CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 05-Mar-2024

Day Change Summary
	Previous	Current
	04-Mar-2024	05-Mar-2024	Change	Change %	Previous Week
Open	0.7389	0.7379	-0.0011	-0.1%	0.7417
High	0.7394	0.7388	-0.0006	-0.1%	0.7428
Low	0.7373	0.7362	-0.0012	-0.2%	0.7362
Close	0.7375	0.7368	-0.0008	-0.1%	0.7387
Range	0.0021	0.0027	0.0006	29.3%	0.0066
ATR	0.0032	0.0032	0.0000	-1.3%	0.0000
Volume	1,817	2,887	1,070	58.9%	9,113

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7452	0.7436	0.7382
R3	0.7425	0.7410	0.7375
R2	0.7399	0.7399	0.7372
R1	0.7383	0.7383	0.7370	0.7378
PP	0.7372	0.7372	0.7372	0.7370
S1	0.7357	0.7357	0.7365	0.7351
S2	0.7346	0.7346	0.7363
S3	0.7319	0.7330	0.7360
S4	0.7293	0.7304	0.7353

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	0.7407	0.7362	0.0045	0.6%	0.0030	0.4%	13%	False	True	1,996
10	0.7452	0.7362	0.0090	1.2%	0.0028	0.4%	7%	False	True	1,664
20	0.7464	0.7362	0.0102	1.4%	0.0030	0.4%	6%	False	True	1,113
40	0.7509	0.7362	0.0148	2.0%	0.0033	0.5%	4%	False	True	734
60	0.7604	0.7362	0.0242	3.3%	0.0033	0.4%	2%	False	True	531
80	0.7604	0.7249	0.0355	4.8%	0.0030	0.4%	34%	False	False	412
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	37%	False	False	341
120	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	37%	False	False	286

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7501
2.618	0.7457
1.618	0.7431
1.000	0.7415
0.618	0.7404
HIGH	0.7388
0.618	0.7378
0.500	0.7375
0.382	0.7372
LOW	0.7362
0.618	0.7345
1.000	0.7335
1.618	0.7319
2.618	0.7292
4.250	0.7249

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	0.7375	0.7378
PP	0.7372	0.7374
S1	0.7370	0.7371

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

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