CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 05-Feb-2024

Day Change Summary
	Previous	Current
	02-Feb-2024	05-Feb-2024	Change	Change %	Previous Week
Open	0.7476	0.7430	-0.0046	-0.6%	0.7439
High	0.7486	0.7431	-0.0056	-0.7%	0.7491
Low	0.7425	0.7387	-0.0038	-0.5%	0.7425
Close	0.7433	0.7392	-0.0041	-0.6%	0.7433
Range	0.0062	0.0044	-0.0018	-29.3%	0.0066
ATR	0.0041	0.0042	0.0000	0.8%	0.0000
Volume	94,778	80,295	-14,483	-15.3%	399,275

Daily Pivots for day following 05-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7506	0.7416
R3	0.7490	0.7463	0.7404
R2	0.7447	0.7447	0.7400
R1	0.7419	0.7419	0.7396	0.7411
PP	0.7403	0.7403	0.7403	0.7399
S1	0.7376	0.7376	0.7388	0.7368
S2	0.7360	0.7360	0.7384
S3	0.7316	0.7332	0.7380
S4	0.7273	0.7289	0.7368

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	0.7387	0.0104	1.4%	0.0047	0.6%	5%	False	True	84,733
10	0.7491	0.7387	0.0104	1.4%	0.0042	0.6%	5%	False	True	77,360
20	0.7503	0.7387	0.0116	1.6%	0.0040	0.5%	4%	False	True	75,219
40	0.7599	0.7354	0.0246	3.3%	0.0040	0.5%	16%	False	False	72,545
60	0.7599	0.7233	0.0366	5.0%	0.0039	0.5%	43%	False	False	48,677
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	47%	False	False	36,599
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	47%	False	False	29,324
120	0.7599	0.7212	0.0388	5.2%	0.0034	0.5%	47%	False	False	24,448

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7615
2.618	0.7544
1.618	0.7501
1.000	0.7474
0.618	0.7457
HIGH	0.7431
0.618	0.7414
0.500	0.7409
0.382	0.7404
LOW	0.7387
0.618	0.7360
1.000	0.7344
1.618	0.7317
2.618	0.7273
4.250	0.7202

Fisher Pivots for day following 05-Feb-2024
Pivot	1 day	3 day
R1	0.7409	0.7437
PP	0.7403	0.7422
S1	0.7398	0.7407

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

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