CME Canadian Dollar Future March 2024

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

Day Change Summary
	Previous	Current
	06-Feb-2024	07-Feb-2024	Change	Change %	Previous Week
Open	0.7388	0.7417	0.0029	0.4%	0.7439
High	0.7425	0.7436	0.0012	0.2%	0.7491
Low	0.7387	0.7416	0.0029	0.4%	0.7425
Close	0.7421	0.7430	0.0009	0.1%	0.7433
Range	0.0038	0.0021	-0.0017	-45.3%	0.0066
ATR	0.0041	0.0040	-0.0001	-3.6%	0.0000
Volume	75,567	41,825	-33,742	-44.7%	399,275

Daily Pivots for day following 07-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7489	0.7480	0.7441
R3	0.7468	0.7459	0.7435
R2	0.7448	0.7448	0.7433
R1	0.7439	0.7439	0.7431	0.7443
PP	0.7427	0.7427	0.7427	0.7429
S1	0.7418	0.7418	0.7428	0.7423
S2	0.7407	0.7407	0.7426
S3	0.7386	0.7398	0.7424
S4	0.7366	0.7377	0.7418

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7647	0.7606	0.7469
R3	0.7581	0.7540	0.7451
R2	0.7515	0.7515	0.7445
R1	0.7474	0.7474	0.7439	0.7462
PP	0.7449	0.7449	0.7449	0.7443
S1	0.7408	0.7408	0.7427	0.7396
S2	0.7383	0.7383	0.7421
S3	0.7317	0.7342	0.7415
S4	0.7251	0.7276	0.7397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7486	0.7387	0.0099	1.3%	0.0043	0.6%	43%	False	False	74,752
10	0.7491	0.7387	0.0104	1.4%	0.0040	0.5%	41%	False	False	73,980
20	0.7501	0.7387	0.0114	1.5%	0.0040	0.5%	37%	False	False	75,009
40	0.7599	0.7354	0.0246	3.3%	0.0041	0.5%	31%	False	False	75,241
60	0.7599	0.7233	0.0366	4.9%	0.0039	0.5%	54%	False	False	50,626
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	56%	False	False	38,059
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	56%	False	False	30,495
120	0.7599	0.7212	0.0388	5.2%	0.0035	0.5%	56%	False	False	25,426

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7523
2.618	0.7490
1.618	0.7469
1.000	0.7457
0.618	0.7449
HIGH	0.7436
0.618	0.7428
0.500	0.7426
0.382	0.7423
LOW	0.7416
0.618	0.7403
1.000	0.7395
1.618	0.7382
2.618	0.7362
4.250	0.7328

Fisher Pivots for day following 07-Feb-2024
Pivot	1 day	3 day
R1	0.7428	0.7424
PP	0.7427	0.7418
S1	0.7426	0.7412

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

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