CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	0.7442	0.7411	-0.0032	-0.4%	0.7471
High	0.7457	0.7436	-0.0021	-0.3%	0.7483
Low	0.7406	0.7407	0.0001	0.0%	0.7399
Close	0.7412	0.7431	0.0019	0.2%	0.7457
Range	0.0051	0.0029	-0.0022	-43.1%	0.0084
ATR	0.0035	0.0035	0.0000	-1.2%	0.0000
Volume	256	282	26	10.2%	1,574

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7500	0.7446
R3	0.7483	0.7471	0.7438
R2	0.7454	0.7454	0.7436
R1	0.7442	0.7442	0.7433	0.7448
PP	0.7425	0.7425	0.7425	0.7427
S1	0.7413	0.7413	0.7428	0.7419
S2	0.7396	0.7396	0.7425
S3	0.7367	0.7384	0.7423
S4	0.7338	0.7355	0.7415

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%	0.0034	0.5%	42%	False	False	270
10	0.7508	0.7399	0.0109	1.5%	0.0037	0.5%	29%	False	False	340
20	0.7604	0.7399	0.0205	2.8%	0.0036	0.5%	15%	False	False	233
40	0.7604	0.7367	0.0237	3.2%	0.0031	0.4%	27%	False	False	171
60	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	54%	False	False	128
80	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	54%	False	False	108
100	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	54%	False	False	87
120	0.7604	0.7226	0.0378	5.1%	0.0022	0.3%	54%	False	False	73

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7559
2.618	0.7512
1.618	0.7483
1.000	0.7465
0.618	0.7454
HIGH	0.7436
0.618	0.7425
0.500	0.7422
0.382	0.7418
LOW	0.7407
0.618	0.7389
1.000	0.7378
1.618	0.7360
2.618	0.7331
4.250	0.7284

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	0.7428	0.7432
PP	0.7425	0.7431
S1	0.7422	0.7431

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

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