CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 01-Feb-2024

Day Change Summary
	Previous	Current
	31-Jan-2024	01-Feb-2024	Change	Change %	Previous Week
Open	0.7468	0.7446	-0.0022	-0.3%	0.7451
High	0.7491	0.7485	-0.0006	-0.1%	0.7460
Low	0.7442	0.7431	-0.0011	-0.1%	0.7393
Close	0.7467	0.7475	0.0009	0.1%	0.7441
Range	0.0049	0.0054	0.0005	10.2%	0.0067
ATR	0.0039	0.0040	0.0001	2.8%	0.0000
Volume	106,219	81,296	-24,923	-23.5%	363,244

Daily Pivots for day following 01-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7626	0.7604	0.7505
R3	0.7572	0.7550	0.7490
R2	0.7518	0.7518	0.7485
R1	0.7496	0.7496	0.7480	0.7507
PP	0.7464	0.7464	0.7464	0.7469
S1	0.7442	0.7442	0.7470	0.7453
S2	0.7410	0.7410	0.7465
S3	0.7356	0.7388	0.7460
S4	0.7302	0.7334	0.7445

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7603	0.7477
R3	0.7565	0.7536	0.7459
R2	0.7498	0.7498	0.7453
R1	0.7469	0.7469	0.7447	0.7450
PP	0.7431	0.7431	0.7431	0.7422
S1	0.7402	0.7402	0.7434	0.7383
S2	0.7364	0.7364	0.7428
S3	0.7297	0.7335	0.7422
S4	0.7230	0.7268	0.7404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7491	0.7422	0.0069	0.9%	0.0040	0.5%	78%	False	False	73,627
10	0.7491	0.7393	0.0098	1.3%	0.0039	0.5%	84%	False	False	72,994
20	0.7534	0.7391	0.0143	1.9%	0.0040	0.5%	59%	False	False	74,321
40	0.7599	0.7354	0.0246	3.3%	0.0039	0.5%	49%	False	False	68,304
60	0.7599	0.7233	0.0366	4.9%	0.0039	0.5%	66%	False	False	45,769
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	68%	False	False	34,413
100	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	68%	False	False	27,580
120	0.7599	0.7212	0.0388	5.2%	0.0034	0.4%	68%	False	False	22,989

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7715
2.618	0.7626
1.618	0.7572
1.000	0.7539
0.618	0.7518
HIGH	0.7485
0.618	0.7464
0.500	0.7458
0.382	0.7452
LOW	0.7431
0.618	0.7398
1.000	0.7377
1.618	0.7344
2.618	0.7290
4.250	0.7202

Fisher Pivots for day following 01-Feb-2024
Pivot	1 day	3 day
R1	0.7469	0.7470
PP	0.7464	0.7466
S1	0.7458	0.7461

Download as Excel Spreadsheet

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

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