CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 12-Feb-2024

Day Change Summary
	Previous	Current
	09-Feb-2024	12-Feb-2024	Change	Change %	Previous Week
Open	0.7439	0.7442	0.0003	0.0%	0.7433
High	0.7464	0.7455	-0.0009	-0.1%	0.7464
Low	0.7429	0.7434	0.0005	0.1%	0.7396
Close	0.7440	0.7443	0.0004	0.0%	0.7440
Range	0.0035	0.0021	-0.0014	-39.1%	0.0068
ATR	0.0035	0.0034	-0.0001	-2.8%	0.0000
Volume	193	67	-126	-65.3%	2,873

Daily Pivots for day following 12-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7507	0.7496	0.7455
R3	0.7486	0.7475	0.7449
R2	0.7465	0.7465	0.7447
R1	0.7454	0.7454	0.7445	0.7460
PP	0.7444	0.7444	0.7444	0.7447
S1	0.7433	0.7433	0.7441	0.7439
S2	0.7423	0.7423	0.7439
S3	0.7402	0.7412	0.7437
S4	0.7381	0.7391	0.7431

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	0.7398	0.0066	0.9%	0.0026	0.3%	69%	False	False	449
10	0.7492	0.7396	0.0096	1.3%	0.0035	0.5%	49%	False	False	508
20	0.7492	0.7396	0.0096	1.3%	0.0035	0.5%	49%	False	False	424
40	0.7604	0.7396	0.0208	2.8%	0.0035	0.5%	23%	False	False	286
60	0.7604	0.7286	0.0318	4.3%	0.0030	0.4%	49%	False	False	213
80	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	57%	False	False	175
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	120

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

Fibonacci Retracements and Extensions
4.250	0.7544
2.618	0.7510
1.618	0.7489
1.000	0.7476
0.618	0.7468
HIGH	0.7455
0.618	0.7447
0.500	0.7445
0.382	0.7442
LOW	0.7434
0.618	0.7421
1.000	0.7413
1.618	0.7400
2.618	0.7379
4.250	0.7345

Fisher Pivots for day following 12-Feb-2024
Pivot	1 day	3 day
R1	0.7445	0.7445
PP	0.7444	0.7444
S1	0.7444	0.7444

Download as Excel Spreadsheet

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

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