7308
S3	0.7259	0.7273	0.7305
S4	0.7233	0.7247	0.7298

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7532	0.7354
R3	0.7482	0.7439	0.7328
R2	0.7388	0.7388	0.7320
R1	0.7345	0.7345	0.7311	0.7367
PP	0.7295	0.7295	0.7295	0.7305
S1	0.7252	0.7252	0.7294	0.7273
S2	0.7201	0.7201	0.7285
S3	0.7108	0.7158	0.7277
S4	0.7014	0.7065	0.7251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7338	0.7274	0.0064	0.9%	0.0033	0.5%	61%	False	False	329
10	0.7338	0.7233	0.0105	1.4%	0.0036	0.5%	76%	False	False	309
20	0.7350	0.7212	0.0139	1.9%	0.0037	0.5%	73%	False	False	369
40	0.7471	0.7212	0.0259	3.5%	0.0038	0.5%	39%	False	False	320
60	0.7484	0.7212	0.0273	3.7%	0.0033	0.5%	37%	False	False	268
80	0.7589	0.7212	0.0377	5.2%	0.0028	0.4%	27%	False	False	203
100	0.7656	0.7212	0.0444	6.1%	0.0025	0.3%	23%	False	False	164
120	0.7656	0.7212	0.0444	6.1%	0.0022	0.3%	23%	False	False	139

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7433
2.618	0.7391
1.618	0.7365
1.000	0.7349
0.618	0.7339
HIGH	0.7323
0.618	0.7313
0.500	0.7310
0.382	0.7306
LOW	0.7297
0.618	0.7280
1.000	0.7271
1.618	0.7254
2.618	0.7228
4.250	0.7186

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	0.7312	0.7308
PP	0.7311	0.7304
S1	0.7310	0.7299

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

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