CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 05-Jan-2024

Day Change Summary
	Previous	Current
	04-Jan-2024	05-Jan-2024	Change	Change %	Previous Week
Open	0.7507	0.7500	-0.0007	-0.1%	0.7559
High	0.7524	0.7540	0.0017	0.2%	0.7572
Low	0.7498	0.7479	-0.0020	-0.3%	0.7479
Close	0.7503	0.7498	-0.0005	-0.1%	0.7498
Range	0.0026	0.0062	0.0036	141.2%	0.0094
ATR	0.0033	0.0035	0.0002	6.4%	0.0000
Volume	164	132	-32	-19.5%	726

Daily Pivots for day following 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7656	0.7532
R3	0.7629	0.7594	0.7515
R2	0.7567	0.7567	0.7509
R1	0.7533	0.7533	0.7504	0.7519
PP	0.7506	0.7506	0.7506	0.7499
S1	0.7471	0.7471	0.7492	0.7458
S2	0.7444	0.7444	0.7487
S3	0.7383	0.7410	0.7481
S4	0.7321	0.7348	0.7464

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7797	0.7741	0.7549
R3	0.7703	0.7647	0.7524
R2	0.7610	0.7610	0.7515
R1	0.7554	0.7554	0.7507	0.7535
PP	0.7516	0.7516	0.7516	0.7507
S1	0.7460	0.7460	0.7489	0.7442
S2	0.7423	0.7423	0.7481
S3	0.7329	0.7367	0.7472
S4	0.7236	0.7273	0.7447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7604	0.7479	0.0125	1.7%	0.0044	0.6%	16%	False	True	164
10	0.7604	0.7479	0.0125	1.7%	0.0038	0.5%	16%	False	True	135
20	0.7604	0.7367	0.0237	3.2%	0.0032	0.4%	55%	False	False	124
40	0.7604	0.7249	0.0355	4.7%	0.0026	0.4%	70%	False	False	91
60	0.7604	0.7226	0.0378	5.0%	0.0025	0.3%	72%	False	False	79
80	0.7604	0.7226	0.0378	5.0%	0.0023	0.3%	72%	False	False	62
100	0.7604	0.7226	0.0378	5.0%	0.0021	0.3%	72%	False	False	50
120	0.7626	0.7226	0.0400	5.3%	0.0020	0.3%	68%	False	False	42

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 121 trading days

Fibonacci Retracements and Extensions
4.250	0.7801
2.618	0.7701
1.618	0.7640
1.000	0.7602
0.618	0.7578
HIGH	0.7540
0.618	0.7517
0.500	0.7509
0.382	0.7502
LOW	0.7479
0.618	0.7440
1.000	0.7417
1.618	0.7379
2.618	0.7317
4.250	0.7217

Fisher Pivots for day following 05-Jan-2024
Pivot	1 day	3 day
R1	0.7509	0.7509
PP	0.7506	0.7506
S1	0.7502	0.7502

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

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