CME Canadian Dollar Future March 2024

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

Day Change Summary
	Previous	Current
	19-Jan-2024	22-Jan-2024	Change	Change %	Previous Week
Open	0.7421	0.7451	0.0031	0.4%	0.7463
High	0.7453	0.7460	0.0007	0.1%	0.7479
Low	0.7412	0.7423	0.0011	0.1%	0.7391
Close	0.7449	0.7427	-0.0023	-0.3%	0.7449
Range	0.0041	0.0038	-0.0004	-8.5%	0.0088
ATR	0.0040	0.0040	0.0000	-0.5%	0.0000
Volume	62,204	69,207	7,003	11.3%	334,526

Daily Pivots for day following 22-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7525	0.7447
R3	0.7511	0.7488	0.7437
R2	0.7474	0.7474	0.7433
R1	0.7450	0.7450	0.7430	0.7443
PP	0.7436	0.7436	0.7436	0.7433
S1	0.7413	0.7413	0.7423	0.7406
S2	0.7399	0.7399	0.7420
S3	0.7361	0.7375	0.7416
S4	0.7324	0.7338	0.7406

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7664	0.7497
R3	0.7616	0.7576	0.7473
R2	0.7528	0.7528	0.7465
R1	0.7488	0.7488	0.7457	0.7464
PP	0.7440	0.7440	0.7440	0.7428
S1	0.7400	0.7400	0.7441	0.7376
S2	0.7352	0.7352	0.7433
S3	0.7264	0.7312	0.7425
S4	0.7176	0.7224	0.7401

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7479	0.7391	0.0088	1.2%	0.0042	0.6%	40%	False	False	80,746
10	0.7503	0.7391	0.0112	1.5%	0.0039	0.5%	32%	False	False	73,077
20	0.7599	0.7391	0.0208	2.8%	0.0041	0.5%	17%	False	False	75,022
40	0.7599	0.7279	0.0321	4.3%	0.0039	0.5%	46%	False	False	53,598
60	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	55%	False	False	35,855
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	55%	False	False	26,959
100	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	55%	False	False	21,600
120	0.7599	0.7212	0.0388	5.2%	0.0032	0.4%	55%	False	False	18,001

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7619
2.618	0.7558
1.618	0.7521
1.000	0.7498
0.618	0.7483
HIGH	0.7460
0.618	0.7446
0.500	0.7441
0.382	0.7437
LOW	0.7423
0.618	0.7399
1.000	0.7385
1.618	0.7362
2.618	0.7324
4.250	0.7263

Fisher Pivots for day following 22-Jan-2024
Pivot	1 day	3 day
R1	0.7441	0.7428
PP	0.7436	0.7427
S1	0.7431	0.7427

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

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