CME Canadian Dollar Future June 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	0.7423	0.7435	0.0012	0.2%	0.7389
High	0.7440	0.7440	0.0000	0.0%	0.7462
Low	0.7419	0.7395	-0.0024	-0.3%	0.7362
Close	0.7436	0.7399	-0.0037	-0.5%	0.7427
Range	0.0021	0.0045	0.0024	114.3%	0.0101
ATR	0.0033	0.0033	0.0001	2.7%	0.0000
Volume	91,720	127,193	35,473	38.7%	24,132

Daily Pivots for day following 14-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7546	0.7518	0.7424
R3	0.7501	0.7473	0.7411
R2	0.7456	0.7456	0.7407
R1	0.7428	0.7428	0.7403	0.7419
PP	0.7411	0.7411	0.7411	0.7407
S1	0.7383	0.7383	0.7395	0.7374
S2	0.7366	0.7366	0.7391
S3	0.7321	0.7338	0.7387
S4	0.7276	0.7293	0.7374

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	0.7395	0.0068	0.9%	0.0033	0.4%	7%	False	True	61,316
10	0.7462	0.7362	0.0101	1.4%	0.0033	0.5%	37%	False	False	32,027
20	0.7462	0.7362	0.0101	1.4%	0.0032	0.4%	37%	False	False	16,626
40	0.7492	0.7362	0.0131	1.8%	0.0033	0.5%	29%	False	False	8,522
60	0.7604	0.7362	0.0242	3.3%	0.0034	0.5%	15%	False	False	5,741
80	0.7604	0.7286	0.0318	4.3%	0.0031	0.4%	36%	False	False	4,328
100	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	46%	False	False	3,475
120	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	46%	False	False	2,899

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	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7631
2.618	0.7557
1.618	0.7512
1.000	0.7485
0.618	0.7467
HIGH	0.7440
0.618	0.7422
0.500	0.7417
0.382	0.7412
LOW	0.7395
0.618	0.7367
1.000	0.7350
1.618	0.7322
2.618	0.7277
4.250	0.7203

Fisher Pivots for day following 14-Mar-2024
Pivot	1 day	3 day
R1	0.7417	0.7417
PP	0.7411	0.7411
S1	0.7405	0.7405

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

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