CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 16-Feb-2024

Day Change Summary
	Previous	Current
	15-Feb-2024	16-Feb-2024	Change	Change %	Previous Week
Open	0.7396	0.7439	0.0043	0.6%	0.7442
High	0.7438	0.7440	0.0002	0.0%	0.7455
Low	0.7395	0.7415	0.0021	0.3%	0.7373
Close	0.7436	0.7424	-0.0012	-0.2%	0.7424
Range	0.0044	0.0025	-0.0019	-42.5%	0.0083
ATR	0.0037	0.0036	-0.0001	-2.3%	0.0000
Volume	460	248	-212	-46.1%	1,821

Daily Pivots for day following 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7501	0.7488	0.7438
R3	0.7476	0.7463	0.7431
R2	0.7451	0.7451	0.7429
R1	0.7438	0.7438	0.7426	0.7432
PP	0.7426	0.7426	0.7426	0.7424
S1	0.7413	0.7413	0.7422	0.7407
S2	0.7401	0.7401	0.7419
S3	0.7376	0.7388	0.7417
S4	0.7351	0.7363	0.7410

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7627	0.7469
R3	0.7582	0.7544	0.7447
R2	0.7500	0.7500	0.7439
R1	0.7462	0.7462	0.7432	0.7440
PP	0.7417	0.7417	0.7417	0.7406
S1	0.7379	0.7379	0.7416	0.7357
S2	0.7335	0.7335	0.7409
S3	0.7252	0.7297	0.7401
S4	0.7170	0.7214	0.7379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7455	0.7373	0.0083	1.1%	0.0037	0.5%	62%	False	False	364
10	0.7464	0.7373	0.0091	1.2%	0.0033	0.4%	57%	False	False	469
20	0.7492	0.7373	0.0120	1.6%	0.0035	0.5%	43%	False	False	433
40	0.7604	0.7373	0.0231	3.1%	0.0036	0.5%	22%	False	False	314
60	0.7604	0.7298	0.0306	4.1%	0.0032	0.4%	41%	False	False	240
80	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	52%	False	False	196
100	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	52%	False	False	161
120	0.7604	0.7226	0.0378	5.1%	0.0025	0.3%	52%	False	False	134

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7546
2.618	0.7505
1.618	0.7480
1.000	0.7465
0.618	0.7455
HIGH	0.7440
0.618	0.7430
0.500	0.7428
0.382	0.7425
LOW	0.7415
0.618	0.7400
1.000	0.7390
1.618	0.7375
2.618	0.7350
4.250	0.7309

Fisher Pivots for day following 16-Feb-2024
Pivot	1 day	3 day
R1	0.7428	0.7420
PP	0.7426	0.7415
S1	0.7425	0.7411

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

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