CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 22-Mar-2024

Day Change Summary
	Previous	Current
	21-Mar-2024	22-Mar-2024	Change	Change %	Previous Week
Open	0.7422	0.7401	-0.0021	-0.3%	0.7394
High	0.7442	0.7406	-0.0037	-0.5%	0.7442
Low	0.7394	0.7354	-0.0040	-0.5%	0.7354
Close	0.7399	0.7356	-0.0043	-0.6%	0.7356
Range	0.0048	0.0052	0.0004	7.3%	0.0088
ATR	0.0036	0.0037	0.0001	3.1%	0.0000
Volume	109,404	91,438	-17,966	-16.4%	510,167

Daily Pivots for day following 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7526	0.7493	0.7384
R3	0.7475	0.7441	0.7370
R2	0.7423	0.7423	0.7365
R1	0.7390	0.7390	0.7361	0.7381
PP	0.7372	0.7372	0.7372	0.7367
S1	0.7338	0.7338	0.7351	0.7329
S2	0.7320	0.7320	0.7347
S3	0.7269	0.7287	0.7342
S4	0.7217	0.7235	0.7328

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7648	0.7590	0.7404
R3	0.7560	0.7502	0.7380
R2	0.7472	0.7472	0.7372
R1	0.7414	0.7414	0.7364	0.7399
PP	0.7384	0.7384	0.7384	0.7377
S1	0.7326	0.7326	0.7348	0.7311
S2	0.7296	0.7296	0.7340
S3	0.7208	0.7238	0.7332
S4	0.7120	0.7150	0.7308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7442	0.7354	0.0088	1.2%	0.0045	0.6%	2%	False	True	102,033
10	0.7442	0.7354	0.0088	1.2%	0.0037	0.5%	2%	False	True	93,240
20	0.7462	0.7354	0.0108	1.5%	0.0035	0.5%	2%	False	True	48,282
40	0.7492	0.7354	0.0138	1.9%	0.0035	0.5%	1%	False	True	24,438
60	0.7604	0.7354	0.0250	3.4%	0.0035	0.5%	1%	False	True	16,370
80	0.7604	0.7354	0.0250	3.4%	0.0033	0.4%	1%	False	True	12,305
100	0.7604	0.7226	0.0378	5.1%	0.0031	0.4%	34%	False	False	9,852
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	34%	False	False	8,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7540
1.618	0.7489
1.000	0.7457
0.618	0.7437
HIGH	0.7406
0.618	0.7386
0.500	0.7380
0.382	0.7374
LOW	0.7354
0.618	0.7322
1.000	0.7303
1.618	0.7271
2.618	0.7219
4.250	0.7135

Fisher Pivots for day following 22-Mar-2024
Pivot	1 day	3 day
R1	0.7380	0.7398
PP	0.7372	0.7384
S1	0.7364	0.7370

Download as Excel Spreadsheet

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

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