CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 23-Apr-2024

Day Change Summary
	Previous	Current
	22-Apr-2024	23-Apr-2024	Change	Change %	Previous Week
Open	0.7282	0.7307	0.0025	0.3%	0.7268
High	0.7313	0.7330	0.0017	0.2%	0.7293
Low	0.7278	0.7298	0.0021	0.3%	0.7229
Close	0.7309	0.7326	0.0017	0.2%	0.7278
Range	0.0036	0.0032	-0.0004	-11.3%	0.0064
ATR	0.0038	0.0038	0.0000	-1.3%	0.0000
Volume	72,559	101,510	28,951	39.9%	454,559

Daily Pivots for day following 23-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7412	0.7401	0.7343
R3	0.7381	0.7369	0.7335
R2	0.7349	0.7349	0.7332
R1	0.7338	0.7338	0.7329	0.7344
PP	0.7318	0.7318	0.7318	0.7321
S1	0.7306	0.7306	0.7323	0.7312
S2	0.7286	0.7286	0.7320
S3	0.7255	0.7275	0.7317
S4	0.7223	0.7243	0.7309

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	0.7330	0.7234	0.0096	1.3%	0.0034	0.5%	96%	True	False	83,805
10	0.7385	0.7229	0.0156	2.1%	0.0042	0.6%	62%	False	False	103,909
20	0.7428	0.7229	0.0199	2.7%	0.0038	0.5%	49%	False	False	92,922
40	0.7462	0.7229	0.0233	3.2%	0.0037	0.5%	42%	False	False	72,146
60	0.7492	0.7229	0.0263	3.6%	0.0036	0.5%	37%	False	False	48,322
80	0.7604	0.7229	0.0375	5.1%	0.0036	0.5%	26%	False	False	36,302
100	0.7604	0.7229	0.0375	5.1%	0.0034	0.5%	26%	False	False	29,065
120	0.7604	0.7226	0.0378	5.2%	0.0032	0.4%	26%	False	False	24,228

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7463
2.618	0.7412
1.618	0.7380
1.000	0.7361
0.618	0.7349
HIGH	0.7330
0.618	0.7317
0.500	0.7314
0.382	0.7310
LOW	0.7298
0.618	0.7279
1.000	0.7267
1.618	0.7247
2.618	0.7216
4.250	0.7164

Fisher Pivots for day following 23-Apr-2024
Pivot	1 day	3 day
R1	0.7322	0.7314
PP	0.7318	0.7302
S1	0.7314	0.7290

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

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