CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 26-Mar-2024

Day Change Summary
	Previous	Current
	25-Mar-2024	26-Mar-2024	Change	Change %	Previous Week
Open	0.7359	0.7370	0.0011	0.1%	0.7394
High	0.7378	0.7388	0.0010	0.1%	0.7442
Low	0.7354	0.7368	0.0014	0.2%	0.7354
Close	0.7371	0.7374	0.0003	0.0%	0.7356
Range	0.0025	0.0021	-0.0004	-16.3%	0.0088
ATR	0.0036	0.0035	-0.0001	-3.1%	0.0000
Volume	63,672	56,623	-7,049	-11.1%	510,167

Daily Pivots for day following 26-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7438	0.7426	0.7385
R3	0.7417	0.7406	0.7379
R2	0.7397	0.7397	0.7377
R1	0.7385	0.7385	0.7375	0.7391
PP	0.7376	0.7376	0.7376	0.7379
S1	0.7365	0.7365	0.7372	0.7371
S2	0.7356	0.7356	0.7370
S3	0.7335	0.7344	0.7368
S4	0.7315	0.7324	0.7362

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	0.0089	1.2%	0.0042	0.6%	23%	False	False	85,189
10	0.7442	0.7354	0.0089	1.2%	0.0036	0.5%	23%	False	False	97,749
20	0.7462	0.7354	0.0109	1.5%	0.0035	0.5%	18%	False	False	54,105
40	0.7492	0.7354	0.0139	1.9%	0.0034	0.5%	14%	False	False	27,431
60	0.7604	0.7354	0.0250	3.4%	0.0035	0.5%	8%	False	False	18,372
80	0.7604	0.7354	0.0250	3.4%	0.0033	0.4%	8%	False	False	13,808
100	0.7604	0.7226	0.0378	5.1%	0.0031	0.4%	39%	False	False	11,054
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	39%	False	False	9,220

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7475
2.618	0.7442
1.618	0.7421
1.000	0.7409
0.618	0.7401
HIGH	0.7388
0.618	0.7380
0.500	0.7378
0.382	0.7375
LOW	0.7368
0.618	0.7355
1.000	0.7347
1.618	0.7334
2.618	0.7314
4.250	0.7280

Fisher Pivots for day following 26-Mar-2024
Pivot	1 day	3 day
R1	0.7378	0.7380
PP	0.7376	0.7378
S1	0.7375	0.7376

Download as Excel Spreadsheet

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

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