CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 05-Mar-2024

Day Change Summary
	Previous	Current
	04-Mar-2024	05-Mar-2024	Change	Change %	Previous Week
Open	0.7379	0.7368	-0.0011	-0.1%	0.7407
High	0.7384	0.7379	-0.0005	-0.1%	0.7418
Low	0.7364	0.7351	-0.0013	-0.2%	0.7352
Close	0.7365	0.7358	-0.0008	-0.1%	0.7377
Range	0.0021	0.0028	0.0008	36.6%	0.0067
ATR	0.0035	0.0034	0.0000	-1.4%	0.0000
Volume	58,067	76,765	18,698	32.2%	396,340

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7447	0.7430	0.7373
R3	0.7419	0.7402	0.7365
R2	0.7391	0.7391	0.7363
R1	0.7374	0.7374	0.7360	0.7368
PP	0.7363	0.7363	0.7363	0.7360
S1	0.7346	0.7346	0.7355	0.7340
S2	0.7335	0.7335	0.7352
S3	0.7307	0.7318	0.7350
S4	0.7279	0.7290	0.7342

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	0.7395	0.7351	0.0044	0.6%	0.0031	0.4%	15%	False	True	84,399
10	0.7443	0.7351	0.0092	1.3%	0.0030	0.4%	7%	False	True	74,360
20	0.7459	0.7351	0.0108	1.5%	0.0033	0.4%	6%	False	True	71,665
40	0.7503	0.7351	0.0152	2.1%	0.0037	0.5%	4%	False	True	73,442
60	0.7599	0.7351	0.0248	3.4%	0.0038	0.5%	3%	False	True	72,252
80	0.7599	0.7233	0.0366	5.0%	0.0038	0.5%	34%	False	False	54,424
100	0.7599	0.7212	0.0388	5.3%	0.0038	0.5%	38%	False	False	43,612
120	0.7599	0.7212	0.0388	5.3%	0.0037	0.5%	38%	False	False	36,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7498
2.618	0.7452
1.618	0.7424
1.000	0.7407
0.618	0.7396
HIGH	0.7379
0.618	0.7368
0.500	0.7365
0.382	0.7362
LOW	0.7351
0.618	0.7334
1.000	0.7323
1.618	0.7306
2.618	0.7278
4.250	0.7232

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	0.7365	0.7368
PP	0.7363	0.7364
S1	0.7360	0.7361

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

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