CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 06-Mar-2024

Day Change Summary
	Previous	Current
	05-Mar-2024	06-Mar-2024	Change	Change %	Previous Week
Open	0.7379	0.7369	-0.0010	-0.1%	0.7417
High	0.7388	0.7419	0.0031	0.4%	0.7428
Low	0.7362	0.7365	0.0003	0.0%	0.7362
Close	0.7368	0.7410	0.0042	0.6%	0.7387
Range	0.0027	0.0054	0.0028	103.8%	0.0066
ATR	0.0032	0.0033	0.0002	5.0%	0.0000
Volume	2,887	4,016	1,129	39.1%	9,113

Daily Pivots for day following 06-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7539	0.7439
R3	0.7506	0.7485	0.7424
R2	0.7452	0.7452	0.7419
R1	0.7431	0.7431	0.7414	0.7441
PP	0.7398	0.7398	0.7398	0.7403
S1	0.7377	0.7377	0.7405	0.7387
S2	0.7344	0.7344	0.7400
S3	0.7290	0.7323	0.7395
S4	0.7236	0.7269	0.7380

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	0.7419	0.7362	0.0057	0.8%	0.0032	0.4%	84%	True	False	2,305
10	0.7452	0.7362	0.0090	1.2%	0.0032	0.4%	53%	False	False	2,038
20	0.7464	0.7362	0.0102	1.4%	0.0031	0.4%	47%	False	False	1,265
40	0.7509	0.7362	0.0148	2.0%	0.0034	0.5%	33%	False	False	833
60	0.7604	0.7362	0.0242	3.3%	0.0034	0.5%	20%	False	False	597
80	0.7604	0.7249	0.0355	4.8%	0.0031	0.4%	45%	False	False	462
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	49%	False	False	381
120	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	49%	False	False	320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7648
2.618	0.7560
1.618	0.7506
1.000	0.7473
0.618	0.7452
HIGH	0.7419
0.618	0.7398
0.500	0.7392
0.382	0.7385
LOW	0.7365
0.618	0.7331
1.000	0.7311
1.618	0.7277
2.618	0.7223
4.250	0.7135

Fisher Pivots for day following 06-Mar-2024
Pivot	1 day	3 day
R1	0.7404	0.7403
PP	0.7398	0.7397
S1	0.7392	0.7390

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

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