CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 19-Jan-2024

Day Change Summary
	Previous	Current
	18-Jan-2024	19-Jan-2024	Change	Change %	Previous Week
Open	0.7410	0.7421	0.0011	0.1%	0.7463
High	0.7424	0.7453	0.0029	0.4%	0.7479
Low	0.7395	0.7412	0.0017	0.2%	0.7391
Close	0.7411	0.7449	0.0038	0.5%	0.7449
Range	0.0029	0.0041	0.0012	41.4%	0.0088
ATR	0.0040	0.0040	0.0000	0.4%	0.0000
Volume	76,064	62,204	-13,860	-18.2%	334,526

Daily Pivots for day following 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7546	0.7472
R3	0.7520	0.7505	0.7460
R2	0.7479	0.7479	0.7457
R1	0.7464	0.7464	0.7453	0.7472
PP	0.7438	0.7438	0.7438	0.7442
S1	0.7423	0.7423	0.7445	0.7431
S2	0.7397	0.7397	0.7441
S3	0.7356	0.7382	0.7438
S4	0.7315	0.7341	0.7426

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7664	0.7497
R3	0.7616	0.7576	0.7473
R2	0.7528	0.7528	0.7465
R1	0.7488	0.7488	0.7457	0.7464
PP	0.7440	0.7440	0.7440	0.7428
S1	0.7400	0.7400	0.7441	0.7376
S2	0.7352	0.7352	0.7433
S3	0.7264	0.7312	0.7425
S4	0.7176	0.7224	0.7401

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%	0.0042	0.6%	53%	False	False	80,410
10	0.7534	0.7391	0.0143	1.9%	0.0042	0.6%	41%	False	False	75,708
20	0.7599	0.7391	0.0208	2.8%	0.0040	0.5%	28%	False	False	75,900
40	0.7599	0.7279	0.0321	4.3%	0.0039	0.5%	53%	False	False	51,876
60	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	61%	False	False	34,706
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	61%	False	False	26,096
100	0.7599	0.7212	0.0388	5.2%	0.0035	0.5%	61%	False	False	20,908
120	0.7626	0.7212	0.0414	5.6%	0.0031	0.4%	57%	False	False	17,425

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7627
2.618	0.7560
1.618	0.7519
1.000	0.7494
0.618	0.7478
HIGH	0.7453
0.618	0.7437
0.500	0.7433
0.382	0.7428
LOW	0.7412
0.618	0.7387
1.000	0.7371
1.618	0.7346
2.618	0.7305
4.250	0.7238

Fisher Pivots for day following 19-Jan-2024
Pivot	1 day	3 day
R1	0.7444	0.7440
PP	0.7438	0.7431
S1	0.7433	0.7422

Download as Excel Spreadsheet

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

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