CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	0.7407	0.7395	-0.0012	-0.2%	0.7418
High	0.7418	0.7395	-0.0023	-0.3%	0.7443
Low	0.7388	0.7352	-0.0036	-0.5%	0.7391
Close	0.7394	0.7366	-0.0028	-0.4%	0.7410
Range	0.0031	0.0044	0.0013	42.6%	0.0053
ATR	0.0036	0.0037	0.0001	1.5%	0.0000
Volume	59,861	99,895	40,034	66.9%	305,504

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7501	0.7477	0.7390
R3	0.7458	0.7434	0.7378
R2	0.7414	0.7414	0.7374
R1	0.7390	0.7390	0.7370	0.7381
PP	0.7371	0.7371	0.7371	0.7366
S1	0.7347	0.7347	0.7362	0.7337
S2	0.7327	0.7327	0.7358
S3	0.7284	0.7303	0.7354
S4	0.7240	0.7260	0.7342

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	0.7352	0.0092	1.2%	0.0033	0.4%	16%	False	True	73,227
10	0.7443	0.7352	0.0092	1.2%	0.0032	0.4%	16%	False	True	73,202
20	0.7491	0.7352	0.0139	1.9%	0.0038	0.5%	10%	False	True	73,689
40	0.7568	0.7352	0.0217	2.9%	0.0039	0.5%	7%	False	True	72,889
60	0.7599	0.7352	0.0248	3.4%	0.0038	0.5%	6%	False	True	67,050
80	0.7599	0.7233	0.0366	5.0%	0.0039	0.5%	36%	False	False	50,419
100	0.7599	0.7212	0.0388	5.3%	0.0038	0.5%	40%	False	False	40,401
120	0.7599	0.7212	0.0388	5.3%	0.0037	0.5%	40%	False	False	33,702

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	0.0006
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7580
2.618	0.7509
1.618	0.7465
1.000	0.7439
0.618	0.7422
HIGH	0.7395
0.618	0.7378
0.500	0.7373
0.382	0.7368
LOW	0.7352
0.618	0.7325
1.000	0.7308
1.618	0.7281
2.618	0.7238
4.250	0.7167

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	0.7373	0.7385
PP	0.7371	0.7379
S1	0.7368	0.7372

Download as Excel Spreadsheet

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

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