CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 10-Jan-2024

Day Change Summary
	Previous	Current
	09-Jan-2024	10-Jan-2024	Change	Change %	Previous Week
Open	0.7499	0.7475	-0.0025	-0.3%	0.7558
High	0.7503	0.7489	-0.0014	-0.2%	0.7568
Low	0.7462	0.7473	0.0012	0.2%	0.7470
Close	0.7473	0.7482	0.0010	0.1%	0.7491
Range	0.0042	0.0016	-0.0026	-61.4%	0.0098
ATR	0.0040	0.0038	-0.0002	-4.2%	0.0000
Volume	58,720	49,665	-9,055	-15.4%	300,001

Daily Pivots for day following 10-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7529	0.7522	0.7491
R3	0.7513	0.7506	0.7486
R2	0.7497	0.7497	0.7485
R1	0.7490	0.7490	0.7483	0.7494
PP	0.7481	0.7481	0.7481	0.7483
S1	0.7474	0.7474	0.7481	0.7478
S2	0.7465	0.7465	0.7479
S3	0.7449	0.7458	0.7478
S4	0.7433	0.7442	0.7473

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7804	0.7745	0.7545
R3	0.7706	0.7647	0.7518
R2	0.7608	0.7608	0.7509
R1	0.7549	0.7549	0.7500	0.7530
PP	0.7510	0.7510	0.7510	0.7500
S1	0.7451	0.7451	0.7482	0.7432
S2	0.7412	0.7412	0.7473
S3	0.7314	0.7353	0.7464
S4	0.7216	0.7255	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7534	0.7462	0.0072	1.0%	0.0036	0.5%	28%	False	False	65,676
10	0.7599	0.7462	0.0138	1.8%	0.0038	0.5%	15%	False	False	72,644
20	0.7599	0.7354	0.0246	3.3%	0.0041	0.5%	52%	False	False	77,042
40	0.7599	0.7244	0.0355	4.7%	0.0039	0.5%	67%	False	False	39,670
60	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	70%	False	False	26,568
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	70%	False	False	19,985
100	0.7599	0.7212	0.0388	5.2%	0.0034	0.5%	70%	False	False	16,006
120	0.7626	0.7212	0.0414	5.5%	0.0030	0.4%	65%	False	False	13,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	0.7557
2.618	0.7531
1.618	0.7515
1.000	0.7505
0.618	0.7499
HIGH	0.7489
0.618	0.7483
0.500	0.7481
0.382	0.7479
LOW	0.7473
0.618	0.7463
1.000	0.7457
1.618	0.7447
2.618	0.7431
4.250	0.7405

Fisher Pivots for day following 10-Jan-2024
Pivot	1 day	3 day
R1	0.7482	0.7482
PP	0.7481	0.7482
S1	0.7481	0.7482

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

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