CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Feb-2024

Day Change Summary
	Previous	Current
	12-Feb-2024	13-Feb-2024	Change	Change %	Previous Week
Open	0.7430	0.7438	0.0008	0.1%	0.7430
High	0.7450	0.7448	-0.0002	0.0%	0.7459
Low	0.7425	0.7363	-0.0062	-0.8%	0.7387
Close	0.7435	0.7364	-0.0071	-1.0%	0.7432
Range	0.0025	0.0085	0.0060	240.0%	0.0072
ATR	0.0038	0.0041	0.0003	8.9%	0.0000
Volume	41,991	105,051	63,060	150.2%	312,434

Daily Pivots for day following 13-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7647	0.7590	0.7411
R3	0.7562	0.7505	0.7387
R2	0.7477	0.7477	0.7380
R1	0.7420	0.7420	0.7372	0.7406
PP	0.7392	0.7392	0.7392	0.7385
S1	0.7335	0.7335	0.7356	0.7321
S2	0.7307	0.7307	0.7348
S3	0.7222	0.7250	0.7341
S4	0.7137	0.7165	0.7317

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	0.7363	0.0096	1.3%	0.0039	0.5%	1%	False	True	60,722
10	0.7491	0.7363	0.0128	1.7%	0.0044	0.6%	1%	False	True	74,176
20	0.7491	0.7363	0.0128	1.7%	0.0040	0.5%	1%	False	True	71,882
40	0.7599	0.7363	0.0236	3.2%	0.0040	0.5%	0%	False	True	75,399
60	0.7599	0.7274	0.0325	4.4%	0.0039	0.5%	28%	False	False	54,966
80	0.7599	0.7212	0.0388	5.3%	0.0039	0.5%	39%	False	False	41,315
100	0.7599	0.7212	0.0388	5.3%	0.0039	0.5%	39%	False	False	33,109
120	0.7599	0.7212	0.0388	5.3%	0.0036	0.5%	39%	False	False	27,607

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	0.7809
2.618	0.7671
1.618	0.7586
1.000	0.7533
0.618	0.7501
HIGH	0.7448
0.618	0.7416
0.500	0.7406
0.382	0.7395
LOW	0.7363
0.618	0.7310
1.000	0.7278
1.618	0.7225
2.618	0.7140
4.250	0.7002

Fisher Pivots for day following 13-Feb-2024
Pivot	1 day	3 day
R1	0.7406	0.7411
PP	0.7392	0.7395
S1	0.7378	0.7380

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

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