CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 24-Jan-2024

Day Change Summary
	Previous	Current
	23-Jan-2024	24-Jan-2024	Change	Change %	Previous Week
Open	0.7431	0.7442	0.0012	0.2%	0.7471
High	0.7442	0.7457	0.0015	0.2%	0.7483
Low	0.7426	0.7406	-0.0020	-0.3%	0.7399
Close	0.7437	0.7412	-0.0025	-0.3%	0.7457
Range	0.0017	0.0051	0.0035	209.1%	0.0084
ATR	0.0034	0.0035	0.0001	3.6%	0.0000
Volume	179	256	77	43.0%	1,574

Daily Pivots for day following 24-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7578	0.7546	0.7440
R3	0.7527	0.7495	0.7426
R2	0.7476	0.7476	0.7421
R1	0.7444	0.7444	0.7417	0.7435
PP	0.7425	0.7425	0.7425	0.7420
S1	0.7393	0.7393	0.7407	0.7384
S2	0.7374	0.7374	0.7403
S3	0.7323	0.7342	0.7398
S4	0.7272	0.7291	0.7384

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	0.7464	0.7406	0.0058	0.8%	0.0032	0.4%	10%	False	True	272
10	0.7508	0.7399	0.0109	1.5%	0.0035	0.5%	12%	False	False	315
20	0.7604	0.7399	0.0205	2.8%	0.0036	0.5%	6%	False	False	224
40	0.7604	0.7354	0.0250	3.4%	0.0030	0.4%	23%	False	False	165
60	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	49%	False	False	128
80	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	49%	False	False	104
100	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	49%	False	False	84
120	0.7604	0.7226	0.0378	5.1%	0.0022	0.3%	49%	False	False	70

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7674
2.618	0.7591
1.618	0.7540
1.000	0.7508
0.618	0.7489
HIGH	0.7457
0.618	0.7438
0.500	0.7432
0.382	0.7425
LOW	0.7406
0.618	0.7374
1.000	0.7355
1.618	0.7323
2.618	0.7272
4.250	0.7189

Fisher Pivots for day following 24-Jan-2024
Pivot	1 day	3 day
R1	0.7432	0.7435
PP	0.7425	0.7427
S1	0.7419	0.7420

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

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