CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 07-Mar-2024

Day Change Summary
	Previous	Current
	06-Mar-2024	07-Mar-2024	Change	Change %	Previous Week
Open	0.7369	0.7410	0.0041	0.6%	0.7417
High	0.7419	0.7443	0.0025	0.3%	0.7428
Low	0.7365	0.7405	0.0040	0.5%	0.7362
Close	0.7410	0.7443	0.0033	0.4%	0.7387
Range	0.0054	0.0039	-0.0016	-28.7%	0.0066
ATR	0.0033	0.0034	0.0000	1.1%	0.0000
Volume	4,016	2,954	-1,062	-26.4%	9,113

Daily Pivots for day following 07-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7546	0.7533	0.7464
R3	0.7507	0.7494	0.7453
R2	0.7469	0.7469	0.7450
R1	0.7456	0.7456	0.7446	0.7462
PP	0.7430	0.7430	0.7430	0.7433
S1	0.7417	0.7417	0.7439	0.7424
S2	0.7392	0.7392	0.7435
S3	0.7353	0.7379	0.7432
S4	0.7315	0.7340	0.7421

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	0.7443	0.7362	0.0082	1.1%	0.0034	0.5%	99%	True	False	2,738
10	0.7443	0.7362	0.0082	1.1%	0.0032	0.4%	99%	True	False	2,212
20	0.7464	0.7362	0.0102	1.4%	0.0032	0.4%	79%	False	False	1,380
40	0.7508	0.7362	0.0146	2.0%	0.0034	0.5%	55%	False	False	903
60	0.7604	0.7362	0.0242	3.3%	0.0034	0.5%	33%	False	False	644
80	0.7604	0.7249	0.0355	4.8%	0.0031	0.4%	55%	False	False	499
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	57%	False	False	410
120	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	57%	False	False	344

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7607
2.618	0.7544
1.618	0.7505
1.000	0.7482
0.618	0.7467
HIGH	0.7443
0.618	0.7428
0.500	0.7424
0.382	0.7419
LOW	0.7405
0.618	0.7381
1.000	0.7366
1.618	0.7342
2.618	0.7304
4.250	0.7241

Fisher Pivots for day following 07-Mar-2024
Pivot	1 day	3 day
R1	0.7436	0.7429
PP	0.7430	0.7416
S1	0.7424	0.7402

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

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