CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	0.7460	0.7468	0.0008	0.1%	0.7451
High	0.7470	0.7491	0.0021	0.3%	0.7460
Low	0.7442	0.7442	0.0000	0.0%	0.7393
Close	0.7468	0.7467	-0.0002	0.0%	0.7441
Range	0.0029	0.0049	0.0021	71.9%	0.0067
ATR	0.0038	0.0039	0.0001	2.0%	0.0000
Volume	61,081	106,219	45,138	73.9%	363,244

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7589	0.7493
R3	0.7564	0.7540	0.7480
R2	0.7515	0.7515	0.7475
R1	0.7491	0.7491	0.7471	0.7479
PP	0.7466	0.7466	0.7466	0.7460
S1	0.7442	0.7442	0.7462	0.7430
S2	0.7417	0.7417	0.7458
S3	0.7368	0.7393	0.7453
S4	0.7319	0.7344	0.7440

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	0.7491	0.7393	0.0098	1.3%	0.0037	0.5%	75%	True	False	73,208
10	0.7491	0.7393	0.0098	1.3%	0.0037	0.5%	75%	True	False	72,471
20	0.7534	0.7391	0.0143	1.9%	0.0039	0.5%	53%	False	False	73,409
40	0.7599	0.7354	0.0246	3.3%	0.0039	0.5%	46%	False	False	66,342
60	0.7599	0.7233	0.0366	4.9%	0.0039	0.5%	64%	False	False	44,426
80	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	66%	False	False	33,400
100	0.7599	0.7212	0.0388	5.2%	0.0037	0.5%	66%	False	False	26,767
120	0.7599	0.7212	0.0388	5.2%	0.0033	0.4%	66%	False	False	22,312

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7699
2.618	0.7619
1.618	0.7570
1.000	0.7540
0.618	0.7521
HIGH	0.7491
0.618	0.7472
0.500	0.7466
0.382	0.7460
LOW	0.7442
0.618	0.7411
1.000	0.7393
1.618	0.7362
2.618	0.7313
4.250	0.7233

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	0.7466	0.7465
PP	0.7466	0.7463
S1	0.7466	0.7461

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

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