CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 24-Jan-2024

Day Change Summary
	Previous	Current
	23-Jan-2024	24-Jan-2024	Change	Change %	Previous Week
Open	0.7424	0.7435	0.0011	0.1%	0.7463
High	0.7439	0.7451	0.0013	0.2%	0.7479
Low	0.7417	0.7397	-0.0020	-0.3%	0.7391
Close	0.7430	0.7405	-0.0026	-0.3%	0.7449
Range	0.0022	0.0054	0.0033	151.2%	0.0088
ATR	0.0039	0.0040	0.0001	2.8%	0.0000
Volume	65,571	85,623	20,052	30.6%	334,526

Daily Pivots for day following 24-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7546	0.7434
R3	0.7526	0.7492	0.7419
R2	0.7472	0.7472	0.7414
R1	0.7438	0.7438	0.7409	0.7428
PP	0.7418	0.7418	0.7418	0.7412
S1	0.7384	0.7384	0.7400	0.7374
S2	0.7364	0.7364	0.7395
S3	0.7310	0.7330	0.7390
S4	0.7256	0.7276	0.7375

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	0.7395	0.0065	0.9%	0.0037	0.5%	15%	False	False	71,733
10	0.7501	0.7391	0.0110	1.5%	0.0039	0.5%	12%	False	False	76,038
20	0.7599	0.7391	0.0208	2.8%	0.0040	0.5%	6%	False	False	74,305
40	0.7599	0.7338	0.0262	3.5%	0.0039	0.5%	26%	False	False	57,352
60	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	50%	False	False	38,359
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	50%	False	False	28,846
100	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	50%	False	False	23,112
120	0.7599	0.7212	0.0388	5.2%	0.0032	0.4%	50%	False	False	19,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7681
2.618	0.7592
1.618	0.7538
1.000	0.7505
0.618	0.7484
HIGH	0.7451
0.618	0.7430
0.500	0.7424
0.382	0.7418
LOW	0.7397
0.618	0.7364
1.000	0.7343
1.618	0.7310
2.618	0.7256
4.250	0.7168

Fisher Pivots for day following 24-Jan-2024
Pivot	1 day	3 day
R1	0.7424	0.7429
PP	0.7418	0.7421
S1	0.7411	0.7413

Download as Excel Spreadsheet

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

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