CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 09-Feb-2024

Day Change Summary
	Previous	Current
	08-Feb-2024	09-Feb-2024	Change	Change %	Previous Week
Open	0.7432	0.7434	0.0002	0.0%	0.7430
High	0.7440	0.7459	0.0019	0.3%	0.7459
Low	0.7415	0.7421	0.0006	0.1%	0.7387
Close	0.7435	0.7432	-0.0004	0.0%	0.7432
Range	0.0025	0.0039	0.0014	54.0%	0.0072
ATR	0.0039	0.0039	0.0000	-0.1%	0.0000
Volume	54,142	60,605	6,463	11.9%	312,434

Daily Pivots for day following 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7531	0.7453
R3	0.7514	0.7492	0.7442
R2	0.7476	0.7476	0.7439
R1	0.7454	0.7454	0.7435	0.7445
PP	0.7437	0.7437	0.7437	0.7433
S1	0.7415	0.7415	0.7428	0.7407
S2	0.7399	0.7399	0.7424
S3	0.7360	0.7377	0.7421
S4	0.7322	0.7338	0.7410

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7642	0.7609	0.7471
R3	0.7570	0.7537	0.7451
R2	0.7498	0.7498	0.7445
R1	0.7465	0.7465	0.7438	0.7481
PP	0.7426	0.7426	0.7426	0.7434
S1	0.7393	0.7393	0.7425	0.7409
S2	0.7354	0.7354	0.7418
S3	0.7282	0.7321	0.7412
S4	0.7210	0.7249	0.7392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7459	0.7387	0.0072	1.0%	0.0033	0.4%	62%	True	False	62,486
10	0.7491	0.7387	0.0104	1.4%	0.0039	0.5%	43%	False	False	71,170
20	0.7501	0.7387	0.0114	1.5%	0.0039	0.5%	39%	False	False	73,850
40	0.7599	0.7359	0.0240	3.2%	0.0040	0.5%	30%	False	False	76,126
60	0.7599	0.7244	0.0355	4.8%	0.0039	0.5%	53%	False	False	52,531
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	57%	False	False	39,490
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	57%	False	False	31,640
120	0.7599	0.7212	0.0388	5.2%	0.0035	0.5%	57%	False	False	26,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7623
2.618	0.7560
1.618	0.7521
1.000	0.7498
0.618	0.7483
HIGH	0.7459
0.618	0.7444
0.500	0.7440
0.382	0.7435
LOW	0.7421
0.618	0.7397
1.000	0.7382
1.618	0.7358
2.618	0.7320
4.250	0.7257

Fisher Pivots for day following 09-Feb-2024
Pivot	1 day	3 day
R1	0.7440	0.7437
PP	0.7437	0.7435
S1	0.7434	0.7433

Download as Excel Spreadsheet

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

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