CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 04-Mar-2024

Day Change Summary
	Previous	Current
	01-Mar-2024	04-Mar-2024	Change	Change %	Previous Week
Open	0.7366	0.7379	0.0013	0.2%	0.7407
High	0.7385	0.7384	-0.0001	0.0%	0.7418
Low	0.7353	0.7364	0.0011	0.1%	0.7352
Close	0.7377	0.7365	-0.0012	-0.2%	0.7377
Range	0.0032	0.0021	-0.0011	-34.9%	0.0067
ATR	0.0036	0.0035	-0.0001	-3.1%	0.0000
Volume	90,782	58,067	-32,715	-36.0%	396,340

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7419	0.7376
R3	0.7412	0.7399	0.7371
R2	0.7391	0.7391	0.7369
R1	0.7378	0.7378	0.7367	0.7375
PP	0.7371	0.7371	0.7371	0.7369
S1	0.7358	0.7358	0.7363	0.7354
S2	0.7350	0.7350	0.7361
S3	0.7330	0.7337	0.7359
S4	0.7309	0.7317	0.7354

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%	0.0032	0.4%	20%	False	False	81,018
10	0.7443	0.7352	0.0092	1.2%	0.0030	0.4%	15%	False	False	75,991
20	0.7459	0.7352	0.0108	1.5%	0.0034	0.5%	13%	False	False	71,841
40	0.7534	0.7352	0.0182	2.5%	0.0038	0.5%	7%	False	False	73,911
60	0.7599	0.7352	0.0248	3.4%	0.0038	0.5%	5%	False	False	71,026
80	0.7599	0.7233	0.0366	5.0%	0.0038	0.5%	36%	False	False	53,468
100	0.7599	0.7212	0.0388	5.3%	0.0037	0.5%	40%	False	False	42,845
120	0.7599	0.7212	0.0388	5.3%	0.0037	0.5%	40%	False	False	35,746

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7471
2.618	0.7438
1.618	0.7417
1.000	0.7405
0.618	0.7397
HIGH	0.7384
0.618	0.7376
0.500	0.7374
0.382	0.7371
LOW	0.7364
0.618	0.7351
1.000	0.7343
1.618	0.7330
2.618	0.7310
4.250	0.7276

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	0.7374	0.7370
PP	0.7371	0.7369
S1	0.7368	0.7367

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

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