CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 06-Mar-2024

Day Change Summary
	Previous	Current
	05-Mar-2024	06-Mar-2024	Change	Change %	Previous Week
Open	0.7368	0.7357	-0.0011	-0.1%	0.7407
High	0.7379	0.7410	0.0031	0.4%	0.7418
Low	0.7351	0.7354	0.0003	0.0%	0.7352
Close	0.7358	0.7400	0.0042	0.6%	0.7377
Range	0.0028	0.0056	0.0028	98.2%	0.0067
ATR	0.0034	0.0036	0.0002	4.4%	0.0000
Volume	76,765	97,222	20,457	26.6%	396,340

Daily Pivots for day following 06-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7532	0.7430
R3	0.7499	0.7477	0.7415
R2	0.7443	0.7443	0.7410
R1	0.7421	0.7421	0.7405	0.7432
PP	0.7388	0.7388	0.7388	0.7393
S1	0.7366	0.7366	0.7394	0.7377
S2	0.7332	0.7332	0.7389
S3	0.7277	0.7310	0.7384
S4	0.7221	0.7255	0.7369

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	0.7410	0.7351	0.0059	0.8%	0.0033	0.5%	83%	True	False	83,864
10	0.7443	0.7351	0.0092	1.2%	0.0033	0.4%	53%	False	False	78,545
20	0.7459	0.7351	0.0108	1.5%	0.0034	0.5%	45%	False	False	72,747
40	0.7503	0.7351	0.0152	2.1%	0.0037	0.5%	32%	False	False	74,301
60	0.7599	0.7351	0.0248	3.4%	0.0039	0.5%	20%	False	False	73,829
80	0.7599	0.7233	0.0366	4.9%	0.0038	0.5%	45%	False	False	55,636
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	49%	False	False	44,583
120	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	49%	False	False	37,190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7645
2.618	0.7555
1.618	0.7499
1.000	0.7465
0.618	0.7444
HIGH	0.7410
0.618	0.7388
0.500	0.7382
0.382	0.7375
LOW	0.7354
0.618	0.7320
1.000	0.7299
1.618	0.7264
2.618	0.7209
4.250	0.7118

Fisher Pivots for day following 06-Mar-2024
Pivot	1 day	3 day
R1	0.7394	0.7393
PP	0.7388	0.7387
S1	0.7382	0.7380

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

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