CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 12-Feb-2024

Day Change Summary
	Previous	Current
	09-Feb-2024	12-Feb-2024	Change	Change %	Previous Week
Open	0.7434	0.7430	-0.0004	-0.1%	0.7430
High	0.7459	0.7450	-0.0010	-0.1%	0.7459
Low	0.7421	0.7425	0.0004	0.1%	0.7387
Close	0.7432	0.7435	0.0004	0.0%	0.7432
Range	0.0039	0.0025	-0.0014	-35.1%	0.0072
ATR	0.0039	0.0038	-0.0001	-2.6%	0.0000
Volume	60,605	41,991	-18,614	-30.7%	312,434

Daily Pivots for day following 12-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7511	0.7498	0.7449
R3	0.7486	0.7473	0.7442
R2	0.7461	0.7461	0.7440
R1	0.7448	0.7448	0.7437	0.7455
PP	0.7436	0.7436	0.7436	0.7440
S1	0.7423	0.7423	0.7433	0.7430
S2	0.7411	0.7411	0.7430
S3	0.7386	0.7398	0.7428
S4	0.7361	0.7373	0.7421

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7642	0.7609	0.7471
R3	0.7570	0.7537	0.7451
R2	0.7498	0.7498	0.7445
R1	0.7465	0.7465	0.7438	0.7481
PP	0.7426	0.7426	0.7426	0.7434
S1	0.7393	0.7393	0.7425	0.7409
S2	0.7354	0.7354	0.7418
S3	0.7282	0.7321	0.7412
S4	0.7210	0.7249	0.7392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7459	0.7387	0.0072	1.0%	0.0029	0.4%	67%	False	False	54,826
10	0.7491	0.7387	0.0104	1.4%	0.0038	0.5%	46%	False	False	69,779
20	0.7491	0.7387	0.0104	1.4%	0.0039	0.5%	46%	False	False	72,573
40	0.7599	0.7387	0.0212	2.9%	0.0040	0.5%	23%	False	False	75,137
60	0.7599	0.7274	0.0325	4.4%	0.0038	0.5%	50%	False	False	53,222
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	58%	False	False	40,005
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	58%	False	False	32,060
120	0.7599	0.7212	0.0388	5.2%	0.0035	0.5%	58%	False	False	26,731

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7556
2.618	0.7515
1.618	0.7490
1.000	0.7475
0.618	0.7465
HIGH	0.7450
0.618	0.7440
0.500	0.7437
0.382	0.7434
LOW	0.7425
0.618	0.7409
1.000	0.7400
1.618	0.7384
2.618	0.7359
4.250	0.7318

Fisher Pivots for day following 12-Feb-2024
Pivot	1 day	3 day
R1	0.7437	0.7437
PP	0.7436	0.7436
S1	0.7436	0.7436

Download as Excel Spreadsheet

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

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