CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 16-Apr-2024

Day Change Summary
	Previous	Current
	15-Apr-2024	16-Apr-2024	Change	Change %	Previous Week
Open	0.7268	0.7260	-0.0009	-0.1%	0.7365
High	0.7293	0.7267	-0.0027	-0.4%	0.7390
Low	0.7257	0.7229	-0.0028	-0.4%	0.7260
Close	0.7258	0.7248	-0.0010	-0.1%	0.7262
Range	0.0037	0.0038	0.0001	2.7%	0.0131
ATR	0.0039	0.0039	0.0000	-0.4%	0.0000
Volume	98,137	111,464	13,327	13.6%	546,927

Daily Pivots for day following 16-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7360	0.7342	0.7269
R3	0.7323	0.7304	0.7258
R2	0.7285	0.7285	0.7255
R1	0.7267	0.7267	0.7251	0.7257
PP	0.7248	0.7248	0.7248	0.7243
S1	0.7229	0.7229	0.7245	0.7220
S2	0.7210	0.7210	0.7241
S3	0.7173	0.7192	0.7238
S4	0.7135	0.7154	0.7227

Weekly Pivots for week ending 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7609	0.7333
R3	0.7565	0.7478	0.7297
R2	0.7434	0.7434	0.7285
R1	0.7348	0.7348	0.7273	0.7326
PP	0.7304	0.7304	0.7304	0.7293
S1	0.7217	0.7217	0.7250	0.7195
S2	0.7173	0.7173	0.7238
S3	0.7043	0.7087	0.7226
S4	0.6912	0.6956	0.7190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7385	0.7229	0.0156	2.2%	0.0049	0.7%	12%	False	True	124,013
10	0.7428	0.7229	0.0199	2.7%	0.0044	0.6%	10%	False	True	108,990
20	0.7442	0.7229	0.0213	2.9%	0.0041	0.6%	9%	False	True	97,240
40	0.7462	0.7229	0.0233	3.2%	0.0036	0.5%	8%	False	True	61,830
60	0.7492	0.7229	0.0263	3.6%	0.0036	0.5%	7%	False	True	41,364
80	0.7604	0.7229	0.0375	5.2%	0.0036	0.5%	5%	False	True	31,072
100	0.7604	0.7229	0.0375	5.2%	0.0033	0.5%	5%	False	True	24,876
120	0.7604	0.7226	0.0378	5.2%	0.0032	0.4%	6%	False	False	20,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7426
2.618	0.7365
1.618	0.7327
1.000	0.7304
0.618	0.7290
HIGH	0.7267
0.618	0.7252
0.500	0.7248
0.382	0.7243
LOW	0.7229
0.618	0.7206
1.000	0.7192
1.618	0.7168
2.618	0.7131
4.250	0.7070

Fisher Pivots for day following 16-Apr-2024
Pivot	1 day	3 day
R1	0.7248	0.7272
PP	0.7248	0.7264
S1	0.7248	0.7256

Download as Excel Spreadsheet

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

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