CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 20-Mar-2024

Day Change Summary
	Previous	Current
	19-Mar-2024	20-Mar-2024	Change	Change %	Previous Week
Open	0.7400	0.7382	-0.0018	-0.2%	0.7427
High	0.7400	0.7428	0.0028	0.4%	0.7440
Low	0.7356	0.7360	0.0004	0.1%	0.7389
Close	0.7381	0.7421	0.0040	0.5%	0.7396
Range	0.0044	0.0068	0.0024	53.4%	0.0051
ATR	0.0032	0.0035	0.0003	7.8%	0.0000
Volume	136,060	104,812	-31,248	-23.0%	422,240

Daily Pivots for day following 20-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7580	0.7458
R3	0.7538	0.7513	0.7439
R2	0.7470	0.7470	0.7433
R1	0.7445	0.7445	0.7427	0.7458
PP	0.7403	0.7403	0.7403	0.7409
S1	0.7378	0.7378	0.7414	0.7390
S2	0.7335	0.7335	0.7408
S3	0.7268	0.7310	0.7402
S4	0.7200	0.7243	0.7383

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	0.7356	0.0084	1.1%	0.0039	0.5%	77%	False	False	112,927
10	0.7462	0.7356	0.0106	1.4%	0.0035	0.5%	61%	False	False	74,697
20	0.7462	0.7356	0.0106	1.4%	0.0033	0.4%	61%	False	False	38,368
40	0.7492	0.7356	0.0136	1.8%	0.0034	0.5%	47%	False	False	19,431
60	0.7604	0.7356	0.0248	3.3%	0.0035	0.5%	26%	False	False	13,027
80	0.7604	0.7325	0.0279	3.8%	0.0032	0.4%	34%	False	False	9,795
100	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	52%	False	False	7,847
120	0.7604	0.7226	0.0378	5.1%	0.0029	0.4%	52%	False	False	6,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7714
2.618	0.7604
1.618	0.7537
1.000	0.7495
0.618	0.7469
HIGH	0.7428
0.618	0.7402
0.500	0.7394
0.382	0.7386
LOW	0.7360
0.618	0.7318
1.000	0.7293
1.618	0.7251
2.618	0.7183
4.250	0.7073

Fisher Pivots for day following 20-Mar-2024
Pivot	1 day	3 day
R1	0.7412	0.7411
PP	0.7403	0.7401
S1	0.7394	0.7392

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols