CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	0.7495	0.7487	-0.0009	-0.1%	0.7503
High	0.7503	0.7508	0.0005	0.1%	0.7509
Low	0.7454	0.7471	0.0017	0.2%	0.7454
Close	0.7479	0.7474	-0.0006	-0.1%	0.7474
Range	0.0049	0.0037	-0.0012	-23.7%	0.0055
ATR	0.0034	0.0034	0.0000	0.6%	0.0000
Volume	159	443	284	178.6%	852

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7595	0.7571	0.7494
R3	0.7558	0.7534	0.7484
R2	0.7521	0.7521	0.7480
R1	0.7497	0.7497	0.7477	0.7491
PP	0.7484	0.7484	0.7484	0.7481
S1	0.7460	0.7460	0.7470	0.7454
S2	0.7447	0.7447	0.7467
S3	0.7410	0.7423	0.7463
S4	0.7373	0.7386	0.7453

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7614	0.7504
R3	0.7589	0.7559	0.7489
R2	0.7534	0.7534	0.7484
R1	0.7504	0.7504	0.7479	0.7491
PP	0.7479	0.7479	0.7479	0.7473
S1	0.7449	0.7449	0.7468	0.7436
S2	0.7424	0.7424	0.7463
S3	0.7369	0.7394	0.7458
S4	0.7314	0.7339	0.7443

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7509	0.7454	0.0055	0.7%	0.0034	0.5%	35%	False	False	170
10	0.7604	0.7454	0.0150	2.0%	0.0039	0.5%	13%	False	False	167
20	0.7604	0.7430	0.0174	2.3%	0.0035	0.5%	25%	False	False	148
40	0.7604	0.7286	0.0318	4.2%	0.0028	0.4%	59%	False	False	108
60	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	66%	False	False	92
80	0.7604	0.7226	0.0378	5.1%	0.0025	0.3%	66%	False	False	73
100	0.7604	0.7226	0.0378	5.1%	0.0022	0.3%	66%	False	False	59
120	0.7626	0.7226	0.0400	5.4%	0.0021	0.3%	62%	False	False	49

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7665
2.618	0.7604
1.618	0.7567
1.000	0.7545
0.618	0.7530
HIGH	0.7508
0.618	0.7493
0.500	0.7489
0.382	0.7485
LOW	0.7471
0.618	0.7448
1.000	0.7434
1.618	0.7411
2.618	0.7374
4.250	0.7313

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	0.7489	0.7481
PP	0.7484	0.7478
S1	0.7479	0.7476

Download as Excel Spreadsheet

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

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