CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 02-Jan-2024

Day Change Summary
	Previous	Current
	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	0.7568	0.7558	-0.0011	-0.1%	0.7550
High	0.7597	0.7568	-0.0029	-0.4%	0.7599
Low	0.7547	0.7508	-0.0040	-0.5%	0.7547
Close	0.7563	0.7511	-0.0052	-0.7%	0.7563
Range	0.0050	0.0061	0.0011	21.0%	0.0052
ATR	0.0039	0.0040	0.0002	4.0%	0.0000
Volume	86,720	79,830	-6,890	-7.9%	304,132

Daily Pivots for day following 02-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7710	0.7671	0.7544
R3	0.7650	0.7611	0.7528
R2	0.7589	0.7589	0.7522
R1	0.7550	0.7550	0.7517	0.7540
PP	0.7529	0.7529	0.7529	0.7524
S1	0.7490	0.7490	0.7505	0.7479
S2	0.7468	0.7468	0.7500
S3	0.7408	0.7429	0.7494
S4	0.7347	0.7369	0.7478

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7696	0.7591
R3	0.7674	0.7644	0.7577
R2	0.7622	0.7622	0.7572
R1	0.7592	0.7592	0.7567	0.7607
PP	0.7570	0.7570	0.7570	0.7577
S1	0.7540	0.7540	0.7558	0.7555
S2	0.7518	0.7518	0.7553
S3	0.7466	0.7488	0.7548
S4	0.7414	0.7436	0.7534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7599	0.7508	0.0092	1.2%	0.0041	0.5%	4%	False	True	76,792
10	0.7599	0.7468	0.0131	1.7%	0.0040	0.5%	33%	False	False	78,892
20	0.7599	0.7354	0.0246	3.3%	0.0039	0.5%	64%	False	False	59,274
40	0.7599	0.7233	0.0366	4.9%	0.0039	0.5%	76%	False	False	29,935
60	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	77%	False	False	20,064
80	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	77%	False	False	15,107
100	0.7599	0.7212	0.0388	5.2%	0.0032	0.4%	77%	False	False	12,092
120	0.7656	0.7212	0.0444	5.9%	0.0029	0.4%	67%	False	False	10,078

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7825
2.618	0.7726
1.618	0.7666
1.000	0.7629
0.618	0.7605
HIGH	0.7568
0.618	0.7545
0.500	0.7538
0.382	0.7531
LOW	0.7508
0.618	0.7470
1.000	0.7447
1.618	0.7410
2.618	0.7349
4.250	0.7250

Fisher Pivots for day following 02-Jan-2024
Pivot	1 day	3 day
R1	0.7538	0.7552
PP	0.7529	0.7539
S1	0.7520	0.7525

Download as Excel Spreadsheet

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

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