CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 21-Feb-2024

Day Change Summary
	Previous	Current
	20-Feb-2024	21-Feb-2024	Change	Change %	Previous Week
Open	0.7418	0.7397	-0.0021	-0.3%	0.7430
High	0.7428	0.7413	-0.0015	-0.2%	0.7450
Low	0.7394	0.7391	-0.0003	0.0%	0.7363
Close	0.7398	0.7409	0.0011	0.1%	0.7415
Range	0.0034	0.0023	-0.0012	-33.8%	0.0087
ATR	0.0040	0.0038	-0.0001	-3.1%	0.0000
Volume	93,076	55,364	-37,712	-40.5%	364,489

Daily Pivots for day following 21-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7472	0.7463	0.7421
R3	0.7449	0.7440	0.7415
R2	0.7427	0.7427	0.7413
R1	0.7418	0.7418	0.7411	0.7422
PP	0.7404	0.7404	0.7404	0.7406
S1	0.7395	0.7395	0.7406	0.7400
S2	0.7382	0.7382	0.7404
S3	0.7359	0.7373	0.7402
S4	0.7337	0.7350	0.7396

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7628	0.7463
R3	0.7582	0.7542	0.7439
R2	0.7496	0.7496	0.7431
R1	0.7455	0.7455	0.7423	0.7432
PP	0.7409	0.7409	0.7409	0.7398
S1	0.7369	0.7369	0.7407	0.7346
S2	0.7323	0.7323	0.7399
S3	0.7236	0.7282	0.7391
S4	0.7150	0.7196	0.7367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7432	0.7371	0.0061	0.8%	0.0031	0.4%	61%	False	False	73,177
10	0.7459	0.7363	0.0096	1.3%	0.0035	0.5%	47%	False	False	66,950
20	0.7491	0.7363	0.0128	1.7%	0.0039	0.5%	36%	False	False	72,655
40	0.7599	0.7363	0.0236	3.2%	0.0039	0.5%	19%	False	False	73,427
60	0.7599	0.7307	0.0292	3.9%	0.0039	0.5%	35%	False	False	61,037
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	51%	False	False	45,867
100	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	51%	False	False	36,752
120	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	51%	False	False	30,655

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7509
2.618	0.7472
1.618	0.7449
1.000	0.7436
0.618	0.7427
HIGH	0.7413
0.618	0.7404
0.500	0.7402
0.382	0.7399
LOW	0.7391
0.618	0.7377
1.000	0.7368
1.618	0.7354
2.618	0.7332
4.250	0.7295

Fisher Pivots for day following 21-Feb-2024
Pivot	1 day	3 day
R1	0.7406	0.7411
PP	0.7404	0.7410
S1	0.7402	0.7409

Download as Excel Spreadsheet

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

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