CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 22-Feb-2024

Day Change Summary
	Previous	Current
	21-Feb-2024	22-Feb-2024	Change	Change %	Previous Week
Open	0.7407	0.7422	0.0016	0.2%	0.7442
High	0.7420	0.7452	0.0032	0.4%	0.7455
Low	0.7400	0.7415	0.0015	0.2%	0.7373
Close	0.7418	0.7426	0.0008	0.1%	0.7424
Range	0.0020	0.0037	0.0017	82.5%	0.0083
ATR	0.0035	0.0035	0.0000	0.4%	0.0000
Volume	268	1,213	945	352.6%	1,821

Daily Pivots for day following 22-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7540	0.7520	0.7446
R3	0.7504	0.7483	0.7436
R2	0.7467	0.7467	0.7433
R1	0.7447	0.7447	0.7429	0.7457
PP	0.7431	0.7431	0.7431	0.7436
S1	0.7410	0.7410	0.7423	0.7421
S2	0.7394	0.7394	0.7419
S3	0.7358	0.7374	0.7416
S4	0.7321	0.7337	0.7406

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	0.7452	0.7395	0.0057	0.8%	0.0031	0.4%	55%	True	False	765
10	0.7464	0.7373	0.0091	1.2%	0.0033	0.4%	59%	False	False	548
20	0.7492	0.7373	0.0120	1.6%	0.0035	0.5%	45%	False	False	542
40	0.7604	0.7373	0.0231	3.1%	0.0035	0.5%	23%	False	False	383
60	0.7604	0.7354	0.0250	3.4%	0.0032	0.4%	29%	False	False	290
80	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	53%	False	False	232
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	53%	False	False	192
120	0.7604	0.7226	0.0378	5.1%	0.0026	0.3%	53%	False	False	160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7607
2.618	0.7547
1.618	0.7511
1.000	0.7488
0.618	0.7474
HIGH	0.7452
0.618	0.7438
0.500	0.7433
0.382	0.7429
LOW	0.7415
0.618	0.7392
1.000	0.7379
1.618	0.7356
2.618	0.7319
4.250	0.7260

Fisher Pivots for day following 22-Feb-2024
Pivot	1 day	3 day
R1	0.7433	0.7426
PP	0.7431	0.7426
S1	0.7428	0.7426

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

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