CME Canadian Dollar Future March 2024

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

Day Change Summary
	Previous	Current
	22-Jan-2024	23-Jan-2024	Change	Change %	Previous Week
Open	0.7451	0.7424	-0.0027	-0.4%	0.7463
High	0.7460	0.7439	-0.0022	-0.3%	0.7479
Low	0.7423	0.7417	-0.0006	-0.1%	0.7391
Close	0.7427	0.7430	0.0004	0.0%	0.7449
Range	0.0038	0.0022	-0.0016	-42.7%	0.0088
ATR	0.0040	0.0039	-0.0001	-3.3%	0.0000
Volume	69,207	65,571	-3,636	-5.3%	334,526

Daily Pivots for day following 23-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7493	0.7483	0.7442
R3	0.7472	0.7462	0.7436
R2	0.7450	0.7450	0.7434
R1	0.7440	0.7440	0.7432	0.7445
PP	0.7429	0.7429	0.7429	0.7431
S1	0.7419	0.7419	0.7428	0.7424
S2	0.7407	0.7407	0.7426
S3	0.7386	0.7397	0.7424
S4	0.7364	0.7376	0.7418

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	0.7460	0.7391	0.0069	0.9%	0.0033	0.4%	57%	False	False	70,088
10	0.7503	0.7391	0.0112	1.5%	0.0038	0.5%	35%	False	False	73,347
20	0.7599	0.7391	0.0208	2.8%	0.0039	0.5%	19%	False	False	74,198
40	0.7599	0.7307	0.0292	3.9%	0.0039	0.5%	42%	False	False	55,227
60	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	56%	False	False	36,938
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	56%	False	False	27,777
100	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	56%	False	False	22,255
120	0.7599	0.7212	0.0388	5.2%	0.0031	0.4%	56%	False	False	18,548

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7530
2.618	0.7495
1.618	0.7473
1.000	0.7460
0.618	0.7452
HIGH	0.7439
0.618	0.7430
0.500	0.7428
0.382	0.7425
LOW	0.7417
0.618	0.7404
1.000	0.7396
1.618	0.7382
2.618	0.7361
4.250	0.7326

Fisher Pivots for day following 23-Jan-2024
Pivot	1 day	3 day
R1	0.7429	0.7436
PP	0.7429	0.7434
S1	0.7428	0.7432

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

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