CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 18-Mar-2024

Day Change Summary
	Previous	Current
	15-Mar-2024	18-Mar-2024	Change	Change %	Previous Week
Open	0.7391	0.7385	-0.0006	-0.1%	0.7417
High	0.7402	0.7395	-0.0007	-0.1%	0.7431
Low	0.7380	0.7380	0.0000	0.0%	0.7380
Close	0.7386	0.7389	0.0004	0.0%	0.7386
Range	0.0023	0.0016	-0.0007	-31.1%	0.0051
ATR	0.0034	0.0033	-0.0001	-3.9%	0.0000
Volume	80,732	14,912	-65,820	-81.5%	565,575

Daily Pivots for day following 18-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7434	0.7427	0.7398
R3	0.7419	0.7412	0.7393
R2	0.7403	0.7403	0.7392
R1	0.7396	0.7396	0.7390	0.7400
PP	0.7388	0.7388	0.7388	0.7390
S1	0.7381	0.7381	0.7388	0.7384
S2	0.7372	0.7372	0.7386
S3	0.7357	0.7365	0.7385
S4	0.7341	0.7350	0.7380

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7520	0.7414
R3	0.7501	0.7469	0.7400
R2	0.7450	0.7450	0.7395
R1	0.7418	0.7418	0.7390	0.7408
PP	0.7399	0.7399	0.7399	0.7394
S1	0.7367	0.7367	0.7381	0.7357
S2	0.7348	0.7348	0.7376
S3	0.7297	0.7316	0.7371
S4	0.7246	0.7265	0.7357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7431	0.7380	0.0051	0.7%	0.0028	0.4%	19%	False	True	99,982
10	0.7453	0.7351	0.0102	1.4%	0.0033	0.4%	37%	False	False	91,901
20	0.7453	0.7351	0.0102	1.4%	0.0032	0.4%	37%	False	False	83,946
40	0.7491	0.7351	0.0140	1.9%	0.0035	0.5%	27%	False	False	77,959
60	0.7599	0.7351	0.0248	3.4%	0.0037	0.5%	15%	False	False	77,273
80	0.7599	0.7279	0.0321	4.3%	0.0037	0.5%	34%	False	False	64,917
100	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	46%	False	False	52,007
120	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	46%	False	False	43,383

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

Fibonacci Retracements and Extensions
4.250	0.7461
2.618	0.7436
1.618	0.7420
1.000	0.7411
0.618	0.7405
HIGH	0.7395
0.618	0.7389
0.500	0.7387
0.382	0.7385
LOW	0.7380
0.618	0.7370
1.000	0.7364
1.618	0.7354
2.618	0.7339
4.250	0.7314

Fisher Pivots for day following 18-Mar-2024
Pivot	1 day	3 day
R1	0.7388	0.7405
PP	0.7388	0.7400
S1	0.7387	0.7394

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

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