CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 20-Feb-2024

Day Change Summary
	Previous	Current
	16-Feb-2024	20-Feb-2024	Change	Change %	Previous Week
Open	0.7430	0.7418	-0.0013	-0.2%	0.7430
High	0.7432	0.7428	-0.0005	-0.1%	0.7450
Low	0.7406	0.7394	-0.0012	-0.2%	0.7363
Close	0.7415	0.7398	-0.0018	-0.2%	0.7415
Range	0.0027	0.0034	0.0008	28.3%	0.0087
ATR	0.0040	0.0040	0.0000	-1.1%	0.0000
Volume	63,690	93,076	29,386	46.1%	364,489

Daily Pivots for day following 20-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7508	0.7487	0.7416
R3	0.7474	0.7453	0.7407
R2	0.7440	0.7440	0.7404
R1	0.7419	0.7419	0.7401	0.7413
PP	0.7406	0.7406	0.7406	0.7403
S1	0.7385	0.7385	0.7394	0.7379
S2	0.7372	0.7372	0.7391
S3	0.7338	0.7351	0.7388
S4	0.7304	0.7317	0.7379

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7628	0.7463
R3	0.7582	0.7542	0.7439
R2	0.7496	0.7496	0.7431
R1	0.7455	0.7455	0.7423	0.7432
PP	0.7409	0.7409	0.7409	0.7398
S1	0.7369	0.7369	0.7407	0.7346
S2	0.7323	0.7323	0.7399
S3	0.7236	0.7282	0.7391
S4	0.7150	0.7196	0.7367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7448	0.7363	0.0085	1.1%	0.0043	0.6%	41%	False	False	83,114
10	0.7459	0.7363	0.0096	1.3%	0.0036	0.5%	36%	False	False	68,970
20	0.7491	0.7363	0.0128	1.7%	0.0039	0.5%	27%	False	False	73,165
40	0.7599	0.7363	0.0236	3.2%	0.0040	0.5%	15%	False	False	74,093
60	0.7599	0.7279	0.0321	4.3%	0.0039	0.5%	37%	False	False	60,120
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	48%	False	False	45,182
100	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	48%	False	False	36,200
120	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	48%	False	False	30,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7572
2.618	0.7517
1.618	0.7483
1.000	0.7462
0.618	0.7449
HIGH	0.7428
0.618	0.7415
0.500	0.7411
0.382	0.7406
LOW	0.7394
0.618	0.7372
1.000	0.7360
1.618	0.7338
2.618	0.7304
4.250	0.7249

Fisher Pivots for day following 20-Feb-2024
Pivot	1 day	3 day
R1	0.7411	0.7407
PP	0.7406	0.7404
S1	0.7402	0.7401

Download as Excel Spreadsheet

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

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