CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 19-Jan-2024

Day Change Summary
	Previous	Current
	18-Jan-2024	19-Jan-2024	Change	Change %	Previous Week
Open	0.7422	0.7426	0.0004	0.1%	0.7471
High	0.7429	0.7460	0.0032	0.4%	0.7483
Low	0.7409	0.7419	0.0010	0.1%	0.7399
Close	0.7418	0.7457	0.0039	0.5%	0.7457
Range	0.0020	0.0041	0.0022	110.3%	0.0084
ATR	0.0035	0.0035	0.0001	1.5%	0.0000
Volume	294	123	-171	-58.2%	1,574

Daily Pivots for day following 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7568	0.7553	0.7479
R3	0.7527	0.7512	0.7468
R2	0.7486	0.7486	0.7464
R1	0.7471	0.7471	0.7460	0.7479
PP	0.7445	0.7445	0.7445	0.7449
S1	0.7430	0.7430	0.7453	0.7438
S2	0.7404	0.7404	0.7449
S3	0.7363	0.7389	0.7445
S4	0.7322	0.7348	0.7434

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7660	0.7502
R3	0.7613	0.7577	0.7479
R2	0.7530	0.7530	0.7472
R1	0.7493	0.7493	0.7464	0.7470
PP	0.7446	0.7446	0.7446	0.7434
S1	0.7410	0.7410	0.7449	0.7386
S2	0.7363	0.7363	0.7441
S3	0.7279	0.7326	0.7434
S4	0.7196	0.7243	0.7411

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%	53%	False	False	403
10	0.7540	0.7399	0.0141	1.9%	0.0038	0.5%	41%	False	False	255
20	0.7604	0.7399	0.0205	2.7%	0.0036	0.5%	28%	False	False	195
40	0.7604	0.7298	0.0306	4.1%	0.0030	0.4%	52%	False	False	144
60	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	61%	False	False	117
80	0.7604	0.7226	0.0378	5.1%	0.0026	0.4%	61%	False	False	92
100	0.7604	0.7226	0.0378	5.1%	0.0023	0.3%	61%	False	False	75
120	0.7626	0.7226	0.0400	5.4%	0.0022	0.3%	58%	False	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7567
1.618	0.7526
1.000	0.7501
0.618	0.7485
HIGH	0.7460
0.618	0.7444
0.500	0.7440
0.382	0.7435
LOW	0.7419
0.618	0.7394
1.000	0.7378
1.618	0.7353
2.618	0.7312
4.250	0.7245

Fisher Pivots for day following 19-Jan-2024
Pivot	1 day	3 day
R1	0.7451	0.7448
PP	0.7445	0.7439
S1	0.7440	0.7430

Download as Excel Spreadsheet

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

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