CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 11-Mar-2024

Day Change Summary
	Previous	Current
	08-Mar-2024	11-Mar-2024	Change	Change %	Previous Week
Open	0.7442	0.7427	-0.0016	-0.2%	0.7389
High	0.7462	0.7435	-0.0028	-0.4%	0.7462
Low	0.7419	0.7413	-0.0007	-0.1%	0.7362
Close	0.7427	0.7426	-0.0001	0.0%	0.7427
Range	0.0043	0.0022	-0.0021	-48.8%	0.0101
ATR	0.0034	0.0034	-0.0001	-2.6%	0.0000
Volume	12,458	25,463	13,005	104.4%	24,132

Daily Pivots for day following 11-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7490	0.7480	0.7438
R3	0.7468	0.7458	0.7432
R2	0.7446	0.7446	0.7430
R1	0.7436	0.7436	0.7428	0.7430
PP	0.7424	0.7424	0.7424	0.7421
S1	0.7414	0.7414	0.7424	0.7408
S2	0.7402	0.7402	0.7422
S3	0.7380	0.7392	0.7420
S4	0.7358	0.7370	0.7414

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7718	0.7673	0.7482
R3	0.7618	0.7573	0.7455
R2	0.7517	0.7517	0.7445
R1	0.7472	0.7472	0.7436	0.7495
PP	0.7417	0.7417	0.7417	0.7428
S1	0.7372	0.7372	0.7418	0.7394
S2	0.7316	0.7316	0.7409
S3	0.7216	0.7271	0.7399
S4	0.7115	0.7171	0.7372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7462	0.7362	0.0101	1.4%	0.0037	0.5%	64%	False	False	9,555
10	0.7462	0.7362	0.0101	1.4%	0.0034	0.5%	64%	False	False	5,681
20	0.7462	0.7362	0.0101	1.4%	0.0033	0.4%	64%	False	False	3,249
40	0.7508	0.7362	0.0146	2.0%	0.0034	0.5%	44%	False	False	1,846
60	0.7604	0.7362	0.0242	3.3%	0.0035	0.5%	27%	False	False	1,274
80	0.7604	0.7286	0.0318	4.3%	0.0031	0.4%	44%	False	False	973
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	53%	False	False	789
120	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	53%	False	False	660

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7528
2.618	0.7492
1.618	0.7470
1.000	0.7457
0.618	0.7448
HIGH	0.7435
0.618	0.7426
0.500	0.7424
0.382	0.7421
LOW	0.7413
0.618	0.7399
1.000	0.7391
1.618	0.7377
2.618	0.7355
4.250	0.7319

Fisher Pivots for day following 11-Mar-2024
Pivot	1 day	3 day
R1	0.7425	0.7433
PP	0.7424	0.7431
S1	0.7424	0.7428

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

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