CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 20-Feb-2024

Day Change Summary
	Previous	Current
	16-Feb-2024	20-Feb-2024	Change	Change %	Previous Week
Open	0.7439	0.7429	-0.0010	-0.1%	0.7442
High	0.7440	0.7436	-0.0005	-0.1%	0.7455
Low	0.7415	0.7404	-0.0012	-0.2%	0.7373
Close	0.7424	0.7407	-0.0017	-0.2%	0.7424
Range	0.0025	0.0032	0.0007	28.0%	0.0083
ATR	0.0036	0.0036	0.0000	-0.8%	0.0000
Volume	248	1,639	1,391	560.9%	1,821

Daily Pivots for day following 20-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7511	0.7491	0.7425
R3	0.7479	0.7459	0.7416
R2	0.7447	0.7447	0.7413
R1	0.7427	0.7427	0.7410	0.7421
PP	0.7415	0.7415	0.7415	0.7412
S1	0.7395	0.7395	0.7404	0.7389
S2	0.7383	0.7383	0.7401
S3	0.7351	0.7363	0.7398
S4	0.7319	0.7331	0.7389

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	0.7451	0.7373	0.0079	1.1%	0.0040	0.5%	44%	False	False	678
10	0.7464	0.7373	0.0091	1.2%	0.0033	0.4%	38%	False	False	563
20	0.7492	0.7373	0.0120	1.6%	0.0035	0.5%	29%	False	False	489
40	0.7604	0.7373	0.0231	3.1%	0.0036	0.5%	15%	False	False	352
60	0.7604	0.7298	0.0306	4.1%	0.0032	0.4%	36%	False	False	267
80	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	48%	False	False	216
100	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	48%	False	False	177
120	0.7604	0.7226	0.0378	5.1%	0.0026	0.3%	48%	False	False	148

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	0.7572
2.618	0.7519
1.618	0.7487
1.000	0.7468
0.618	0.7455
HIGH	0.7436
0.618	0.7423
0.500	0.7420
0.382	0.7416
LOW	0.7404
0.618	0.7384
1.000	0.7372
1.618	0.7352
2.618	0.7320
4.250	0.7268

Fisher Pivots for day following 20-Feb-2024
Pivot	1 day	3 day
R1	0.7420	0.7417
PP	0.7415	0.7414
S1	0.7411	0.7410

Download as Excel Spreadsheet

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

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