CME Canadian Dollar Future June 2024

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

Day Change Summary
	Previous	Current
	06-Feb-2024	07-Feb-2024	Change	Change %	Previous Week
Open	0.7413	0.7425	0.0013	0.2%	0.7447
High	0.7432	0.7443	0.0012	0.2%	0.7492
Low	0.7398	0.7425	0.0028	0.4%	0.7433
Close	0.7429	0.7438	0.0009	0.1%	0.7441
Range	0.0034	0.0018	-0.0016	-47.1%	0.0059
ATR	0.0037	0.0036	-0.0001	-3.7%	0.0000
Volume	990	643	-347	-35.1%	2,403

Daily Pivots for day following 07-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7489	0.7481	0.7447
R3	0.7471	0.7463	0.7442
R2	0.7453	0.7453	0.7441
R1	0.7445	0.7445	0.7439	0.7449
PP	0.7435	0.7435	0.7435	0.7437
S1	0.7427	0.7427	0.7436	0.7431
S2	0.7417	0.7417	0.7434
S3	0.7399	0.7409	0.7433
S4	0.7381	0.7391	0.7428

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%	0.0040	0.5%	43%	False	False	719
10	0.7492	0.7396	0.0096	1.3%	0.0036	0.5%	43%	False	False	535
20	0.7508	0.7396	0.0112	1.5%	0.0036	0.5%	37%	False	False	425
40	0.7604	0.7367	0.0237	3.2%	0.0035	0.5%	30%	False	False	276
60	0.7604	0.7249	0.0355	4.8%	0.0030	0.4%	53%	False	False	205
80	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	56%	False	False	167
100	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	56%	False	False	137
120	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	56%	False	False	115

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	0.0008
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7520
2.618	0.7490
1.618	0.7472
1.000	0.7461
0.618	0.7454
HIGH	0.7443
0.618	0.7436
0.500	0.7434
0.382	0.7432
LOW	0.7425
0.618	0.7414
1.000	0.7407
1.618	0.7396
2.618	0.7378
4.250	0.7349

Fisher Pivots for day following 07-Feb-2024
Pivot	1 day	3 day
R1	0.7436	0.7432
PP	0.7435	0.7426
S1	0.7434	0.7420

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

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