CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	0.7468	0.7472	0.0005	0.1%	0.7457
High	0.7476	0.7491	0.0015	0.2%	0.7467
Low	0.7449	0.7450	0.0001	0.0%	0.7406
Close	0.7475	0.7473	-0.0003	0.0%	0.7448
Range	0.0027	0.0041	0.0014	50.0%	0.0061
ATR	0.0034	0.0034	0.0000	1.4%	0.0000
Volume	466	407	-59	-12.7%	1,573

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7593	0.7573	0.7495
R3	0.7552	0.7533	0.7484
R2	0.7512	0.7512	0.7480
R1	0.7492	0.7492	0.7476	0.7502
PP	0.7471	0.7471	0.7471	0.7476
S1	0.7452	0.7452	0.7469	0.7461
S2	0.7431	0.7431	0.7465
S3	0.7390	0.7411	0.7461
S4	0.7350	0.7371	0.7450

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	0.7491	0.7407	0.0084	1.1%	0.0032	0.4%	78%	True	False	352
10	0.7491	0.7406	0.0085	1.1%	0.0032	0.4%	79%	True	False	312
20	0.7540	0.7399	0.0141	1.9%	0.0035	0.5%	52%	False	False	277
40	0.7604	0.7367	0.0237	3.2%	0.0032	0.4%	45%	False	False	200
60	0.7604	0.7249	0.0355	4.8%	0.0029	0.4%	63%	False	False	147
80	0.7604	0.7226	0.0378	5.1%	0.0027	0.4%	65%	False	False	125
100	0.7604	0.7226	0.0378	5.1%	0.0025	0.3%	65%	False	False	101
120	0.7604	0.7226	0.0378	5.1%	0.0023	0.3%	65%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7663
2.618	0.7597
1.618	0.7556
1.000	0.7531
0.618	0.7516
HIGH	0.7491
0.618	0.7475
0.500	0.7470
0.382	0.7465
LOW	0.7450
0.618	0.7425
1.000	0.7410
1.618	0.7384
2.618	0.7344
4.250	0.7278

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	0.7472	0.7470
PP	0.7471	0.7468
S1	0.7470	0.7466

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

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