CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 12-Mar-2024

Day Change Summary
	Previous	Current
	11-Mar-2024	12-Mar-2024	Change	Change %	Previous Week
Open	0.7417	0.7418	0.0001	0.0%	0.7379
High	0.7425	0.7427	0.0002	0.0%	0.7453
Low	0.7403	0.7394	-0.0009	-0.1%	0.7351
Close	0.7416	0.7411	-0.0006	-0.1%	0.7417
Range	0.0023	0.0033	0.0010	44.4%	0.0102
ATR	0.0036	0.0035	0.0000	-0.6%	0.0000
Volume	80,577	126,718	46,141	57.3%	396,599

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7508	0.7492	0.7428
R3	0.7475	0.7459	0.7419
R2	0.7443	0.7443	0.7416
R1	0.7427	0.7427	0.7413	0.7419
PP	0.7410	0.7410	0.7410	0.7406
S1	0.7394	0.7394	0.7408	0.7386
S2	0.7378	0.7378	0.7405
S3	0.7345	0.7362	0.7402
S4	0.7313	0.7329	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	0.7354	0.0099	1.3%	0.0039	0.5%	57%	False	False	93,812
10	0.7453	0.7351	0.0102	1.4%	0.0035	0.5%	59%	False	False	89,105
20	0.7453	0.7351	0.0102	1.4%	0.0035	0.5%	59%	False	False	81,411
40	0.7491	0.7351	0.0140	1.9%	0.0037	0.5%	43%	False	False	76,992
60	0.7599	0.7351	0.0248	3.3%	0.0038	0.5%	24%	False	False	77,229
80	0.7599	0.7274	0.0325	4.4%	0.0038	0.5%	42%	False	False	60,269
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	51%	False	False	48,286
120	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	51%	False	False	40,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7512
1.618	0.7479
1.000	0.7459
0.618	0.7447
HIGH	0.7427
0.618	0.7414
0.500	0.7410
0.382	0.7406
LOW	0.7394
0.618	0.7374
1.000	0.7362
1.618	0.7341
2.618	0.7309
4.250	0.7256

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	0.7410	0.7423
PP	0.7410	0.7419
S1	0.7410	0.7415

Download as Excel Spreadsheet

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

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