CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 04-Jan-2024

Day Change Summary
	Previous	Current
	03-Jan-2024	04-Jan-2024	Change	Change %	Previous Week
Open	0.7514	0.7497	-0.0017	-0.2%	0.7550
High	0.7517	0.7517	0.0001	0.0%	0.7599
Low	0.7487	0.7490	0.0003	0.0%	0.7547
Close	0.7496	0.7495	-0.0001	0.0%	0.7563
Range	0.0030	0.0028	-0.0003	-8.3%	0.0052
ATR	0.0040	0.0039	-0.0001	-2.2%	0.0000
Volume	63,044	61,610	-1,434	-2.3%	304,132

Daily Pivots for day following 04-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7567	0.7510
R3	0.7556	0.7539	0.7503
R2	0.7528	0.7528	0.7500
R1	0.7512	0.7512	0.7498	0.7506
PP	0.7501	0.7501	0.7501	0.7498
S1	0.7484	0.7484	0.7492	0.7479
S2	0.7473	0.7473	0.7490
S3	0.7446	0.7457	0.7487
S4	0.7418	0.7429	0.7480

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	0.7597	0.7487	0.0111	1.5%	0.0040	0.5%	8%	False	False	73,961
10	0.7599	0.7487	0.0113	1.5%	0.0039	0.5%	8%	False	False	76,092
20	0.7599	0.7354	0.0246	3.3%	0.0038	0.5%	58%	False	False	65,256
40	0.7599	0.7233	0.0366	4.9%	0.0038	0.5%	72%	False	False	33,026
60	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	73%	False	False	22,135
80	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	73%	False	False	16,664
100	0.7599	0.7212	0.0388	5.2%	0.0032	0.4%	73%	False	False	13,338
120	0.7626	0.7212	0.0414	5.5%	0.0029	0.4%	68%	False	False	11,117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7589
1.618	0.7561
1.000	0.7545
0.618	0.7534
HIGH	0.7517
0.618	0.7506
0.500	0.7503
0.382	0.7500
LOW	0.7490
0.618	0.7473
1.000	0.7462
1.618	0.7445
2.618	0.7418
4.250	0.7373

Fisher Pivots for day following 04-Jan-2024
Pivot	1 day	3 day
R1	0.7503	0.7527
PP	0.7501	0.7517
S1	0.7498	0.7506

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

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