CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 08-Jan-2024

Day Change Summary
	Previous	Current
	05-Jan-2024	08-Jan-2024	Change	Change %	Previous Week
Open	0.7500	0.7503	0.0003	0.0%	0.7559
High	0.7540	0.7508	-0.0032	-0.4%	0.7572
Low	0.7479	0.7479	0.0000	0.0%	0.7479
Close	0.7498	0.7505	0.0007	0.1%	0.7498
Range	0.0062	0.0030	-0.0032	-52.0%	0.0094
ATR	0.0035	0.0034	0.0000	-1.1%	0.0000
Volume	132	70	-62	-47.0%	726

Daily Pivots for day following 08-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7586	0.7575	0.7521
R3	0.7556	0.7545	0.7513
R2	0.7527	0.7527	0.7510
R1	0.7516	0.7516	0.7508	0.7521
PP	0.7497	0.7497	0.7497	0.7500
S1	0.7486	0.7486	0.7502	0.7492
S2	0.7468	0.7468	0.7500
S3	0.7438	0.7457	0.7497
S4	0.7409	0.7427	0.7489

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	0.7572	0.7479	0.0094	1.2%	0.0040	0.5%	28%	False	True	159
10	0.7604	0.7479	0.0125	1.7%	0.0037	0.5%	21%	False	True	135
20	0.7604	0.7367	0.0237	3.2%	0.0033	0.4%	58%	False	False	125
40	0.7604	0.7249	0.0355	4.7%	0.0027	0.4%	72%	False	False	92
60	0.7604	0.7226	0.0378	5.0%	0.0026	0.3%	74%	False	False	79
80	0.7604	0.7226	0.0378	5.0%	0.0023	0.3%	74%	False	False	63
100	0.7604	0.7226	0.0378	5.0%	0.0022	0.3%	74%	False	False	51
120	0.7626	0.7226	0.0400	5.3%	0.0020	0.3%	70%	False	False	43

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7633
2.618	0.7585
1.618	0.7556
1.000	0.7538
0.618	0.7526
HIGH	0.7508
0.618	0.7497
0.500	0.7493
0.382	0.7490
LOW	0.7479
0.618	0.7460
1.000	0.7449
1.618	0.7431
2.618	0.7401
4.250	0.7353

Fisher Pivots for day following 08-Jan-2024
Pivot	1 day	3 day
R1	0.7501	0.7509
PP	0.7497	0.7508
S1	0.7493	0.7506

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

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