CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	0.7417	0.7417	0.0001	0.0%	0.7429
High	0.7419	0.7428	0.0009	0.1%	0.7452
Low	0.7405	0.7399	-0.0006	-0.1%	0.7400
Close	0.7412	0.7404	-0.0009	-0.1%	0.7420
Range	0.0015	0.0029	0.0015	100.0%	0.0052
ATR	0.0033	0.0033	0.0000	-0.9%	0.0000
Volume	1,898	1,935	37	1.9%	4,462

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7497	0.7479	0.7419
R3	0.7468	0.7450	0.7411
R2	0.7439	0.7439	0.7409
R1	0.7421	0.7421	0.7406	0.7416
PP	0.7410	0.7410	0.7410	0.7407
S1	0.7392	0.7392	0.7401	0.7387
S2	0.7381	0.7381	0.7398
S3	0.7352	0.7363	0.7396
S4	0.7323	0.7334	0.7388

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	0.7399	0.0053	0.7%	0.0026	0.3%	9%	False	True	1,331
10	0.7452	0.7373	0.0079	1.1%	0.0033	0.4%	39%	False	False	1,004
20	0.7492	0.7373	0.0120	1.6%	0.0034	0.5%	26%	False	False	756
40	0.7604	0.7373	0.0231	3.1%	0.0035	0.5%	13%	False	False	505
60	0.7604	0.7367	0.0237	3.2%	0.0032	0.4%	16%	False	False	376
80	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	47%	False	False	291
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	47%	False	False	243
120	0.7604	0.7226	0.0378	5.1%	0.0026	0.3%	47%	False	False	203

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7551
2.618	0.7504
1.618	0.7475
1.000	0.7457
0.618	0.7446
HIGH	0.7428
0.618	0.7417
0.500	0.7414
0.382	0.7410
LOW	0.7399
0.618	0.7381
1.000	0.7370
1.618	0.7352
2.618	0.7323
4.250	0.7276

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	0.7414	0.7420
PP	0.7410	0.7414
S1	0.7407	0.7409

Download as Excel Spreadsheet

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

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