CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	0.7399	0.7427	0.0028	0.4%	0.7451
High	0.7430	0.7460	0.0030	0.4%	0.7460
Low	0.7393	0.7422	0.0029	0.4%	0.7393
Close	0.7424	0.7441	0.0017	0.2%	0.7441
Range	0.0037	0.0038	0.0001	2.7%	0.0067
ATR	0.0040	0.0039	0.0000	-0.3%	0.0000
Volume	79,205	63,638	-15,567	-19.7%	363,244

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7555	0.7536	0.7461
R3	0.7517	0.7498	0.7451
R2	0.7479	0.7479	0.7447
R1	0.7460	0.7460	0.7444	0.7469
PP	0.7441	0.7441	0.7441	0.7445
S1	0.7422	0.7422	0.7437	0.7431
S2	0.7403	0.7403	0.7434
S3	0.7365	0.7384	0.7430
S4	0.7327	0.7346	0.7420

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7603	0.7477
R3	0.7565	0.7536	0.7459
R2	0.7498	0.7498	0.7453
R1	0.7469	0.7469	0.7447	0.7450
PP	0.7431	0.7431	0.7431	0.7422
S1	0.7402	0.7402	0.7434	0.7383
S2	0.7364	0.7364	0.7428
S3	0.7297	0.7335	0.7422
S4	0.7230	0.7268	0.7404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7460	0.7393	0.0067	0.9%	0.0038	0.5%	71%	False	False	72,648
10	0.7501	0.7391	0.0110	1.5%	0.0040	0.5%	45%	False	False	76,529
20	0.7597	0.7391	0.0206	2.8%	0.0040	0.5%	24%	False	False	74,507
40	0.7599	0.7352	0.0248	3.3%	0.0039	0.5%	36%	False	False	60,893
60	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	59%	False	False	40,729
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	59%	False	False	30,624
100	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	59%	False	False	24,537
120	0.7599	0.7212	0.0388	5.2%	0.0033	0.4%	59%	False	False	20,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7621
2.618	0.7559
1.618	0.7521
1.000	0.7498
0.618	0.7483
HIGH	0.7460
0.618	0.7445
0.500	0.7441
0.382	0.7436
LOW	0.7422
0.618	0.7398
1.000	0.7384
1.618	0.7360
2.618	0.7322
4.250	0.7260

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	0.7441	0.7436
PP	0.7441	0.7431
S1	0.7441	0.7426

Download as Excel Spreadsheet

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

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