CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	0.7481	0.7471	-0.0010	-0.1%	0.7490
High	0.7500	0.7501	0.0001	0.0%	0.7503
Low	0.7446	0.7463	0.0018	0.2%	0.7446
Close	0.7472	0.7467	-0.0005	-0.1%	0.7467
Range	0.0055	0.0038	-0.0017	-30.3%	0.0058
ATR	0.0040	0.0039	0.0000	-0.3%	0.0000
Volume	88,264	67,526	-20,738	-23.5%	327,044

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7567	0.7487
R3	0.7553	0.7529	0.7477
R2	0.7515	0.7515	0.7473
R1	0.7491	0.7491	0.7470	0.7484
PP	0.7477	0.7477	0.7477	0.7473
S1	0.7453	0.7453	0.7463	0.7446
S2	0.7439	0.7439	0.7460
S3	0.7401	0.7415	0.7456
S4	0.7363	0.7377	0.7446

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7613	0.7498
R3	0.7587	0.7555	0.7482
R2	0.7529	0.7529	0.7477
R1	0.7498	0.7498	0.7472	0.7485
PP	0.7472	0.7472	0.7472	0.7465
S1	0.7440	0.7440	0.7461	0.7427
S2	0.7414	0.7414	0.7456
S3	0.7357	0.7383	0.7451
S4	0.7299	0.7325	0.7435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7503	0.7446	0.0058	0.8%	0.0037	0.5%	37%	False	False	65,408
10	0.7597	0.7446	0.0152	2.0%	0.0042	0.6%	14%	False	False	71,376
20	0.7599	0.7410	0.0189	2.5%	0.0041	0.5%	30%	False	False	77,701
40	0.7599	0.7274	0.0325	4.4%	0.0038	0.5%	59%	False	False	43,546
60	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	66%	False	False	29,149
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	66%	False	False	21,931
100	0.7599	0.7212	0.0388	5.2%	0.0034	0.5%	66%	False	False	17,563
120	0.7626	0.7212	0.0414	5.5%	0.0030	0.4%	62%	False	False	14,637

Crabel Price Patterns
NR	True
NR4	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7663
2.618	0.7600
1.618	0.7562
1.000	0.7539
0.618	0.7524
HIGH	0.7501
0.618	0.7486
0.500	0.7482
0.382	0.7478
LOW	0.7463
0.618	0.7440
1.000	0.7425
1.618	0.7402
2.618	0.7364
4.250	0.7302

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	0.7482	0.7473
PP	0.7477	0.7471
S1	0.7472	0.7469

Download as Excel Spreadsheet

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

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