CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	0.7418	0.7412	-0.0006	-0.1%	0.7379
High	0.7427	0.7431	0.0004	0.1%	0.7453
Low	0.7394	0.7409	0.0015	0.2%	0.7351
Close	0.7411	0.7426	0.0016	0.2%	0.7417
Range	0.0033	0.0022	-0.0011	-32.3%	0.0102
ATR	0.0035	0.0034	-0.0001	-2.7%	0.0000
Volume	126,718	123,006	-3,712	-2.9%	396,599

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7488	0.7479	0.7438
R3	0.7466	0.7457	0.7432
R2	0.7444	0.7444	0.7430
R1	0.7435	0.7435	0.7428	0.7439
PP	0.7422	0.7422	0.7422	0.7424
S1	0.7413	0.7413	0.7424	0.7417
S2	0.7400	0.7400	0.7422
S3	0.7378	0.7391	0.7420
S4	0.7356	0.7369	0.7414

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	0.7394	0.0059	0.8%	0.0032	0.4%	55%	False	False	98,969
10	0.7453	0.7351	0.0102	1.4%	0.0033	0.4%	74%	False	False	91,416
20	0.7453	0.7351	0.0102	1.4%	0.0032	0.4%	74%	False	False	82,309
40	0.7491	0.7351	0.0140	1.9%	0.0036	0.5%	54%	False	False	77,096
60	0.7599	0.7351	0.0248	3.3%	0.0037	0.5%	30%	False	False	77,702
80	0.7599	0.7274	0.0325	4.4%	0.0038	0.5%	47%	False	False	61,802
100	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	55%	False	False	49,514
120	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	55%	False	False	41,309

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	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7488
1.618	0.7466
1.000	0.7453
0.618	0.7444
HIGH	0.7431
0.618	0.7422
0.500	0.7420
0.382	0.7417
LOW	0.7409
0.618	0.7395
1.000	0.7387
1.618	0.7373
2.618	0.7351
4.250	0.7315

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	0.7424	0.7421
PP	0.7422	0.7417
S1	0.7420	0.7412

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

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