CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 21-Mar-2024

Day Change Summary
	Previous	Current
	20-Mar-2024	21-Mar-2024	Change	Change %	Previous Week
Open	0.7382	0.7422	0.0040	0.5%	0.7427
High	0.7428	0.7442	0.0015	0.2%	0.7440
Low	0.7360	0.7394	0.0034	0.5%	0.7389
Close	0.7421	0.7399	-0.0022	-0.3%	0.7396
Range	0.0068	0.0048	-0.0020	-28.9%	0.0051
ATR	0.0035	0.0036	0.0001	2.7%	0.0000
Volume	104,812	109,404	4,592	4.4%	422,240

Daily Pivots for day following 21-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7556	0.7525	0.7425
R3	0.7508	0.7477	0.7412
R2	0.7460	0.7460	0.7407
R1	0.7429	0.7429	0.7403	0.7420
PP	0.7412	0.7412	0.7412	0.7407
S1	0.7381	0.7381	0.7394	0.7372
S2	0.7364	0.7364	0.7390
S3	0.7316	0.7333	0.7385
S4	0.7268	0.7285	0.7372

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	0.7442	0.7356	0.0086	1.2%	0.0040	0.5%	49%	True	False	109,369
10	0.7462	0.7356	0.0106	1.4%	0.0036	0.5%	40%	False	False	85,342
20	0.7462	0.7356	0.0106	1.4%	0.0034	0.5%	40%	False	False	43,777
40	0.7492	0.7356	0.0136	1.8%	0.0034	0.5%	31%	False	False	22,159
60	0.7604	0.7356	0.0248	3.3%	0.0035	0.5%	17%	False	False	14,848
80	0.7604	0.7354	0.0250	3.4%	0.0032	0.4%	18%	False	False	11,162
100	0.7604	0.7226	0.0378	5.1%	0.0031	0.4%	46%	False	False	8,941
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	46%	False	False	7,456

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7646
2.618	0.7568
1.618	0.7520
1.000	0.7490
0.618	0.7472
HIGH	0.7442
0.618	0.7424
0.500	0.7418
0.382	0.7412
LOW	0.7394
0.618	0.7364
1.000	0.7346
1.618	0.7316
2.618	0.7268
4.250	0.7190

Fisher Pivots for day following 21-Mar-2024
Pivot	1 day	3 day
R1	0.7418	0.7399
PP	0.7412	0.7399
S1	0.7405	0.7399

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

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