CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 28-Mar-2024

Day Change Summary
	Previous	Current
	27-Mar-2024	28-Mar-2024	Change	Change %	Previous Week
Open	0.7370	0.7379	0.0009	0.1%	0.7359
High	0.7381	0.7402	0.0021	0.3%	0.7402
Low	0.7358	0.7354	-0.0004	0.0%	0.7354
Close	0.7375	0.7394	0.0020	0.3%	0.7394
Range	0.0024	0.0048	0.0025	104.3%	0.0049
ATR	0.0034	0.0035	0.0001	2.9%	0.0000
Volume	68,630	93,860	25,230	36.8%	282,785

Daily Pivots for day following 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7527	0.7509	0.7420
R3	0.7479	0.7461	0.7407
R2	0.7431	0.7431	0.7403
R1	0.7413	0.7413	0.7398	0.7422
PP	0.7383	0.7383	0.7383	0.7388
S1	0.7365	0.7365	0.7390	0.7374
S2	0.7335	0.7335	0.7385
S3	0.7287	0.7317	0.7381
S4	0.7239	0.7269	0.7368

Weekly Pivots for week ending 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7529	0.7510	0.7421
R3	0.7480	0.7461	0.7407
R2	0.7432	0.7432	0.7403
R1	0.7413	0.7413	0.7398	0.7422
PP	0.7383	0.7383	0.7383	0.7388
S1	0.7364	0.7364	0.7390	0.7374
S2	0.7335	0.7335	0.7385
S3	0.7286	0.7316	0.7381
S4	0.7238	0.7267	0.7367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7406	0.7354	0.0052	0.7%	0.0034	0.5%	78%	False	False	74,844
10	0.7442	0.7354	0.0089	1.2%	0.0037	0.5%	46%	False	False	92,106
20	0.7462	0.7354	0.0109	1.5%	0.0035	0.5%	37%	False	False	62,067
40	0.7492	0.7354	0.0139	1.9%	0.0034	0.5%	29%	False	False	31,471
60	0.7540	0.7354	0.0187	2.5%	0.0035	0.5%	22%	False	False	21,073
80	0.7604	0.7354	0.0250	3.4%	0.0033	0.4%	16%	False	False	15,835
100	0.7604	0.7249	0.0355	4.8%	0.0031	0.4%	41%	False	False	12,677
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	45%	False	False	10,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7606
2.618	0.7528
1.618	0.7480
1.000	0.7450
0.618	0.7432
HIGH	0.7402
0.618	0.7384
0.500	0.7378
0.382	0.7372
LOW	0.7354
0.618	0.7324
1.000	0.7306
1.618	0.7276
2.618	0.7228
4.250	0.7150

Fisher Pivots for day following 28-Mar-2024
Pivot	1 day	3 day
R1	0.7389	0.7389
PP	0.7383	0.7383
S1	0.7378	0.7378

Download as Excel Spreadsheet

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

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