CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 29-Jan-2024

Day Change Summary
	Previous	Current
	26-Jan-2024	29-Jan-2024	Change	Change %	Previous Week
Open	0.7430	0.7447	0.0017	0.2%	0.7457
High	0.7467	0.7469	0.0002	0.0%	0.7467
Low	0.7429	0.7442	0.0013	0.2%	0.7406
Close	0.7448	0.7457	0.0010	0.1%	0.7448
Range	0.0038	0.0027	-0.0011	-28.0%	0.0061
ATR	0.0035	0.0034	-0.0001	-1.6%	0.0000
Volume	344	261	-83	-24.1%	1,573

Daily Pivots for day following 29-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7537	0.7524	0.7472
R3	0.7510	0.7497	0.7464
R2	0.7483	0.7483	0.7462
R1	0.7470	0.7470	0.7459	0.7476
PP	0.7456	0.7456	0.7456	0.7459
S1	0.7443	0.7443	0.7455	0.7449
S2	0.7429	0.7429	0.7452
S3	0.7402	0.7416	0.7450
S4	0.7375	0.7389	0.7442

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7622	0.7595	0.7481
R3	0.7561	0.7535	0.7464
R2	0.7501	0.7501	0.7459
R1	0.7474	0.7474	0.7453	0.7457
PP	0.7440	0.7440	0.7440	0.7432
S1	0.7414	0.7414	0.7442	0.7397
S2	0.7380	0.7380	0.7436
S3	0.7319	0.7353	0.7431
S4	0.7259	0.7293	0.7414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7469	0.7406	0.0063	0.8%	0.0032	0.4%	82%	True	False	264
10	0.7483	0.7399	0.0084	1.1%	0.0035	0.5%	69%	False	False	340
20	0.7604	0.7399	0.0205	2.7%	0.0037	0.5%	28%	False	False	254
40	0.7604	0.7367	0.0237	3.2%	0.0031	0.4%	38%	False	False	185
60	0.7604	0.7226	0.0378	5.1%	0.0028	0.4%	61%	False	False	136
80	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	61%	False	False	114
100	0.7604	0.7226	0.0378	5.1%	0.0024	0.3%	61%	False	False	93
120	0.7604	0.7226	0.0378	5.1%	0.0023	0.3%	61%	False	False	78

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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7583
2.618	0.7539
1.618	0.7512
1.000	0.7496
0.618	0.7485
HIGH	0.7469
0.618	0.7458
0.500	0.7455
0.382	0.7452
LOW	0.7442
0.618	0.7425
1.000	0.7415
1.618	0.7398
2.618	0.7371
4.250	0.7327

Fisher Pivots for day following 29-Jan-2024
Pivot	1 day	3 day
R1	0.7456	0.7451
PP	0.7456	0.7444
S1	0.7455	0.7438

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

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