CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 08-Feb-2024

Day Change Summary
	Previous	Current
	07-Feb-2024	08-Feb-2024	Change	Change %	Previous Week
Open	0.7417	0.7432	0.0016	0.2%	0.7439
High	0.7436	0.7440	0.0004	0.1%	0.7491
Low	0.7416	0.7415	-0.0001	0.0%	0.7425
Close	0.7430	0.7435	0.0006	0.1%	0.7433
Range	0.0021	0.0025	0.0005	22.0%	0.0066
ATR	0.0040	0.0039	-0.0001	-2.7%	0.0000
Volume	41,825	54,142	12,317	29.4%	399,275

Daily Pivots for day following 08-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7495	0.7449
R3	0.7480	0.7470	0.7442
R2	0.7455	0.7455	0.7440
R1	0.7445	0.7445	0.7437	0.7450
PP	0.7430	0.7430	0.7430	0.7433
S1	0.7420	0.7420	0.7433	0.7425
S2	0.7405	0.7405	0.7430
S3	0.7380	0.7395	0.7428
S4	0.7355	0.7370	0.7421

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	0.7486	0.7387	0.0099	1.3%	0.0038	0.5%	48%	False	False	69,321
10	0.7491	0.7387	0.0104	1.4%	0.0039	0.5%	46%	False	False	71,474
20	0.7501	0.7387	0.0114	1.5%	0.0040	0.5%	42%	False	False	75,233
40	0.7599	0.7354	0.0246	3.3%	0.0041	0.5%	33%	False	False	76,138
60	0.7599	0.7244	0.0355	4.8%	0.0039	0.5%	54%	False	False	51,524
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	58%	False	False	38,734
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	58%	False	False	31,034
120	0.7599	0.7212	0.0388	5.2%	0.0035	0.5%	58%	False	False	25,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7546
2.618	0.7505
1.618	0.7480
1.000	0.7465
0.618	0.7455
HIGH	0.7440
0.618	0.7430
0.500	0.7428
0.382	0.7425
LOW	0.7415
0.618	0.7400
1.000	0.7390
1.618	0.7375
2.618	0.7350
4.250	0.7309

Fisher Pivots for day following 08-Feb-2024
Pivot	1 day	3 day
R1	0.7433	0.7428
PP	0.7430	0.7421
S1	0.7428	0.7414

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

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