CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	0.7350	0.7356	0.0006	0.1%	0.7300
High	0.7358	0.7387	0.0030	0.4%	0.7369
Low	0.7338	0.7356	0.0019	0.3%	0.7279
Close	0.7353	0.7385	0.0032	0.4%	0.7361
Range	0.0020	0.0031	0.0011	55.0%	0.0091
ATR	0.0039	0.0038	0.0000	-0.8%	0.0000
Volume	329	880	551	167.5%	1,559

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7458	0.7402
R3	0.7438	0.7427	0.7393
R2	0.7407	0.7407	0.7390
R1	0.7396	0.7396	0.7387	0.7401
PP	0.7376	0.7376	0.7376	0.7379
S1	0.7365	0.7365	0.7382	0.7370
S2	0.7345	0.7345	0.7379
S3	0.7314	0.7334	0.7376
S4	0.7283	0.7303	0.7367

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7608	0.7575	0.7410
R3	0.7517	0.7484	0.7385
R2	0.7427	0.7427	0.7377
R1	0.7394	0.7394	0.7369	0.7410
PP	0.7336	0.7336	0.7336	0.7344
S1	0.7303	0.7303	0.7352	0.7320
S2	0.7246	0.7246	0.7344
S3	0.7155	0.7213	0.7336
S4	0.7065	0.7122	0.7311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7387	0.7279	0.0109	1.5%	0.0036	0.5%	98%	True	False	513
10	0.7387	0.7244	0.0143	1.9%	0.0040	0.5%	98%	True	False	446
20	0.7387	0.7212	0.0176	2.4%	0.0038	0.5%	99%	True	False	399
40	0.7387	0.7212	0.0176	2.4%	0.0037	0.5%	99%	True	False	355
60	0.7484	0.7212	0.0273	3.7%	0.0034	0.5%	63%	False	False	299
80	0.7503	0.7212	0.0291	3.9%	0.0029	0.4%	59%	False	False	231
100	0.7656	0.7212	0.0444	6.0%	0.0026	0.4%	39%	False	False	187
120	0.7656	0.7212	0.0444	6.0%	0.0023	0.3%	39%	False	False	157

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7519
2.618	0.7468
1.618	0.7437
1.000	0.7418
0.618	0.7406
HIGH	0.7387
0.618	0.7375
0.500	0.7372
0.382	0.7368
LOW	0.7356
0.618	0.7337
1.000	0.7325
1.618	0.7306
2.618	0.7275
4.250	0.7224

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	0.7380	0.7372
PP	0.7376	0.7360
S1	0.7372	0.7347

Download as Excel Spreadsheet

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

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