CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 15-Feb-2024

Day Change Summary
	Previous	Current
	14-Feb-2024	15-Feb-2024	Change	Change %	Previous Week
Open	0.7383	0.7396	0.0013	0.2%	0.7433
High	0.7401	0.7438	0.0038	0.5%	0.7464
Low	0.7382	0.7395	0.0013	0.2%	0.7396
Close	0.7394	0.7436	0.0042	0.6%	0.7440
Range	0.0019	0.0044	0.0025	135.1%	0.0068
ATR	0.0036	0.0037	0.0001	1.5%	0.0000
Volume	420	460	40	9.5%	2,873

Daily Pivots for day following 15-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7538	0.7459
R3	0.7510	0.7494	0.7447
R2	0.7466	0.7466	0.7443
R1	0.7451	0.7451	0.7439	0.7459
PP	0.7423	0.7423	0.7423	0.7427
S1	0.7407	0.7407	0.7432	0.7415
S2	0.7379	0.7379	0.7428
S3	0.7336	0.7364	0.7424
S4	0.7292	0.7320	0.7412

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%	0.0039	0.5%	69%	False	False	353
10	0.7492	0.7373	0.0120	1.6%	0.0037	0.5%	53%	False	False	481
20	0.7492	0.7373	0.0120	1.6%	0.0036	0.5%	53%	False	False	427
40	0.7604	0.7373	0.0231	3.1%	0.0035	0.5%	27%	False	False	309
60	0.7604	0.7298	0.0306	4.1%	0.0031	0.4%	45%	False	False	236
80	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	55%	False	False	193
100	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	55%	False	False	158
120	0.7604	0.7226	0.0378	5.1%	0.0025	0.3%	55%	False	False	132

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7623
2.618	0.7552
1.618	0.7508
1.000	0.7482
0.618	0.7465
HIGH	0.7438
0.618	0.7421
0.500	0.7416
0.382	0.7411
LOW	0.7395
0.618	0.7368
1.000	0.7351
1.618	0.7324
2.618	0.7281
4.250	0.7210

Fisher Pivots for day following 15-Feb-2024
Pivot	1 day	3 day
R1	0.7429	0.7428
PP	0.7423	0.7420
S1	0.7416	0.7412

Download as Excel Spreadsheet

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

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