CME Canadian Dollar Future March 2024

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

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	0.7385	0.7373	-0.0012	-0.2%	0.7300
High	0.7398	0.7391	-0.0007	-0.1%	0.7369
Low	0.7359	0.7352	-0.0007	-0.1%	0.7279
Close	0.7375	0.7383	0.0009	0.1%	0.7361
Range	0.0039	0.0039	0.0000	0.0%	0.0091
ATR	0.0038	0.0038	0.0000	0.1%	0.0000
Volume	1,498	1,963	465	31.0%	1,559

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7492	0.7477	0.7404
R3	0.7453	0.7438	0.7394
R2	0.7414	0.7414	0.7390
R1	0.7399	0.7399	0.7387	0.7406
PP	0.7375	0.7375	0.7375	0.7379
S1	0.7360	0.7360	0.7379	0.7367
S2	0.7336	0.7336	0.7376
S3	0.7297	0.7321	0.7372
S4	0.7258	0.7282	0.7362

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	0.7398	0.7307	0.0091	1.2%	0.0038	0.5%	84%	False	False	1,060
10	0.7398	0.7274	0.0124	1.7%	0.0037	0.5%	88%	False	False	695
20	0.7398	0.7233	0.0165	2.2%	0.0039	0.5%	91%	False	False	523
40	0.7398	0.7212	0.0186	2.5%	0.0037	0.5%	92%	False	False	426
60	0.7484	0.7212	0.0273	3.7%	0.0035	0.5%	63%	False	False	354
80	0.7484	0.7212	0.0273	3.7%	0.0030	0.4%	63%	False	False	274
100	0.7656	0.7212	0.0444	6.0%	0.0027	0.4%	39%	False	False	221
120	0.7656	0.7212	0.0444	6.0%	0.0023	0.3%	39%	False	False	186

Crabel Price Patterns
NR	False
NR4	False
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	0.0008

Fibonacci Retracements and Extensions
4.250	0.7556
2.618	0.7493
1.618	0.7454
1.000	0.7430
0.618	0.7415
HIGH	0.7391
0.618	0.7376
0.500	0.7371
0.382	0.7366
LOW	0.7352
0.618	0.7327
1.000	0.7313
1.618	0.7288
2.618	0.7249
4.250	0.7186

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	0.7379	0.7380
PP	0.7375	0.7377
S1	0.7371	0.7375

Download as Excel Spreadsheet

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

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