CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 17-Jan-2024

Day Change Summary
	Previous	Current
	16-Jan-2024	17-Jan-2024	Change	Change %	Previous Week
Open	0.7471	0.7427	-0.0045	-0.6%	0.7503
High	0.7483	0.7427	-0.0056	-0.7%	0.7509
Low	0.7420	0.7399	-0.0021	-0.3%	0.7454
Close	0.7425	0.7410	-0.0015	-0.2%	0.7474
Range	0.0063	0.0028	-0.0035	-56.0%	0.0055
ATR	0.0036	0.0036	-0.0001	-1.8%	0.0000
Volume	883	274	-609	-69.0%	852

Daily Pivots for day following 17-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7494	0.7480	0.7425
R3	0.7467	0.7452	0.7418
R2	0.7439	0.7439	0.7415
R1	0.7425	0.7425	0.7413	0.7418
PP	0.7412	0.7412	0.7412	0.7409
S1	0.7397	0.7397	0.7407	0.7391
S2	0.7384	0.7384	0.7405
S3	0.7357	0.7370	0.7402
S4	0.7329	0.7342	0.7395

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	0.7508	0.7399	0.0109	1.5%	0.0038	0.5%	10%	False	True	358
10	0.7540	0.7399	0.0141	1.9%	0.0037	0.5%	8%	False	True	243
20	0.7604	0.7399	0.0205	2.8%	0.0035	0.5%	5%	False	True	178
40	0.7604	0.7286	0.0318	4.3%	0.0029	0.4%	39%	False	False	134
60	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	49%	False	False	110
80	0.7604	0.7226	0.0378	5.1%	0.0026	0.3%	49%	False	False	87
100	0.7604	0.7226	0.0378	5.1%	0.0023	0.3%	49%	False	False	71
120	0.7626	0.7226	0.0400	5.4%	0.0021	0.3%	46%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7543
2.618	0.7498
1.618	0.7471
1.000	0.7454
0.618	0.7443
HIGH	0.7427
0.618	0.7416
0.500	0.7413
0.382	0.7410
LOW	0.7399
0.618	0.7382
1.000	0.7372
1.618	0.7355
2.618	0.7327
4.250	0.7282

Fisher Pivots for day following 17-Jan-2024
Pivot	1 day	3 day
R1	0.7413	0.7453
PP	0.7412	0.7439
S1	0.7411	0.7424

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

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