CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 14-Feb-2024

Day Change Summary
	Previous	Current
	13-Feb-2024	14-Feb-2024	Change	Change %	Previous Week
Open	0.7438	0.7376	-0.0062	-0.8%	0.7430
High	0.7448	0.7394	-0.0055	-0.7%	0.7459
Low	0.7363	0.7371	0.0008	0.1%	0.7387
Close	0.7364	0.7386	0.0022	0.3%	0.7432
Range	0.0085	0.0023	-0.0063	-73.5%	0.0072
ATR	0.0041	0.0040	-0.0001	-2.0%	0.0000
Volume	105,051	71,004	-34,047	-32.4%	312,434

Daily Pivots for day following 14-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7451	0.7441	0.7398
R3	0.7428	0.7418	0.7392
R2	0.7406	0.7406	0.7390
R1	0.7396	0.7396	0.7388	0.7401
PP	0.7383	0.7383	0.7383	0.7386
S1	0.7373	0.7373	0.7383	0.7378
S2	0.7361	0.7361	0.7381
S3	0.7338	0.7351	0.7379
S4	0.7316	0.7328	0.7373

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	0.7363	0.0096	1.3%	0.0039	0.5%	23%	False	False	66,558
10	0.7486	0.7363	0.0123	1.7%	0.0041	0.6%	18%	False	False	70,655
20	0.7491	0.7363	0.0128	1.7%	0.0039	0.5%	18%	False	False	71,563
40	0.7599	0.7363	0.0236	3.2%	0.0040	0.5%	10%	False	False	74,091
60	0.7599	0.7276	0.0323	4.4%	0.0039	0.5%	34%	False	False	56,145
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	45%	False	False	42,197
100	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	45%	False	False	33,818
120	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	45%	False	False	28,198

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7489
2.618	0.7452
1.618	0.7430
1.000	0.7416
0.618	0.7407
HIGH	0.7394
0.618	0.7385
0.500	0.7382
0.382	0.7380
LOW	0.7371
0.618	0.7357
1.000	0.7349
1.618	0.7335
2.618	0.7312
4.250	0.7275

Fisher Pivots for day following 14-Feb-2024
Pivot	1 day	3 day
R1	0.7384	0.7406
PP	0.7383	0.7399
S1	0.7382	0.7392

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols