CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	0.7407	0.7407	-0.0001	0.0%	0.7418
High	0.7410	0.7418	0.0009	0.1%	0.7443
Low	0.7394	0.7388	-0.0007	-0.1%	0.7391
Close	0.7402	0.7394	-0.0009	-0.1%	0.7410
Range	0.0016	0.0031	0.0015	96.8%	0.0053
ATR	0.0037	0.0036	0.0000	-1.2%	0.0000
Volume	49,315	59,861	10,546	21.4%	305,504

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7491	0.7473	0.7410
R3	0.7461	0.7442	0.7402
R2	0.7430	0.7430	0.7399
R1	0.7412	0.7412	0.7396	0.7406
PP	0.7400	0.7400	0.7400	0.7397
S1	0.7381	0.7381	0.7391	0.7375
S2	0.7369	0.7369	0.7388
S3	0.7339	0.7351	0.7385
S4	0.7308	0.7320	0.7377

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7572	0.7543	0.7438
R3	0.7519	0.7491	0.7424
R2	0.7467	0.7467	0.7419
R1	0.7438	0.7438	0.7414	0.7426
PP	0.7414	0.7414	0.7414	0.7408
S1	0.7386	0.7386	0.7405	0.7374
S2	0.7362	0.7362	0.7400
S3	0.7309	0.7333	0.7395
S4	0.7257	0.7281	0.7381

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7443	0.7388	0.0056	0.8%	0.0029	0.4%	11%	False	True	64,320
10	0.7448	0.7363	0.0085	1.1%	0.0036	0.5%	36%	False	False	73,717
20	0.7491	0.7363	0.0128	1.7%	0.0037	0.5%	24%	False	False	71,748
40	0.7597	0.7363	0.0234	3.2%	0.0039	0.5%	13%	False	False	72,560
60	0.7599	0.7352	0.0248	3.3%	0.0038	0.5%	17%	False	False	65,418
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	47%	False	False	49,180
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	47%	False	False	39,406
120	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	47%	False	False	32,871

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

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7498
1.618	0.7467
1.000	0.7449
0.618	0.7437
HIGH	0.7418
0.618	0.7406
0.500	0.7403
0.382	0.7399
LOW	0.7388
0.618	0.7369
1.000	0.7357
1.618	0.7338
2.618	0.7308
4.250	0.7258

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	0.7403	0.7409
PP	0.7400	0.7404
S1	0.7397	0.7399

Download as Excel Spreadsheet

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

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