CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 11-Mar-2024

Day Change Summary
	Previous	Current
	08-Mar-2024	11-Mar-2024	Change	Change %	Previous Week
Open	0.7432	0.7417	-0.0016	-0.2%	0.7379
High	0.7453	0.7425	-0.0028	-0.4%	0.7453
Low	0.7409	0.7403	-0.0007	-0.1%	0.7351
Close	0.7417	0.7416	-0.0001	0.0%	0.7417
Range	0.0044	0.0023	-0.0021	-48.3%	0.0102
ATR	0.0037	0.0036	-0.0001	-2.8%	0.0000
Volume	94,199	80,577	-13,622	-14.5%	396,599

Daily Pivots for day following 11-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7482	0.7472	0.7428
R3	0.7460	0.7449	0.7422
R2	0.7437	0.7437	0.7420
R1	0.7427	0.7427	0.7418	0.7421
PP	0.7415	0.7415	0.7415	0.7412
S1	0.7404	0.7404	0.7414	0.7398
S2	0.7392	0.7392	0.7412
S3	0.7370	0.7382	0.7410
S4	0.7347	0.7359	0.7404

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7666	0.7473
R3	0.7610	0.7564	0.7445
R2	0.7508	0.7508	0.7436
R1	0.7463	0.7463	0.7426	0.7486
PP	0.7407	0.7407	0.7407	0.7418
S1	0.7361	0.7361	0.7408	0.7384
S2	0.7305	0.7305	0.7398
S3	0.7204	0.7260	0.7389
S4	0.7102	0.7158	0.7361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7453	0.7351	0.0102	1.4%	0.0038	0.5%	64%	False	False	83,821
10	0.7453	0.7351	0.0102	1.4%	0.0035	0.5%	64%	False	False	82,420
20	0.7453	0.7351	0.0102	1.4%	0.0035	0.5%	64%	False	False	77,175
40	0.7501	0.7351	0.0150	2.0%	0.0037	0.5%	43%	False	False	75,512
60	0.7599	0.7351	0.0248	3.3%	0.0039	0.5%	26%	False	False	76,476
80	0.7599	0.7244	0.0355	4.8%	0.0038	0.5%	48%	False	False	58,692
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	53%	False	False	47,027
120	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	53%	False	False	39,229

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7521
2.618	0.7484
1.618	0.7461
1.000	0.7448
0.618	0.7439
HIGH	0.7425
0.618	0.7416
0.500	0.7414
0.382	0.7411
LOW	0.7403
0.618	0.7389
1.000	0.7380
1.618	0.7366
2.618	0.7344
4.250	0.7307

Fisher Pivots for day following 11-Mar-2024
Pivot	1 day	3 day
R1	0.7415	0.7424
PP	0.7415	0.7421
S1	0.7414	0.7419

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

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