CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 26-Feb-2024

Day Change Summary
	Previous	Current
	23-Feb-2024	26-Feb-2024	Change	Change %	Previous Week
Open	0.7423	0.7417	-0.0007	-0.1%	0.7429
High	0.7440	0.7419	-0.0021	-0.3%	0.7452
Low	0.7411	0.7405	-0.0006	-0.1%	0.7400
Close	0.7420	0.7412	-0.0008	-0.1%	0.7420
Range	0.0030	0.0015	-0.0015	-50.8%	0.0052
ATR	0.0034	0.0033	-0.0001	-4.0%	0.0000
Volume	1,342	1,898	556	41.4%	4,462

Daily Pivots for day following 26-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7455	0.7448	0.7420
R3	0.7441	0.7434	0.7416
R2	0.7426	0.7426	0.7415
R1	0.7419	0.7419	0.7413	0.7416
PP	0.7412	0.7412	0.7412	0.7410
S1	0.7405	0.7405	0.7411	0.7401
S2	0.7397	0.7397	0.7409
S3	0.7383	0.7390	0.7408
S4	0.7368	0.7376	0.7404

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7578	0.7550	0.7448
R3	0.7527	0.7499	0.7434
R2	0.7475	0.7475	0.7429
R1	0.7447	0.7447	0.7424	0.7436
PP	0.7424	0.7424	0.7424	0.7418
S1	0.7396	0.7396	0.7415	0.7384
S2	0.7372	0.7372	0.7410
S3	0.7321	0.7344	0.7405
S4	0.7269	0.7293	0.7391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7452	0.7400	0.0052	0.7%	0.0027	0.4%	23%	False	False	1,272
10	0.7455	0.7373	0.0083	1.1%	0.0032	0.4%	48%	False	False	818
20	0.7492	0.7373	0.0120	1.6%	0.0034	0.5%	33%	False	False	672
40	0.7604	0.7373	0.0231	3.1%	0.0035	0.5%	17%	False	False	458
60	0.7604	0.7367	0.0237	3.2%	0.0032	0.4%	19%	False	False	343
80	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	49%	False	False	268
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	49%	False	False	224
120	0.7604	0.7226	0.0378	5.1%	0.0026	0.3%	49%	False	False	187

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0.0005
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.7481
2.618	0.7457
1.618	0.7442
1.000	0.7434
0.618	0.7428
HIGH	0.7419
0.618	0.7413
0.500	0.7412
0.382	0.7410
LOW	0.7405
0.618	0.7396
1.000	0.7390
1.618	0.7381
2.618	0.7367
4.250	0.7343

Fisher Pivots for day following 26-Feb-2024
Pivot	1 day	3 day
R1	0.7412	0.7428
PP	0.7412	0.7423
S1	0.7412	0.7417

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

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