CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 02-Apr-2024

Day Change Summary
	Previous	Current
	01-Apr-2024	02-Apr-2024	Change	Change %	Previous Week
Open	0.7395	0.7376	-0.0020	-0.3%	0.7359
High	0.7408	0.7384	-0.0024	-0.3%	0.7402
Low	0.7368	0.7370	0.0002	0.0%	0.7354
Close	0.7370	0.7376	0.0006	0.1%	0.7394
Range	0.0040	0.0015	-0.0026	-63.8%	0.0049
ATR	0.0035	0.0034	-0.0001	-4.2%	0.0000
Volume	74,162	56,242	-17,920	-24.2%	282,785

Daily Pivots for day following 02-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7420	0.7412	0.7383
R3	0.7405	0.7398	0.7379
R2	0.7391	0.7391	0.7378
R1	0.7383	0.7383	0.7377	0.7383
PP	0.7376	0.7376	0.7376	0.7376
S1	0.7369	0.7369	0.7374	0.7368
S2	0.7362	0.7362	0.7373
S3	0.7347	0.7354	0.7372
S4	0.7333	0.7340	0.7368

Weekly Pivots for week ending 29-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	0.7408	0.7354	0.0054	0.7%	0.0029	0.4%	40%	False	False	69,903
10	0.7442	0.7354	0.0089	1.2%	0.0038	0.5%	25%	False	False	85,490
20	0.7462	0.7354	0.0109	1.5%	0.0035	0.5%	20%	False	False	68,395
40	0.7464	0.7354	0.0110	1.5%	0.0033	0.4%	20%	False	False	34,699
60	0.7540	0.7354	0.0187	2.5%	0.0035	0.5%	12%	False	False	23,242
80	0.7604	0.7354	0.0250	3.4%	0.0033	0.5%	9%	False	False	17,461
100	0.7604	0.7249	0.0355	4.8%	0.0031	0.4%	36%	False	False	13,980
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	40%	False	False	11,660

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7446
2.618	0.7422
1.618	0.7407
1.000	0.7399
0.618	0.7393
HIGH	0.7384
0.618	0.7378
0.500	0.7377
0.382	0.7375
LOW	0.7370
0.618	0.7361
1.000	0.7355
1.618	0.7346
2.618	0.7332
4.250	0.7308

Fisher Pivots for day following 02-Apr-2024
Pivot	1 day	3 day
R1	0.7377	0.7381
PP	0.7376	0.7379
S1	0.7376	0.7377

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

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