CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	0.7579	0.7584	0.0005	0.1%	0.7512
High	0.7606	0.7598	-0.0008	-0.1%	0.7606
Low	0.7573	0.7559	-0.0014	-0.2%	0.7494
Close	0.7606	0.7577	-0.0029	-0.4%	0.7606
Range	0.0034	0.0039	0.0006	16.4%	0.0112
ATR	0.0032	0.0033	0.0001	3.5%	0.0000
Volume	271	69	-202	-74.5%	1,423

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7675	0.7598
R3	0.7656	0.7636	0.7588
R2	0.7617	0.7617	0.7584
R1	0.7597	0.7597	0.7581	0.7588
PP	0.7578	0.7578	0.7578	0.7573
S1	0.7558	0.7558	0.7573	0.7549
S2	0.7539	0.7539	0.7570
S3	0.7500	0.7519	0.7566
S4	0.7461	0.7480	0.7556

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7867	0.7668
R3	0.7793	0.7755	0.7637
R2	0.7681	0.7681	0.7627
R1	0.7643	0.7643	0.7616	0.7662
PP	0.7569	0.7569	0.7569	0.7578
S1	0.7531	0.7531	0.7596	0.7550
S2	0.7457	0.7457	0.7585
S3	0.7345	0.7419	0.7575
S4	0.7233	0.7307	0.7544

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7606	0.7520	0.0086	1.1%	0.0036	0.5%	66%	False	False	290
10	0.7606	0.7463	0.0144	1.9%	0.0029	0.4%	80%	False	False	205
20	0.7606	0.7351	0.0255	3.4%	0.0025	0.3%	89%	False	False	142
40	0.7606	0.7349	0.0257	3.4%	0.0025	0.3%	89%	False	False	79
60	0.7606	0.7346	0.0261	3.4%	0.0021	0.3%	89%	False	False	57
80	0.7606	0.7264	0.0343	4.5%	0.0024	0.3%	92%	False	False	55
100	0.7606	0.7264	0.0343	4.5%	0.0024	0.3%	92%	False	False	47

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7764
2.618	0.7700
1.618	0.7661
1.000	0.7637
0.618	0.7622
HIGH	0.7598
0.618	0.7583
0.500	0.7579
0.382	0.7574
LOW	0.7559
0.618	0.7535
1.000	0.7520
1.618	0.7496
2.618	0.7457
4.250	0.7393

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	0.7579	0.7572
PP	0.7578	0.7568
S1	0.7578	0.7563

Download as Excel Spreadsheet

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

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