CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	0.7300	0.7312	0.0013	0.2%	0.7258
High	0.7323	0.7320	-0.0003	0.0%	0.7338
Low	0.7297	0.7279	-0.0018	-0.2%	0.7244
Close	0.7313	0.7312	-0.0001	0.0%	0.7303
Range	0.0026	0.0042	0.0016	59.6%	0.0094
ATR	0.0038	0.0038	0.0000	0.7%	0.0000
Volume	335	391	56	16.7%	1,868

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7428	0.7411	0.7334
R3	0.7386	0.7370	0.7323
R2	0.7345	0.7345	0.7319
R1	0.7328	0.7328	0.7315	0.7316
PP	0.7303	0.7303	0.7303	0.7297
S1	0.7287	0.7287	0.7308	0.7274
S2	0.7262	0.7262	0.7304
S3	0.7220	0.7245	0.7300
S4	0.7179	0.7204	0.7289

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	0.7325	0.7274	0.0051	0.7%	0.0036	0.5%	74%	False	False	330
10	0.7338	0.7233	0.0105	1.4%	0.0038	0.5%	75%	False	False	323
20	0.7350	0.7212	0.0139	1.9%	0.0037	0.5%	72%	False	False	358
40	0.7471	0.7212	0.0259	3.5%	0.0039	0.5%	39%	False	False	326
60	0.7484	0.7212	0.0273	3.7%	0.0034	0.5%	37%	False	False	274
80	0.7514	0.7212	0.0302	4.1%	0.0028	0.4%	33%	False	False	208
100	0.7656	0.7212	0.0444	6.1%	0.0025	0.3%	23%	False	False	168
120	0.7656	0.7212	0.0444	6.1%	0.0022	0.3%	23%	False	False	142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7496
2.618	0.7429
1.618	0.7387
1.000	0.7362
0.618	0.7346
HIGH	0.7320
0.618	0.7304
0.500	0.7299
0.382	0.7294
LOW	0.7279
0.618	0.7253
1.000	0.7237
1.618	0.7211
2.618	0.7170
4.250	0.7102

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	0.7307	0.7308
PP	0.7303	0.7304
S1	0.7299	0.7301

Download as Excel Spreadsheet

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

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