CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 11-Jan-2024

Day Change Summary
	Previous	Current
	10-Jan-2024	11-Jan-2024	Change	Change %	Previous Week
Open	0.7490	0.7495	0.0006	0.1%	0.7559
High	0.7495	0.7503	0.0008	0.1%	0.7572
Low	0.7481	0.7454	-0.0027	-0.4%	0.7479
Close	0.7490	0.7479	-0.0011	-0.1%	0.7498
Range	0.0015	0.0049	0.0034	234.5%	0.0094
ATR	0.0033	0.0034	0.0001	3.3%	0.0000
Volume	35	159	124	354.3%	726

Daily Pivots for day following 11-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7624	0.7600	0.7506
R3	0.7576	0.7552	0.7492
R2	0.7527	0.7527	0.7488
R1	0.7503	0.7503	0.7483	0.7491
PP	0.7479	0.7479	0.7479	0.7472
S1	0.7455	0.7455	0.7475	0.7442
S2	0.7430	0.7430	0.7470
S3	0.7382	0.7406	0.7466
S4	0.7333	0.7358	0.7452

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	0.7540	0.7454	0.0086	1.1%	0.0039	0.5%	29%	False	True	108
10	0.7604	0.7454	0.0150	2.0%	0.0038	0.5%	17%	False	True	130
20	0.7604	0.7379	0.0225	3.0%	0.0036	0.5%	45%	False	False	131
40	0.7604	0.7286	0.0318	4.2%	0.0028	0.4%	61%	False	False	99
60	0.7604	0.7226	0.0378	5.0%	0.0026	0.4%	67%	False	False	85
80	0.7604	0.7226	0.0378	5.0%	0.0024	0.3%	67%	False	False	67
100	0.7604	0.7226	0.0378	5.0%	0.0022	0.3%	67%	False	False	55
120	0.7626	0.7226	0.0400	5.3%	0.0020	0.3%	63%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7709
2.618	0.7629
1.618	0.7581
1.000	0.7551
0.618	0.7532
HIGH	0.7503
0.618	0.7484
0.500	0.7478
0.382	0.7473
LOW	0.7454
0.618	0.7424
1.000	0.7406
1.618	0.7376
2.618	0.7327
4.250	0.7248

Fisher Pivots for day following 11-Jan-2024
Pivot	1 day	3 day
R1	0.7479	0.7482
PP	0.7479	0.7481
S1	0.7478	0.7480

Download as Excel Spreadsheet

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

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