CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 30-Jan-2024

Day Change Summary
	Previous	Current
	29-Jan-2024	30-Jan-2024	Change	Change %	Previous Week
Open	0.7439	0.7460	0.0021	0.3%	0.7451
High	0.7462	0.7470	0.0008	0.1%	0.7460
Low	0.7431	0.7442	0.0011	0.1%	0.7393
Close	0.7450	0.7468	0.0018	0.2%	0.7441
Range	0.0031	0.0029	-0.0003	-8.1%	0.0067
ATR	0.0039	0.0038	-0.0001	-1.9%	0.0000
Volume	55,901	61,081	5,180	9.3%	363,244

Daily Pivots for day following 30-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7545	0.7535	0.7484
R3	0.7517	0.7507	0.7476
R2	0.7488	0.7488	0.7473
R1	0.7478	0.7478	0.7471	0.7483
PP	0.7460	0.7460	0.7460	0.7462
S1	0.7450	0.7450	0.7465	0.7455
S2	0.7431	0.7431	0.7463
S3	0.7403	0.7421	0.7460
S4	0.7374	0.7393	0.7452

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	0.7470	0.7393	0.0077	1.0%	0.0038	0.5%	97%	True	False	69,089
10	0.7470	0.7391	0.0079	1.1%	0.0035	0.5%	97%	True	False	69,588
20	0.7568	0.7391	0.0177	2.4%	0.0039	0.5%	44%	False	False	72,089
40	0.7599	0.7354	0.0246	3.3%	0.0039	0.5%	47%	False	False	63,731
60	0.7599	0.7233	0.0366	4.9%	0.0039	0.5%	64%	False	False	42,662
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	66%	False	False	32,078
100	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	66%	False	False	25,705
120	0.7599	0.7212	0.0388	5.2%	0.0033	0.4%	66%	False	False	21,426

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7591
2.618	0.7545
1.618	0.7516
1.000	0.7499
0.618	0.7488
HIGH	0.7470
0.618	0.7459
0.500	0.7456
0.382	0.7452
LOW	0.7442
0.618	0.7424
1.000	0.7413
1.618	0.7395
2.618	0.7367
4.250	0.7320

Fisher Pivots for day following 30-Jan-2024
Pivot	1 day	3 day
R1	0.7464	0.7461
PP	0.7460	0.7453
S1	0.7456	0.7446

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

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