CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	0.7435	0.7399	-0.0036	-0.5%	0.7463
High	0.7451	0.7430	-0.0021	-0.3%	0.7479
Low	0.7397	0.7393	-0.0004	-0.1%	0.7391
Close	0.7405	0.7424	0.0019	0.3%	0.7449
Range	0.0054	0.0037	-0.0017	-31.5%	0.0088
ATR	0.0040	0.0040	0.0000	-0.5%	0.0000
Volume	85,623	79,205	-6,418	-7.5%	334,526

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7527	0.7512	0.7444
R3	0.7490	0.7475	0.7434
R2	0.7453	0.7453	0.7430
R1	0.7438	0.7438	0.7427	0.7445
PP	0.7416	0.7416	0.7416	0.7419
S1	0.7401	0.7401	0.7420	0.7408
S2	0.7379	0.7379	0.7417
S3	0.7342	0.7364	0.7413
S4	0.7305	0.7327	0.7403

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	0.7460	0.7393	0.0067	0.9%	0.0038	0.5%	46%	False	True	72,362
10	0.7501	0.7391	0.0110	1.5%	0.0041	0.6%	30%	False	False	78,992
20	0.7599	0.7391	0.0208	2.8%	0.0039	0.5%	16%	False	False	75,818
40	0.7599	0.7352	0.0248	3.3%	0.0039	0.5%	29%	False	False	59,324
60	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	55%	False	False	39,673
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	55%	False	False	29,832
100	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	55%	False	False	23,900
120	0.7599	0.7212	0.0388	5.2%	0.0032	0.4%	55%	False	False	19,921

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	0.7587
2.618	0.7527
1.618	0.7490
1.000	0.7467
0.618	0.7453
HIGH	0.7430
0.618	0.7416
0.500	0.7412
0.382	0.7407
LOW	0.7393
0.618	0.7370
1.000	0.7356
1.618	0.7333
2.618	0.7296
4.250	0.7236

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	0.7420	0.7423
PP	0.7416	0.7423
S1	0.7412	0.7422

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

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