CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 03-Apr-2024

Day Change Summary
	Previous	Current
	02-Apr-2024	03-Apr-2024	Change	Change %	Previous Week
Open	0.7376	0.7380	0.0005	0.1%	0.7359
High	0.7384	0.7410	0.0026	0.3%	0.7402
Low	0.7370	0.7367	-0.0003	0.0%	0.7354
Close	0.7376	0.7399	0.0024	0.3%	0.7394
Range	0.0015	0.0043	0.0028	193.1%	0.0049
ATR	0.0034	0.0035	0.0001	1.8%	0.0000
Volume	56,242	80,565	24,323	43.2%	282,785

Daily Pivots for day following 03-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7519	0.7502	0.7422
R3	0.7477	0.7459	0.7411
R2	0.7434	0.7434	0.7407
R1	0.7417	0.7417	0.7403	0.7426
PP	0.7392	0.7392	0.7392	0.7396
S1	0.7374	0.7374	0.7395	0.7383
S2	0.7349	0.7349	0.7391
S3	0.7307	0.7332	0.7387
S4	0.7264	0.7289	0.7376

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	0.7410	0.7354	0.0056	0.8%	0.0034	0.5%	81%	True	False	74,691
10	0.7442	0.7354	0.0089	1.2%	0.0038	0.5%	51%	False	False	79,940
20	0.7462	0.7354	0.0109	1.5%	0.0036	0.5%	42%	False	False	72,279
40	0.7464	0.7354	0.0110	1.5%	0.0033	0.4%	41%	False	False	36,696
60	0.7509	0.7354	0.0156	2.1%	0.0034	0.5%	29%	False	False	24,582
80	0.7604	0.7354	0.0250	3.4%	0.0034	0.5%	18%	False	False	18,468
100	0.7604	0.7249	0.0355	4.8%	0.0031	0.4%	42%	False	False	14,786
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	46%	False	False	12,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7590
2.618	0.7521
1.618	0.7478
1.000	0.7452
0.618	0.7436
HIGH	0.7410
0.618	0.7393
0.500	0.7388
0.382	0.7383
LOW	0.7367
0.618	0.7341
1.000	0.7325
1.618	0.7298
2.618	0.7256
4.250	0.7186

Fisher Pivots for day following 03-Apr-2024
Pivot	1 day	3 day
R1	0.7395	0.7395
PP	0.7392	0.7392
S1	0.7388	0.7388

Download as Excel Spreadsheet

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

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