CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 05-Apr-2024

Day Change Summary
	Previous	Current
	04-Apr-2024	05-Apr-2024	Change	Change %	Previous Week
Open	0.7401	0.7393	-0.0009	-0.1%	0.7395
High	0.7428	0.7394	-0.0034	-0.5%	0.7428
Low	0.7384	0.7335	-0.0049	-0.7%	0.7335
Close	0.7394	0.7367	-0.0027	-0.4%	0.7367
Range	0.0045	0.0059	0.0015	32.6%	0.0093
ATR	0.0035	0.0037	0.0002	4.8%	0.0000
Volume	95,458	157,357	61,899	64.8%	463,784

Daily Pivots for day following 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7542	0.7513	0.7399
R3	0.7483	0.7454	0.7383
R2	0.7424	0.7424	0.7377
R1	0.7395	0.7395	0.7372	0.7380
PP	0.7365	0.7365	0.7365	0.7358
S1	0.7336	0.7336	0.7361	0.7321
S2	0.7306	0.7306	0.7356
S3	0.7247	0.7277	0.7350
S4	0.7188	0.7218	0.7334

Weekly Pivots for week ending 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7656	0.7604	0.7418
R3	0.7563	0.7511	0.7392
R2	0.7470	0.7470	0.7384
R1	0.7418	0.7418	0.7375	0.7397
PP	0.7377	0.7377	0.7377	0.7366
S1	0.7325	0.7325	0.7358	0.7304
S2	0.7284	0.7284	0.7349
S3	0.7191	0.7232	0.7341
S4	0.7098	0.7139	0.7315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7428	0.7335	0.0093	1.3%	0.0040	0.5%	34%	False	True	92,756
10	0.7428	0.7335	0.0093	1.3%	0.0037	0.5%	34%	False	True	83,800
20	0.7462	0.7335	0.0127	1.7%	0.0037	0.5%	25%	False	True	84,571
40	0.7464	0.7335	0.0129	1.7%	0.0034	0.5%	25%	False	True	42,976
60	0.7508	0.7335	0.0173	2.3%	0.0035	0.5%	18%	False	True	28,792
80	0.7604	0.7335	0.0269	3.6%	0.0035	0.5%	12%	False	True	21,626
100	0.7604	0.7249	0.0355	4.8%	0.0032	0.4%	33%	False	False	17,313
120	0.7604	0.7226	0.0378	5.1%	0.0030	0.4%	37%	False	False	14,437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7645
2.618	0.7548
1.618	0.7489
1.000	0.7453
0.618	0.7430
HIGH	0.7394
0.618	0.7371
0.500	0.7365
0.382	0.7358
LOW	0.7335
0.618	0.7299
1.000	0.7276
1.618	0.7240
2.618	0.7181
4.250	0.7084

Fisher Pivots for day following 05-Apr-2024
Pivot	1 day	3 day
R1	0.7366	0.7382
PP	0.7365	0.7377
S1	0.7365	0.7372

Download as Excel Spreadsheet

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

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