CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 09-Feb-2024

Day Change Summary
	Previous	Current
	08-Feb-2024	09-Feb-2024	Change	Change %	Previous Week
Open	0.7441	0.7439	-0.0002	0.0%	0.7433
High	0.7447	0.7464	0.0017	0.2%	0.7464
Low	0.7427	0.7429	0.0003	0.0%	0.7396
Close	0.7443	0.7440	-0.0003	0.0%	0.7440
Range	0.0020	0.0035	0.0015	72.5%	0.0068
ATR	0.0035	0.0035	0.0000	-0.1%	0.0000
Volume	353	193	-160	-45.3%	2,873

Daily Pivots for day following 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7528	0.7458
R3	0.7513	0.7494	0.7449
R2	0.7479	0.7479	0.7446
R1	0.7459	0.7459	0.7443	0.7469
PP	0.7444	0.7444	0.7444	0.7449
S1	0.7425	0.7425	0.7436	0.7434
S2	0.7410	0.7410	0.7433
S3	0.7375	0.7390	0.7430
S4	0.7341	0.7356	0.7421

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7605	0.7477
R3	0.7568	0.7538	0.7458
R2	0.7501	0.7501	0.7452
R1	0.7470	0.7470	0.7446	0.7485
PP	0.7433	0.7433	0.7433	0.7441
S1	0.7403	0.7403	0.7433	0.7418
S2	0.7366	0.7366	0.7427
S3	0.7298	0.7335	0.7421
S4	0.7231	0.7268	0.7402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7464	0.7396	0.0068	0.9%	0.0029	0.4%	64%	True	False	574
10	0.7492	0.7396	0.0096	1.3%	0.0035	0.5%	45%	False	False	527
20	0.7508	0.7396	0.0112	1.5%	0.0035	0.5%	39%	False	False	443
40	0.7604	0.7379	0.0225	3.0%	0.0035	0.5%	27%	False	False	287
60	0.7604	0.7286	0.0318	4.3%	0.0031	0.4%	48%	False	False	214
80	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	57%	False	False	174
100	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	57%	False	False	143
120	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	57%	False	False	119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7610
2.618	0.7554
1.618	0.7519
1.000	0.7498
0.618	0.7485
HIGH	0.7464
0.618	0.7450
0.500	0.7446
0.382	0.7442
LOW	0.7429
0.618	0.7408
1.000	0.7395
1.618	0.7373
2.618	0.7339
4.250	0.7282

Fisher Pivots for day following 09-Feb-2024
Pivot	1 day	3 day
R1	0.7446	0.7444
PP	0.7444	0.7443
S1	0.7442	0.7441

Download as Excel Spreadsheet

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

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