CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 01-Mar-2024

Day Change Summary
	Previous	Current
	29-Feb-2024	01-Mar-2024	Change	Change %	Previous Week
Open	0.7379	0.7381	0.0003	0.0%	0.7417
High	0.7396	0.7394	-0.0002	0.0%	0.7428
Low	0.7366	0.7364	-0.0003	0.0%	0.7362
Close	0.7377	0.7387	0.0010	0.1%	0.7387
Range	0.0030	0.0031	0.0001	1.7%	0.0066
ATR	0.0033	0.0033	0.0000	-0.6%	0.0000
Volume	786	2,019	1,233	156.9%	9,113

Daily Pivots for day following 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7473	0.7460	0.7403
R3	0.7442	0.7430	0.7395
R2	0.7412	0.7412	0.7392
R1	0.7399	0.7399	0.7389	0.7406
PP	0.7381	0.7381	0.7381	0.7385
S1	0.7369	0.7369	0.7384	0.7375
S2	0.7351	0.7351	0.7381
S3	0.7320	0.7338	0.7378
S4	0.7290	0.7308	0.7370

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7590	0.7554	0.7423
R3	0.7524	0.7488	0.7405
R2	0.7458	0.7458	0.7399
R1	0.7422	0.7422	0.7393	0.7407
PP	0.7392	0.7392	0.7392	0.7385
S1	0.7356	0.7356	0.7380	0.7341
S2	0.7326	0.7326	0.7374
S3	0.7260	0.7290	0.7368
S4	0.7194	0.7224	0.7350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7428	0.7362	0.0066	0.9%	0.0030	0.4%	37%	False	False	1,822
10	0.7452	0.7362	0.0090	1.2%	0.0029	0.4%	27%	False	False	1,382
20	0.7492	0.7362	0.0130	1.8%	0.0033	0.4%	19%	False	False	931
40	0.7540	0.7362	0.0178	2.4%	0.0034	0.5%	14%	False	False	624
60	0.7604	0.7362	0.0242	3.3%	0.0033	0.4%	10%	False	False	454
80	0.7604	0.7249	0.0355	4.8%	0.0030	0.4%	39%	False	False	354
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	43%	False	False	295
120	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	43%	False	False	247

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7474
1.618	0.7443
1.000	0.7425
0.618	0.7413
HIGH	0.7394
0.618	0.7382
0.500	0.7379
0.382	0.7375
LOW	0.7364
0.618	0.7345
1.000	0.7333
1.618	0.7314
2.618	0.7284
4.250	0.7234

Fisher Pivots for day following 01-Mar-2024
Pivot	1 day	3 day
R1	0.7384	0.7386
PP	0.7381	0.7385
S1	0.7379	0.7384

Download as Excel Spreadsheet

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

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