CME Canadian Dollar Future June 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	0.7400	0.7394	-0.0006	-0.1%	0.7427
High	0.7412	0.7406	-0.0006	-0.1%	0.7440
Low	0.7389	0.7390	0.0001	0.0%	0.7389
Close	0.7396	0.7400	0.0004	0.1%	0.7396
Range	0.0023	0.0016	-0.0007	-28.9%	0.0051
ATR	0.0033	0.0031	-0.0001	-3.6%	0.0000
Volume	128,117	68,453	-59,664	-46.6%	422,240

Daily Pivots for day following 18-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7446	0.7439	0.7408
R3	0.7430	0.7423	0.7404
R2	0.7414	0.7414	0.7402
R1	0.7407	0.7407	0.7401	0.7411
PP	0.7398	0.7398	0.7398	0.7400
S1	0.7391	0.7391	0.7398	0.7395
S2	0.7382	0.7382	0.7397
S3	0.7366	0.7375	0.7395
S4	0.7350	0.7359	0.7391

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7528	0.7423
R3	0.7509	0.7478	0.7409
R2	0.7459	0.7459	0.7405
R1	0.7427	0.7427	0.7400	0.7418
PP	0.7408	0.7408	0.7408	0.7403
S1	0.7377	0.7377	0.7391	0.7367
S2	0.7358	0.7358	0.7386
S3	0.7307	0.7326	0.7382
S4	0.7257	0.7276	0.7368

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7440	0.7389	0.0051	0.7%	0.0027	0.4%	21%	False	False	93,046
10	0.7462	0.7362	0.0101	1.4%	0.0032	0.4%	38%	False	False	51,300
20	0.7462	0.7362	0.0101	1.4%	0.0030	0.4%	38%	False	False	26,420
40	0.7492	0.7362	0.0131	1.8%	0.0033	0.4%	29%	False	False	13,426
60	0.7604	0.7362	0.0242	3.3%	0.0034	0.5%	16%	False	False	9,016
80	0.7604	0.7298	0.0306	4.1%	0.0031	0.4%	33%	False	False	6,785
100	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	46%	False	False	5,440
120	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	46%	False	False	4,537

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	0.7474
2.618	0.7447
1.618	0.7431
1.000	0.7422
0.618	0.7415
HIGH	0.7406
0.618	0.7399
0.500	0.7398
0.382	0.7396
LOW	0.7390
0.618	0.7380
1.000	0.7374
1.618	0.7364
2.618	0.7348
4.250	0.7322

Fisher Pivots for day following 18-Mar-2024
Pivot	1 day	3 day
R1	0.7399	0.7414
PP	0.7398	0.7409
S1	0.7398	0.7404

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

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