CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 14-Feb-2024

Day Change Summary
	Previous	Current
	13-Feb-2024	14-Feb-2024	Change	Change %	Previous Week
Open	0.7443	0.7383	-0.0060	-0.8%	0.7433
High	0.7451	0.7401	-0.0051	-0.7%	0.7464
Low	0.7373	0.7382	0.0010	0.1%	0.7396
Close	0.7373	0.7394	0.0022	0.3%	0.7440
Range	0.0079	0.0019	-0.0060	-76.4%	0.0068
ATR	0.0037	0.0036	-0.0001	-1.7%	0.0000
Volume	626	420	-206	-32.9%	2,873

Daily Pivots for day following 14-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7439	0.7404
R3	0.7429	0.7421	0.7399
R2	0.7411	0.7411	0.7397
R1	0.7402	0.7402	0.7396	0.7407
PP	0.7392	0.7392	0.7392	0.7394
S1	0.7384	0.7384	0.7392	0.7388
S2	0.7374	0.7374	0.7391
S3	0.7355	0.7365	0.7389
S4	0.7337	0.7347	0.7384

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	0.7373	0.0091	1.2%	0.0035	0.5%	24%	False	False	331
10	0.7492	0.7373	0.0120	1.6%	0.0037	0.5%	18%	False	False	525
20	0.7492	0.7373	0.0120	1.6%	0.0035	0.5%	18%	False	False	418
40	0.7604	0.7373	0.0231	3.1%	0.0035	0.5%	9%	False	False	298
60	0.7604	0.7286	0.0318	4.3%	0.0031	0.4%	34%	False	False	229
80	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	45%	False	False	187
100	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	45%	False	False	153
120	0.7604	0.7226	0.0378	5.1%	0.0025	0.3%	45%	False	False	129

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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7479
2.618	0.7449
1.618	0.7430
1.000	0.7419
0.618	0.7412
HIGH	0.7401
0.618	0.7393
0.500	0.7391
0.382	0.7389
LOW	0.7382
0.618	0.7371
1.000	0.7364
1.618	0.7352
2.618	0.7334
4.250	0.7303

Fisher Pivots for day following 14-Feb-2024
Pivot	1 day	3 day
R1	0.7393	0.7414
PP	0.7392	0.7407
S1	0.7391	0.7401

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

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