CME Canadian Dollar Future June 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	0.7427	0.7428	0.0001	0.0%	0.7389
High	0.7435	0.7437	0.0002	0.0%	0.7462
Low	0.7413	0.7404	-0.0009	-0.1%	0.7362
Close	0.7426	0.7420	-0.0006	-0.1%	0.7427
Range	0.0022	0.0033	0.0011	47.7%	0.0101
ATR	0.0034	0.0033	0.0000	-0.2%	0.0000
Volume	25,463	49,747	24,284	95.4%	24,132

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7501	0.7438
R3	0.7485	0.7469	0.7429
R2	0.7453	0.7453	0.7426
R1	0.7436	0.7436	0.7423	0.7428
PP	0.7420	0.7420	0.7420	0.7416
S1	0.7404	0.7404	0.7417	0.7396
S2	0.7388	0.7388	0.7414
S3	0.7355	0.7371	0.7411
S4	0.7323	0.7339	0.7402

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	0.7365	0.0098	1.3%	0.0038	0.5%	57%	False	False	18,927
10	0.7462	0.7362	0.0101	1.4%	0.0034	0.5%	58%	False	False	10,462
20	0.7462	0.7362	0.0101	1.4%	0.0033	0.5%	58%	False	False	5,733
40	0.7492	0.7362	0.0131	1.8%	0.0034	0.5%	45%	False	False	3,079
60	0.7604	0.7362	0.0242	3.3%	0.0034	0.5%	24%	False	False	2,102
80	0.7604	0.7286	0.0318	4.3%	0.0031	0.4%	42%	False	False	1,593
100	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	51%	False	False	1,286
120	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	51%	False	False	1,075

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	0.7575
2.618	0.7522
1.618	0.7489
1.000	0.7469
0.618	0.7457
HIGH	0.7437
0.618	0.7424
0.500	0.7420
0.382	0.7416
LOW	0.7404
0.618	0.7384
1.000	0.7372
1.618	0.7351
2.618	0.7319
4.250	0.7266

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	0.7420	0.7433
PP	0.7420	0.7429
S1	0.7420	0.7424

Download as Excel Spreadsheet

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

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