CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 05-Feb-2024

Day Change Summary
	Previous	Current
	02-Feb-2024	05-Feb-2024	Change	Change %	Previous Week
Open	0.7486	0.7433	-0.0053	-0.7%	0.7447
High	0.7492	0.7436	-0.0056	-0.7%	0.7492
Low	0.7433	0.7396	-0.0037	-0.5%	0.7433
Close	0.7441	0.7400	-0.0041	-0.5%	0.7441
Range	0.0059	0.0040	-0.0019	-32.2%	0.0059
ATR	0.0037	0.0038	0.0001	1.4%	0.0000
Volume	365	694	329	90.1%	2,403

Daily Pivots for day following 05-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7531	0.7505	0.7422
R3	0.7491	0.7465	0.7411
R2	0.7451	0.7451	0.7407
R1	0.7425	0.7425	0.7404	0.7418
PP	0.7411	0.7411	0.7411	0.7407
S1	0.7385	0.7385	0.7396	0.7378
S2	0.7371	0.7371	0.7393
S3	0.7331	0.7345	0.7389
S4	0.7291	0.7305	0.7378

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7595	0.7473
R3	0.7573	0.7536	0.7457
R2	0.7514	0.7514	0.7451
R1	0.7477	0.7477	0.7446	0.7466
PP	0.7455	0.7455	0.7455	0.7450
S1	0.7418	0.7418	0.7435	0.7407
S2	0.7396	0.7396	0.7430
S3	0.7337	0.7359	0.7424
S4	0.7278	0.7300	0.7408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7492	0.7396	0.0096	1.3%	0.0044	0.6%	4%	False	True	567
10	0.7492	0.7396	0.0096	1.3%	0.0038	0.5%	4%	False	True	415
20	0.7509	0.7396	0.0113	1.5%	0.0037	0.5%	4%	False	True	354
40	0.7604	0.7367	0.0237	3.2%	0.0034	0.5%	14%	False	False	239
60	0.7604	0.7249	0.0355	4.8%	0.0030	0.4%	43%	False	False	179
80	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	46%	False	False	148
100	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	46%	False	False	121
120	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	46%	False	False	101

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7606
2.618	0.7541
1.618	0.7501
1.000	0.7476
0.618	0.7461
HIGH	0.7436
0.618	0.7421
0.500	0.7416
0.382	0.7411
LOW	0.7396
0.618	0.7371
1.000	0.7356
1.618	0.7331
2.618	0.7291
4.250	0.7226

Fisher Pivots for day following 05-Feb-2024
Pivot	1 day	3 day
R1	0.7416	0.7444
PP	0.7411	0.7429
S1	0.7405	0.7415

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

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