CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 08-Mar-2024

Day Change Summary
	Previous	Current
	07-Mar-2024	08-Mar-2024	Change	Change %	Previous Week
Open	0.7401	0.7432	0.0032	0.4%	0.7379
High	0.7434	0.7453	0.0019	0.2%	0.7453
Low	0.7395	0.7409	0.0015	0.2%	0.7351
Close	0.7433	0.7417	-0.0016	-0.2%	0.7417
Range	0.0040	0.0044	0.0004	10.1%	0.0102
ATR	0.0036	0.0037	0.0001	1.5%	0.0000
Volume	70,346	94,199	23,853	33.9%	396,599

Daily Pivots for day following 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7557	0.7530	0.7441
R3	0.7513	0.7487	0.7429
R2	0.7470	0.7470	0.7425
R1	0.7443	0.7443	0.7421	0.7435
PP	0.7426	0.7426	0.7426	0.7422
S1	0.7400	0.7400	0.7413	0.7391
S2	0.7383	0.7383	0.7409
S3	0.7339	0.7356	0.7405
S4	0.7296	0.7313	0.7393

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7666	0.7473
R3	0.7610	0.7564	0.7445
R2	0.7508	0.7508	0.7436
R1	0.7463	0.7463	0.7426	0.7486
PP	0.7407	0.7407	0.7407	0.7418
S1	0.7361	0.7361	0.7408	0.7384
S2	0.7305	0.7305	0.7398
S3	0.7204	0.7260	0.7389
S4	0.7102	0.7158	0.7361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7453	0.7351	0.0102	1.4%	0.0037	0.5%	65%	True	False	79,319
10	0.7453	0.7351	0.0102	1.4%	0.0034	0.5%	65%	True	False	79,293
20	0.7459	0.7351	0.0108	1.5%	0.0036	0.5%	61%	False	False	76,176
40	0.7501	0.7351	0.0150	2.0%	0.0038	0.5%	44%	False	False	75,705
60	0.7599	0.7351	0.0248	3.3%	0.0039	0.5%	27%	False	False	76,150
80	0.7599	0.7244	0.0355	4.8%	0.0038	0.5%	49%	False	False	57,687
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	53%	False	False	46,222
120	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	53%	False	False	38,558

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7637
2.618	0.7566
1.618	0.7523
1.000	0.7496
0.618	0.7479
HIGH	0.7453
0.618	0.7436
0.500	0.7431
0.382	0.7426
LOW	0.7409
0.618	0.7382
1.000	0.7366
1.618	0.7339
2.618	0.7295
4.250	0.7224

Fisher Pivots for day following 08-Mar-2024
Pivot	1 day	3 day
R1	0.7431	0.7412
PP	0.7426	0.7408
S1	0.7422	0.7403

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

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