CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 22-Feb-2024

Day Change Summary
	Previous	Current
	21-Feb-2024	22-Feb-2024	Change	Change %	Previous Week
Open	0.7397	0.7408	0.0011	0.1%	0.7430
High	0.7413	0.7443	0.0030	0.4%	0.7450
Low	0.7391	0.7400	0.0010	0.1%	0.7363
Close	0.7409	0.7417	0.0008	0.1%	0.7415
Range	0.0023	0.0043	0.0021	91.1%	0.0087
ATR	0.0038	0.0039	0.0000	0.9%	0.0000
Volume	55,364	81,027	25,663	46.4%	364,489

Daily Pivots for day following 22-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7526	0.7440
R3	0.7506	0.7483	0.7428
R2	0.7463	0.7463	0.7424
R1	0.7440	0.7440	0.7420	0.7451
PP	0.7420	0.7420	0.7420	0.7426
S1	0.7397	0.7397	0.7413	0.7408
S2	0.7377	0.7377	0.7409
S3	0.7334	0.7354	0.7405
S4	0.7291	0.7311	0.7393

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	0.7443	0.7383	0.0061	0.8%	0.0035	0.5%	56%	True	False	75,182
10	0.7459	0.7363	0.0096	1.3%	0.0037	0.5%	56%	False	False	70,870
20	0.7491	0.7363	0.0128	1.7%	0.0039	0.5%	42%	False	False	72,425
40	0.7599	0.7363	0.0236	3.2%	0.0039	0.5%	23%	False	False	73,365
60	0.7599	0.7338	0.0262	3.5%	0.0039	0.5%	30%	False	False	62,376
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	53%	False	False	46,875
100	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	53%	False	False	37,561
120	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	53%	False	False	31,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7626
2.618	0.7556
1.618	0.7513
1.000	0.7486
0.618	0.7470
HIGH	0.7443
0.618	0.7427
0.500	0.7422
0.382	0.7416
LOW	0.7400
0.618	0.7373
1.000	0.7357
1.618	0.7330
2.618	0.7287
4.250	0.7217

Fisher Pivots for day following 22-Feb-2024
Pivot	1 day	3 day
R1	0.7422	0.7417
PP	0.7420	0.7417
S1	0.7418	0.7417

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

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