CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 26-Feb-2024

Day Change Summary
	Previous	Current
	23-Feb-2024	26-Feb-2024	Change	Change %	Previous Week
Open	0.7420	0.7407	-0.0013	-0.2%	0.7418
High	0.7431	0.7410	-0.0022	-0.3%	0.7443
Low	0.7400	0.7394	-0.0006	-0.1%	0.7391
Close	0.7410	0.7402	-0.0008	-0.1%	0.7410
Range	0.0032	0.0016	-0.0016	-50.8%	0.0053
ATR	0.0038	0.0037	-0.0002	-4.2%	0.0000
Volume	76,037	49,315	-26,722	-35.1%	305,504

Daily Pivots for day following 26-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7441	0.7411
R3	0.7433	0.7425	0.7406
R2	0.7417	0.7417	0.7405
R1	0.7410	0.7410	0.7403	0.7406
PP	0.7402	0.7402	0.7402	0.7400
S1	0.7394	0.7394	0.7401	0.7390
S2	0.7386	0.7386	0.7399
S3	0.7371	0.7379	0.7398
S4	0.7355	0.7363	0.7393

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%	0.0029	0.4%	22%	False	False	70,963
10	0.7450	0.7363	0.0087	1.2%	0.0035	0.5%	45%	False	False	71,930
20	0.7491	0.7363	0.0128	1.7%	0.0037	0.5%	31%	False	False	71,550
40	0.7597	0.7363	0.0234	3.2%	0.0039	0.5%	17%	False	False	73,028
60	0.7599	0.7352	0.0248	3.3%	0.0038	0.5%	20%	False	False	64,446
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	49%	False	False	48,434
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	49%	False	False	38,809
120	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	49%	False	False	32,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	0.7475
2.618	0.7450
1.618	0.7435
1.000	0.7425
0.618	0.7419
HIGH	0.7410
0.618	0.7404
0.500	0.7402
0.382	0.7400
LOW	0.7394
0.618	0.7384
1.000	0.7379
1.618	0.7369
2.618	0.7353
4.250	0.7328

Fisher Pivots for day following 26-Feb-2024
Pivot	1 day	3 day
R1	0.7402	0.7419
PP	0.7402	0.7413
S1	0.7402	0.7408

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

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