CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 29-Jan-2024

Day Change Summary
	Previous	Current
	26-Jan-2024	29-Jan-2024	Change	Change %	Previous Week
Open	0.7427	0.7439	0.0013	0.2%	0.7451
High	0.7460	0.7462	0.0003	0.0%	0.7460
Low	0.7422	0.7431	0.0010	0.1%	0.7393
Close	0.7441	0.7450	0.0010	0.1%	0.7441
Range	0.0038	0.0031	-0.0007	-18.4%	0.0067
ATR	0.0039	0.0039	-0.0001	-1.5%	0.0000
Volume	63,638	55,901	-7,737	-12.2%	363,244

Daily Pivots for day following 29-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7526	0.7467
R3	0.7510	0.7495	0.7459
R2	0.7479	0.7479	0.7456
R1	0.7464	0.7464	0.7453	0.7472
PP	0.7448	0.7448	0.7448	0.7451
S1	0.7433	0.7433	0.7447	0.7441
S2	0.7417	0.7417	0.7444
S3	0.7386	0.7402	0.7441
S4	0.7355	0.7371	0.7433

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7603	0.7477
R3	0.7565	0.7536	0.7459
R2	0.7498	0.7498	0.7453
R1	0.7469	0.7469	0.7447	0.7450
PP	0.7431	0.7431	0.7431	0.7422
S1	0.7402	0.7402	0.7434	0.7383
S2	0.7364	0.7364	0.7428
S3	0.7297	0.7335	0.7422
S4	0.7230	0.7268	0.7404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7462	0.7393	0.0069	0.9%	0.0036	0.5%	83%	True	False	69,987
10	0.7479	0.7391	0.0088	1.2%	0.0039	0.5%	67%	False	False	75,367
20	0.7597	0.7391	0.0206	2.8%	0.0040	0.5%	29%	False	False	73,371
40	0.7599	0.7352	0.0248	3.3%	0.0039	0.5%	40%	False	False	62,253
60	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	62%	False	False	41,658
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	62%	False	False	31,320
100	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	62%	False	False	25,095
120	0.7599	0.7212	0.0388	5.2%	0.0033	0.4%	62%	False	False	20,917

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7594
2.618	0.7543
1.618	0.7512
1.000	0.7493
0.618	0.7481
HIGH	0.7462
0.618	0.7450
0.500	0.7447
0.382	0.7443
LOW	0.7431
0.618	0.7412
1.000	0.7400
1.618	0.7381
2.618	0.7350
4.250	0.7299

Fisher Pivots for day following 29-Jan-2024
Pivot	1 day	3 day
R1	0.7449	0.7443
PP	0.7448	0.7435
S1	0.7447	0.7428

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

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