CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 23-Feb-2024

Day Change Summary
	Previous	Current
	22-Feb-2024	23-Feb-2024	Change	Change %	Previous Week
Open	0.7408	0.7420	0.0012	0.2%	0.7418
High	0.7443	0.7431	-0.0012	-0.2%	0.7443
Low	0.7400	0.7400	-0.0001	0.0%	0.7391
Close	0.7417	0.7410	-0.0007	-0.1%	0.7410
Range	0.0043	0.0032	-0.0012	-26.7%	0.0053
ATR	0.0039	0.0038	-0.0001	-1.3%	0.0000
Volume	81,027	76,037	-4,990	-6.2%	305,504

Daily Pivots for day following 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7508	0.7490	0.7427
R3	0.7476	0.7459	0.7418
R2	0.7445	0.7445	0.7415
R1	0.7427	0.7427	0.7412	0.7420
PP	0.7413	0.7413	0.7413	0.7410
S1	0.7396	0.7396	0.7407	0.7389
S2	0.7382	0.7382	0.7404
S3	0.7350	0.7364	0.7401
S4	0.7319	0.7333	0.7392

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7572	0.7543	0.7438
R3	0.7519	0.7491	0.7424
R2	0.7467	0.7467	0.7419
R1	0.7438	0.7438	0.7414	0.7426
PP	0.7414	0.7414	0.7414	0.7408
S1	0.7386	0.7386	0.7405	0.7374
S2	0.7362	0.7362	0.7400
S3	0.7309	0.7333	0.7395
S4	0.7257	0.7281	0.7381

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7443	0.7391	0.0053	0.7%	0.0032	0.4%	36%	False	False	73,838
10	0.7459	0.7363	0.0096	1.3%	0.0038	0.5%	48%	False	False	73,059
20	0.7491	0.7363	0.0128	1.7%	0.0038	0.5%	36%	False	False	72,267
40	0.7599	0.7363	0.0236	3.2%	0.0039	0.5%	20%	False	False	74,042
60	0.7599	0.7352	0.0248	3.3%	0.0039	0.5%	23%	False	False	63,638
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	51%	False	False	47,821
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	51%	False	False	38,319
120	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	51%	False	False	31,961

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7513
1.618	0.7482
1.000	0.7463
0.618	0.7450
HIGH	0.7431
0.618	0.7419
0.500	0.7415
0.382	0.7412
LOW	0.7400
0.618	0.7380
1.000	0.7368
1.618	0.7349
2.618	0.7317
4.250	0.7266

Fisher Pivots for day following 23-Feb-2024
Pivot	1 day	3 day
R1	0.7415	0.7417
PP	0.7413	0.7414
S1	0.7411	0.7412

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

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