CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	0.7417	0.7410	-0.0007	-0.1%	0.7490
High	0.7425	0.7424	-0.0001	0.0%	0.7503
Low	0.7391	0.7395	0.0004	0.1%	0.7446
Close	0.7403	0.7411	0.0008	0.1%	0.7467
Range	0.0034	0.0029	-0.0005	-13.4%	0.0058
ATR	0.0041	0.0040	-0.0001	-2.1%	0.0000
Volume	77,394	76,064	-1,330	-1.7%	327,044

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7497	0.7483	0.7427
R3	0.7468	0.7454	0.7419
R2	0.7439	0.7439	0.7416
R1	0.7425	0.7425	0.7414	0.7432
PP	0.7410	0.7410	0.7410	0.7414
S1	0.7396	0.7396	0.7408	0.7403
S2	0.7381	0.7381	0.7406
S3	0.7352	0.7367	0.7403
S4	0.7323	0.7338	0.7395

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	0.7501	0.7391	0.0110	1.5%	0.0044	0.6%	18%	False	False	85,622
10	0.7534	0.7391	0.0143	1.9%	0.0040	0.5%	14%	False	False	75,649
20	0.7599	0.7391	0.0208	2.8%	0.0040	0.5%	10%	False	False	76,779
40	0.7599	0.7279	0.0321	4.3%	0.0039	0.5%	41%	False	False	50,326
60	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	51%	False	False	33,673
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	51%	False	False	25,322
100	0.7599	0.7212	0.0388	5.2%	0.0035	0.5%	51%	False	False	20,286
120	0.7626	0.7212	0.0414	5.6%	0.0031	0.4%	48%	False	False	16,907

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7547
2.618	0.7500
1.618	0.7471
1.000	0.7453
0.618	0.7442
HIGH	0.7424
0.618	0.7413
0.500	0.7410
0.382	0.7406
LOW	0.7395
0.618	0.7377
1.000	0.7366
1.618	0.7348
2.618	0.7319
4.250	0.7272

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	0.7411	0.7435
PP	0.7410	0.7427
S1	0.7410	0.7419

Download as Excel Spreadsheet

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

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