CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	0.7370	0.7370	0.0000	0.0%	0.7394
High	0.7388	0.7381	-0.0007	-0.1%	0.7442
Low	0.7368	0.7358	-0.0010	-0.1%	0.7354
Close	0.7374	0.7375	0.0001	0.0%	0.7356
Range	0.0021	0.0024	0.0003	14.6%	0.0088
ATR	0.0035	0.0034	-0.0001	-2.3%	0.0000
Volume	56,623	68,630	12,007	21.2%	510,167

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7442	0.7432	0.7387
R3	0.7418	0.7408	0.7381
R2	0.7395	0.7395	0.7379
R1	0.7385	0.7385	0.7377	0.7390
PP	0.7371	0.7371	0.7371	0.7374
S1	0.7361	0.7361	0.7372	0.7366
S2	0.7348	0.7348	0.7370
S3	0.7324	0.7338	0.7368
S4	0.7301	0.7314	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%	0.0034	0.5%	24%	False	False	77,953
10	0.7442	0.7354	0.0089	1.2%	0.0036	0.5%	24%	False	False	95,440
20	0.7462	0.7354	0.0109	1.5%	0.0034	0.5%	19%	False	False	57,413
40	0.7492	0.7354	0.0139	1.9%	0.0034	0.5%	15%	False	False	29,135
60	0.7572	0.7354	0.0219	3.0%	0.0035	0.5%	10%	False	False	19,514
80	0.7604	0.7354	0.0250	3.4%	0.0033	0.4%	8%	False	False	14,665
100	0.7604	0.7248	0.0356	4.8%	0.0031	0.4%	36%	False	False	11,739
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	39%	False	False	9,792

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	0.7481
2.618	0.7443
1.618	0.7419
1.000	0.7405
0.618	0.7396
HIGH	0.7381
0.618	0.7372
0.500	0.7369
0.382	0.7366
LOW	0.7358
0.618	0.7343
1.000	0.7334
1.618	0.7319
2.618	0.7296
4.250	0.7258

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	0.7373	0.7373
PP	0.7371	0.7372
S1	0.7369	0.7371

Download as Excel Spreadsheet

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

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