CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 07-Mar-2024

Day Change Summary
	Previous	Current
	06-Mar-2024	07-Mar-2024	Change	Change %	Previous Week
Open	0.7357	0.7401	0.0044	0.6%	0.7407
High	0.7410	0.7434	0.0025	0.3%	0.7418
Low	0.7354	0.7395	0.0041	0.6%	0.7352
Close	0.7400	0.7433	0.0033	0.4%	0.7377
Range	0.0056	0.0040	-0.0016	-28.8%	0.0067
ATR	0.0036	0.0036	0.0000	0.7%	0.0000
Volume	97,222	70,346	-26,876	-27.6%	396,340

Daily Pivots for day following 07-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7539	0.7525	0.7454
R3	0.7499	0.7486	0.7443
R2	0.7460	0.7460	0.7440
R1	0.7446	0.7446	0.7436	0.7453
PP	0.7420	0.7420	0.7420	0.7424
S1	0.7407	0.7407	0.7429	0.7414
S2	0.7381	0.7381	0.7425
S3	0.7341	0.7367	0.7422
S4	0.7302	0.7328	0.7411

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7546	0.7413
R3	0.7515	0.7479	0.7395
R2	0.7449	0.7449	0.7389
R1	0.7413	0.7413	0.7383	0.7397
PP	0.7382	0.7382	0.7382	0.7374
S1	0.7346	0.7346	0.7370	0.7331
S2	0.7316	0.7316	0.7364
S3	0.7249	0.7280	0.7358
S4	0.7183	0.7213	0.7340

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7434	0.7351	0.0083	1.1%	0.0035	0.5%	98%	True	False	78,636
10	0.7434	0.7351	0.0083	1.1%	0.0033	0.4%	98%	True	False	77,477
20	0.7459	0.7351	0.0108	1.5%	0.0035	0.5%	75%	False	False	74,174
40	0.7501	0.7351	0.0150	2.0%	0.0037	0.5%	54%	False	False	74,591
60	0.7599	0.7351	0.0248	3.3%	0.0039	0.5%	33%	False	False	74,885
80	0.7599	0.7233	0.0366	4.9%	0.0038	0.5%	55%	False	False	56,513
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	57%	False	False	45,282
120	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	57%	False	False	37,774

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	0.7602
2.618	0.7537
1.618	0.7498
1.000	0.7474
0.618	0.7458
HIGH	0.7434
0.618	0.7419
0.500	0.7414
0.382	0.7410
LOW	0.7395
0.618	0.7370
1.000	0.7355
1.618	0.7331
2.618	0.7291
4.250	0.7227

Fisher Pivots for day following 07-Mar-2024
Pivot	1 day	3 day
R1	0.7426	0.7419
PP	0.7420	0.7406
S1	0.7414	0.7393

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

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