CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 11-Jan-2024

Day Change Summary
	Previous	Current
	10-Jan-2024	11-Jan-2024	Change	Change %	Previous Week
Open	0.7475	0.7481	0.0006	0.1%	0.7558
High	0.7489	0.7500	0.0011	0.1%	0.7568
Low	0.7473	0.7446	-0.0028	-0.4%	0.7470
Close	0.7482	0.7472	-0.0011	-0.1%	0.7491
Range	0.0016	0.0055	0.0039	240.6%	0.0098
ATR	0.0038	0.0040	0.0001	3.0%	0.0000
Volume	49,665	88,264	38,599	77.7%	300,001

Daily Pivots for day following 11-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7608	0.7501
R3	0.7581	0.7554	0.7486
R2	0.7527	0.7527	0.7481
R1	0.7499	0.7499	0.7476	0.7486
PP	0.7472	0.7472	0.7472	0.7466
S1	0.7445	0.7445	0.7467	0.7431
S2	0.7418	0.7418	0.7462
S3	0.7363	0.7390	0.7457
S4	0.7309	0.7336	0.7442

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7804	0.7745	0.7545
R3	0.7706	0.7647	0.7518
R2	0.7608	0.7608	0.7509
R1	0.7549	0.7549	0.7500	0.7530
PP	0.7510	0.7510	0.7510	0.7500
S1	0.7451	0.7451	0.7482	0.7432
S2	0.7412	0.7412	0.7473
S3	0.7314	0.7353	0.7464
S4	0.7216	0.7255	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7534	0.7446	0.0088	1.2%	0.0042	0.6%	30%	False	True	71,007
10	0.7597	0.7446	0.0152	2.0%	0.0041	0.5%	17%	False	True	72,484
20	0.7599	0.7359	0.0240	3.2%	0.0042	0.6%	47%	False	False	78,403
40	0.7599	0.7244	0.0355	4.8%	0.0039	0.5%	64%	False	False	41,872
60	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	67%	False	False	28,037
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	67%	False	False	21,088
100	0.7599	0.7212	0.0388	5.2%	0.0034	0.5%	67%	False	False	16,888
120	0.7626	0.7212	0.0414	5.5%	0.0030	0.4%	63%	False	False	14,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
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	0.7732
2.618	0.7643
1.618	0.7588
1.000	0.7555
0.618	0.7534
HIGH	0.7500
0.618	0.7479
0.500	0.7473
0.382	0.7466
LOW	0.7446
0.618	0.7412
1.000	0.7391
1.618	0.7357
2.618	0.7303
4.250	0.7214

Fisher Pivots for day following 11-Jan-2024
Pivot	1 day	3 day
R1	0.7473	0.7474
PP	0.7472	0.7473
S1	0.7472	0.7472

Download as Excel Spreadsheet

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

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