CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 29-Feb-2024

Day Change Summary
	Previous	Current
	28-Feb-2024	29-Feb-2024	Change	Change %	Previous Week
Open	0.7407	0.7379	-0.0028	-0.4%	0.7429
High	0.7407	0.7396	-0.0011	-0.1%	0.7452
Low	0.7362	0.7366	0.0004	0.1%	0.7400
Close	0.7376	0.7377	0.0001	0.0%	0.7420
Range	0.0045	0.0030	-0.0015	-32.6%	0.0052
ATR	0.0034	0.0033	0.0000	-0.8%	0.0000
Volume	2,475	786	-1,689	-68.2%	4,462

Daily Pivots for day following 29-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7470	0.7453	0.7394
R3	0.7440	0.7423	0.7385
R2	0.7410	0.7410	0.7383
R1	0.7393	0.7393	0.7380	0.7387
PP	0.7380	0.7380	0.7380	0.7376
S1	0.7363	0.7363	0.7374	0.7357
S2	0.7350	0.7350	0.7372
S3	0.7320	0.7333	0.7369
S4	0.7290	0.7303	0.7361

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	0.7440	0.7362	0.0078	1.1%	0.0030	0.4%	19%	False	False	1,687
10	0.7452	0.7362	0.0090	1.2%	0.0030	0.4%	17%	False	False	1,226
20	0.7492	0.7362	0.0130	1.8%	0.0034	0.5%	12%	False	False	875
40	0.7540	0.7362	0.0178	2.4%	0.0034	0.5%	8%	False	False	576
60	0.7604	0.7362	0.0242	3.3%	0.0032	0.4%	6%	False	False	425
80	0.7604	0.7249	0.0355	4.8%	0.0030	0.4%	36%	False	False	329
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	40%	False	False	275
120	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	40%	False	False	230

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

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7475
1.618	0.7445
1.000	0.7426
0.618	0.7415
HIGH	0.7396
0.618	0.7385
0.500	0.7381
0.382	0.7377
LOW	0.7366
0.618	0.7347
1.000	0.7336
1.618	0.7317
2.618	0.7287
4.250	0.7239

Fisher Pivots for day following 29-Feb-2024
Pivot	1 day	3 day
R1	0.7381	0.7395
PP	0.7380	0.7389
S1	0.7378	0.7383

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

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