CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 08-Feb-2024

Day Change Summary
	Previous	Current
	07-Feb-2024	08-Feb-2024	Change	Change %	Previous Week
Open	0.7425	0.7441	0.0016	0.2%	0.7447
High	0.7443	0.7447	0.0004	0.0%	0.7492
Low	0.7425	0.7427	0.0002	0.0%	0.7433
Close	0.7438	0.7443	0.0005	0.1%	0.7441
Range	0.0018	0.0020	0.0002	11.1%	0.0059
ATR	0.0036	0.0035	-0.0001	-3.2%	0.0000
Volume	643	353	-290	-45.1%	2,403

Daily Pivots for day following 08-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7499	0.7491	0.7454
R3	0.7479	0.7471	0.7448
R2	0.7459	0.7459	0.7446
R1	0.7451	0.7451	0.7444	0.7455
PP	0.7439	0.7439	0.7439	0.7441
S1	0.7431	0.7431	0.7441	0.7435
S2	0.7419	0.7419	0.7439
S3	0.7399	0.7411	0.7437
S4	0.7379	0.7391	0.7432

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%	0.0034	0.5%	48%	False	False	609
10	0.7492	0.7396	0.0096	1.3%	0.0035	0.5%	48%	False	False	542
20	0.7508	0.7396	0.0112	1.5%	0.0036	0.5%	42%	False	False	441
40	0.7604	0.7367	0.0237	3.2%	0.0035	0.5%	32%	False	False	283
60	0.7604	0.7268	0.0336	4.5%	0.0030	0.4%	52%	False	False	211
80	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	57%	False	False	172
100	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	57%	False	False	141
120	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	57%	False	False	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7532
2.618	0.7499
1.618	0.7479
1.000	0.7467
0.618	0.7459
HIGH	0.7447
0.618	0.7439
0.500	0.7437
0.382	0.7434
LOW	0.7427
0.618	0.7414
1.000	0.7407
1.618	0.7394
2.618	0.7374
4.250	0.7342

Fisher Pivots for day following 08-Feb-2024
Pivot	1 day	3 day
R1	0.7441	0.7436
PP	0.7439	0.7429
S1	0.7437	0.7422

Download as Excel Spreadsheet

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

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