CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 06-Feb-2024

Day Change Summary
	Previous	Current
	05-Feb-2024	06-Feb-2024	Change	Change %	Previous Week
Open	0.7433	0.7413	-0.0021	-0.3%	0.7447
High	0.7436	0.7432	-0.0005	-0.1%	0.7492
Low	0.7396	0.7398	0.0002	0.0%	0.7433
Close	0.7400	0.7429	0.0029	0.4%	0.7441
Range	0.0040	0.0034	-0.0006	-15.0%	0.0059
ATR	0.0038	0.0037	0.0000	-0.7%	0.0000
Volume	694	990	296	42.7%	2,403

Daily Pivots for day following 06-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7521	0.7509	0.7447
R3	0.7487	0.7475	0.7438
R2	0.7453	0.7453	0.7435
R1	0.7441	0.7441	0.7432	0.7447
PP	0.7419	0.7419	0.7419	0.7422
S1	0.7407	0.7407	0.7425	0.7413
S2	0.7385	0.7385	0.7422
S3	0.7351	0.7373	0.7419
S4	0.7317	0.7339	0.7410

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%	0.0045	0.6%	34%	False	False	672
10	0.7492	0.7396	0.0096	1.3%	0.0040	0.5%	34%	False	False	496
20	0.7509	0.7396	0.0113	1.5%	0.0037	0.5%	29%	False	False	400
40	0.7604	0.7367	0.0237	3.2%	0.0035	0.5%	26%	False	False	263
60	0.7604	0.7249	0.0355	4.8%	0.0030	0.4%	51%	False	False	195
80	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	54%	False	False	160
100	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	54%	False	False	131
120	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	54%	False	False	109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	0.7576
2.618	0.7521
1.618	0.7487
1.000	0.7466
0.618	0.7453
HIGH	0.7432
0.618	0.7419
0.500	0.7415
0.382	0.7410
LOW	0.7398
0.618	0.7376
1.000	0.7364
1.618	0.7342
2.618	0.7308
4.250	0.7253

Fisher Pivots for day following 06-Feb-2024
Pivot	1 day	3 day
R1	0.7424	0.7444
PP	0.7419	0.7439
S1	0.7415	0.7434

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

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