CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 04-Apr-2024

Day Change Summary
	Previous	Current
	03-Apr-2024	04-Apr-2024	Change	Change %	Previous Week
Open	0.7380	0.7401	0.0021	0.3%	0.7359
High	0.7410	0.7428	0.0019	0.2%	0.7402
Low	0.7367	0.7384	0.0017	0.2%	0.7354
Close	0.7399	0.7394	-0.0006	-0.1%	0.7394
Range	0.0043	0.0045	0.0002	4.7%	0.0049
ATR	0.0035	0.0035	0.0001	2.1%	0.0000
Volume	80,565	95,458	14,893	18.5%	282,785

Daily Pivots for day following 04-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7535	0.7509	0.7418
R3	0.7491	0.7464	0.7406
R2	0.7446	0.7446	0.7402
R1	0.7420	0.7420	0.7398	0.7411
PP	0.7402	0.7402	0.7402	0.7397
S1	0.7375	0.7375	0.7389	0.7366
S2	0.7357	0.7357	0.7385
S3	0.7313	0.7331	0.7381
S4	0.7268	0.7286	0.7369

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	0.7428	0.7354	0.0074	1.0%	0.0038	0.5%	53%	True	False	80,057
10	0.7442	0.7354	0.0089	1.2%	0.0036	0.5%	45%	False	False	79,005
20	0.7462	0.7354	0.0109	1.5%	0.0035	0.5%	37%	False	False	76,851
40	0.7464	0.7354	0.0110	1.5%	0.0033	0.5%	36%	False	False	39,058
60	0.7509	0.7354	0.0156	2.1%	0.0035	0.5%	26%	False	False	26,172
80	0.7604	0.7354	0.0250	3.4%	0.0034	0.5%	16%	False	False	19,660
100	0.7604	0.7249	0.0355	4.8%	0.0032	0.4%	41%	False	False	15,740
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	44%	False	False	13,126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7617
2.618	0.7545
1.618	0.7500
1.000	0.7473
0.618	0.7456
HIGH	0.7428
0.618	0.7411
0.500	0.7406
0.382	0.7400
LOW	0.7384
0.618	0.7356
1.000	0.7339
1.618	0.7311
2.618	0.7267
4.250	0.7194

Fisher Pivots for day following 04-Apr-2024
Pivot	1 day	3 day
R1	0.7406	0.7398
PP	0.7402	0.7396
S1	0.7398	0.7395

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

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