CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 22-Apr-2024

Day Change Summary
	Previous	Current
	19-Apr-2024	22-Apr-2024	Change	Change %	Previous Week
Open	0.7270	0.7282	0.0012	0.2%	0.7268
High	0.7293	0.7313	0.0020	0.3%	0.7293
Low	0.7250	0.7278	0.0028	0.4%	0.7229
Close	0.7278	0.7309	0.0032	0.4%	0.7278
Range	0.0043	0.0036	-0.0008	-17.4%	0.0064
ATR	0.0038	0.0038	0.0000	-0.6%	0.0000
Volume	93,854	72,559	-21,295	-22.7%	454,559

Daily Pivots for day following 22-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7406	0.7393	0.7329
R3	0.7371	0.7358	0.7319
R2	0.7335	0.7335	0.7316
R1	0.7322	0.7322	0.7312	0.7329
PP	0.7300	0.7300	0.7300	0.7303
S1	0.7287	0.7287	0.7306	0.7293
S2	0.7264	0.7264	0.7302
S3	0.7229	0.7251	0.7299
S4	0.7193	0.7216	0.7289

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7459	0.7432	0.7313
R3	0.7395	0.7368	0.7295
R2	0.7331	0.7331	0.7289
R1	0.7304	0.7304	0.7283	0.7317
PP	0.7267	0.7267	0.7267	0.7273
S1	0.7240	0.7240	0.7272	0.7253
S2	0.7203	0.7203	0.7266
S3	0.7139	0.7176	0.7260
S4	0.7075	0.7112	0.7242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7313	0.7229	0.0084	1.1%	0.0036	0.5%	95%	True	False	85,796
10	0.7390	0.7229	0.0161	2.2%	0.0041	0.6%	50%	False	False	100,811
20	0.7428	0.7229	0.0199	2.7%	0.0038	0.5%	40%	False	False	91,030
40	0.7462	0.7229	0.0233	3.2%	0.0036	0.5%	34%	False	False	69,656
60	0.7492	0.7229	0.0263	3.6%	0.0036	0.5%	30%	False	False	46,636
80	0.7604	0.7229	0.0375	5.1%	0.0036	0.5%	21%	False	False	35,035
100	0.7604	0.7229	0.0375	5.1%	0.0034	0.5%	21%	False	False	28,050
120	0.7604	0.7226	0.0378	5.2%	0.0032	0.4%	22%	False	False	23,382

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7464
2.618	0.7406
1.618	0.7370
1.000	0.7349
0.618	0.7335
HIGH	0.7313
0.618	0.7299
0.500	0.7295
0.382	0.7291
LOW	0.7278
0.618	0.7256
1.000	0.7242
1.618	0.7220
2.618	0.7185
4.250	0.7127

Fisher Pivots for day following 22-Apr-2024
Pivot	1 day	3 day
R1	0.7304	0.7300
PP	0.7300	0.7291
S1	0.7295	0.7282

Download as Excel Spreadsheet

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

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