CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 14-Mar-2024

Day Change Summary
	Previous	Current
	13-Mar-2024	14-Mar-2024	Change	Change %	Previous Week
Open	0.7412	0.7425	0.0013	0.2%	0.7379
High	0.7431	0.7430	-0.0001	0.0%	0.7453
Low	0.7409	0.7385	-0.0024	-0.3%	0.7351
Close	0.7426	0.7390	-0.0036	-0.5%	0.7417
Range	0.0022	0.0045	0.0023	104.5%	0.0102
ATR	0.0034	0.0035	0.0001	2.2%	0.0000
Volume	123,006	154,542	31,536	25.6%	396,599

Daily Pivots for day following 14-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7537	0.7508	0.7415
R3	0.7492	0.7463	0.7402
R2	0.7447	0.7447	0.7398
R1	0.7418	0.7418	0.7394	0.7410
PP	0.7402	0.7402	0.7402	0.7398
S1	0.7373	0.7373	0.7386	0.7365
S2	0.7357	0.7357	0.7382
S3	0.7312	0.7328	0.7378
S4	0.7267	0.7283	0.7365

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	0.7385	0.0068	0.9%	0.0033	0.4%	7%	False	True	115,808
10	0.7453	0.7351	0.0102	1.4%	0.0034	0.5%	38%	False	False	97,222
20	0.7453	0.7351	0.0102	1.4%	0.0033	0.5%	38%	False	False	86,486
40	0.7491	0.7351	0.0140	1.9%	0.0036	0.5%	28%	False	False	79,024
60	0.7599	0.7351	0.0248	3.4%	0.0038	0.5%	16%	False	False	78,223
80	0.7599	0.7276	0.0323	4.4%	0.0037	0.5%	35%	False	False	63,730
100	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	46%	False	False	51,055
120	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	46%	False	False	42,596

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7621
2.618	0.7548
1.618	0.7503
1.000	0.7475
0.618	0.7458
HIGH	0.7430
0.618	0.7413
0.500	0.7408
0.382	0.7402
LOW	0.7385
0.618	0.7357
1.000	0.7340
1.618	0.7312
2.618	0.7267
4.250	0.7194

Fisher Pivots for day following 14-Mar-2024
Pivot	1 day	3 day
R1	0.7408	0.7408
PP	0.7402	0.7402
S1	0.7396	0.7396

Download as Excel Spreadsheet

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

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