CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	0.7428	0.7423	-0.0005	-0.1%	0.7389
High	0.7437	0.7440	0.0003	0.0%	0.7462
Low	0.7404	0.7419	0.0015	0.2%	0.7362
Close	0.7420	0.7436	0.0016	0.2%	0.7427
Range	0.0033	0.0021	-0.0012	-35.4%	0.0101
ATR	0.0033	0.0033	-0.0001	-2.7%	0.0000
Volume	49,747	91,720	41,973	84.4%	24,132

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7494	0.7486	0.7447
R3	0.7473	0.7465	0.7441
R2	0.7452	0.7452	0.7439
R1	0.7444	0.7444	0.7437	0.7448
PP	0.7431	0.7431	0.7431	0.7433
S1	0.7423	0.7423	0.7434	0.7427
S2	0.7410	0.7410	0.7432
S3	0.7389	0.7402	0.7430
S4	0.7368	0.7381	0.7424

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	0.7404	0.0058	0.8%	0.0031	0.4%	54%	False	False	36,468
10	0.7462	0.7362	0.0101	1.4%	0.0032	0.4%	74%	False	False	19,386
20	0.7462	0.7362	0.0101	1.4%	0.0031	0.4%	74%	False	False	10,288
40	0.7492	0.7362	0.0131	1.8%	0.0033	0.4%	57%	False	False	5,349
60	0.7604	0.7362	0.0242	3.3%	0.0034	0.5%	31%	False	False	3,624
80	0.7604	0.7286	0.0318	4.3%	0.0031	0.4%	47%	False	False	2,739
100	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	55%	False	False	2,204
120	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	55%	False	False	1,839

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7529
2.618	0.7494
1.618	0.7473
1.000	0.7461
0.618	0.7452
HIGH	0.7440
0.618	0.7431
0.500	0.7429
0.382	0.7427
LOW	0.7419
0.618	0.7406
1.000	0.7398
1.618	0.7385
2.618	0.7364
4.250	0.7329

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	0.7433	0.7431
PP	0.7431	0.7426
S1	0.7429	0.7422

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

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