CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 01-Mar-2024

Day Change Summary
	Previous	Current
	29-Feb-2024	01-Mar-2024	Change	Change %	Previous Week
Open	0.7367	0.7366	-0.0002	0.0%	0.7407
High	0.7388	0.7385	-0.0003	0.0%	0.7418
Low	0.7356	0.7353	-0.0003	0.0%	0.7352
Close	0.7367	0.7377	0.0010	0.1%	0.7377
Range	0.0032	0.0032	0.0000	0.0%	0.0067
ATR	0.0036	0.0036	0.0000	-0.9%	0.0000
Volume	96,487	90,782	-5,705	-5.9%	396,340

Daily Pivots for day following 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7466	0.7453	0.7394
R3	0.7434	0.7421	0.7385
R2	0.7403	0.7403	0.7382
R1	0.7390	0.7390	0.7379	0.7396
PP	0.7371	0.7371	0.7371	0.7375
S1	0.7358	0.7358	0.7374	0.7365
S2	0.7340	0.7340	0.7371
S3	0.7308	0.7327	0.7368
S4	0.7277	0.7295	0.7359

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7546	0.7413
R3	0.7515	0.7479	0.7395
R2	0.7449	0.7449	0.7389
R1	0.7413	0.7413	0.7383	0.7397
PP	0.7382	0.7382	0.7382	0.7374
S1	0.7346	0.7346	0.7370	0.7331
S2	0.7316	0.7316	0.7364
S3	0.7249	0.7280	0.7358
S4	0.7183	0.7213	0.7340

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7418	0.7352	0.0067	0.9%	0.0031	0.4%	38%	False	False	79,268
10	0.7443	0.7352	0.0092	1.2%	0.0031	0.4%	27%	False	False	76,553
20	0.7486	0.7352	0.0135	1.8%	0.0036	0.5%	19%	False	False	73,677
40	0.7534	0.7352	0.0182	2.5%	0.0038	0.5%	14%	False	False	73,999
60	0.7599	0.7352	0.0248	3.4%	0.0038	0.5%	10%	False	False	70,095
80	0.7599	0.7233	0.0366	5.0%	0.0038	0.5%	39%	False	False	52,746
100	0.7599	0.7212	0.0388	5.3%	0.0038	0.5%	43%	False	False	42,266
120	0.7599	0.7212	0.0388	5.3%	0.0037	0.5%	43%	False	False	35,263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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

Fibonacci Retracements and Extensions
4.250	0.7518
2.618	0.7467
1.618	0.7435
1.000	0.7416
0.618	0.7404
HIGH	0.7385
0.618	0.7372
0.500	0.7369
0.382	0.7365
LOW	0.7353
0.618	0.7334
1.000	0.7322
1.618	0.7302
2.618	0.7271
4.250	0.7219

Fisher Pivots for day following 01-Mar-2024
Pivot	1 day	3 day
R1	0.7374	0.7375
PP	0.7371	0.7374
S1	0.7369	0.7373

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

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