CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 02-Feb-2024

Day Change Summary
	Previous	Current
	01-Feb-2024	02-Feb-2024	Change	Change %	Previous Week
Open	0.7446	0.7476	0.0030	0.4%	0.7439
High	0.7485	0.7486	0.0001	0.0%	0.7491
Low	0.7431	0.7425	-0.0007	-0.1%	0.7425
Close	0.7475	0.7433	-0.0042	-0.6%	0.7433
Range	0.0054	0.0062	0.0008	13.9%	0.0066
ATR	0.0040	0.0041	0.0002	3.9%	0.0000
Volume	81,296	94,778	13,482	16.6%	399,275

Daily Pivots for day following 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7594	0.7467
R3	0.7571	0.7533	0.7450
R2	0.7509	0.7509	0.7444
R1	0.7471	0.7471	0.7439	0.7460
PP	0.7448	0.7448	0.7448	0.7442
S1	0.7410	0.7410	0.7427	0.7398
S2	0.7386	0.7386	0.7422
S3	0.7325	0.7348	0.7416
S4	0.7263	0.7287	0.7399

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7647	0.7606	0.7469
R3	0.7581	0.7540	0.7451
R2	0.7515	0.7515	0.7445
R1	0.7474	0.7474	0.7439	0.7462
PP	0.7449	0.7449	0.7449	0.7443
S1	0.7408	0.7408	0.7427	0.7396
S2	0.7383	0.7383	0.7421
S3	0.7317	0.7342	0.7415
S4	0.7251	0.7276	0.7397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7491	0.7425	0.0066	0.9%	0.0045	0.6%	13%	False	True	79,855
10	0.7491	0.7393	0.0098	1.3%	0.0041	0.6%	41%	False	False	76,251
20	0.7534	0.7391	0.0143	1.9%	0.0041	0.6%	29%	False	False	75,980
40	0.7599	0.7354	0.0246	3.3%	0.0040	0.5%	32%	False	False	70,618
60	0.7599	0.7233	0.0366	4.9%	0.0039	0.5%	55%	False	False	47,344
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	57%	False	False	35,596
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	57%	False	False	28,527
120	0.7599	0.7212	0.0388	5.2%	0.0034	0.5%	57%	False	False	23,779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7747
2.618	0.7647
1.618	0.7586
1.000	0.7548
0.618	0.7524
HIGH	0.7486
0.618	0.7463
0.500	0.7455
0.382	0.7448
LOW	0.7425
0.618	0.7386
1.000	0.7363
1.618	0.7325
2.618	0.7263
4.250	0.7163

Fisher Pivots for day following 02-Feb-2024
Pivot	1 day	3 day
R1	0.7455	0.7458
PP	0.7448	0.7449
S1	0.7440	0.7441

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

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