CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	0.7563	0.7565	0.0002	0.0%	0.7614
High	0.7570	0.7590	0.0020	0.3%	0.7639
Low	0.7551	0.7546	-0.0005	-0.1%	0.7546
Close	0.7569	0.7573	0.0004	0.1%	0.7573
Range	0.0019	0.0044	0.0025	131.6%	0.0093
ATR	0.0033	0.0034	0.0001	2.3%	0.0000
Volume	158	128	-30	-19.0%	828

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7681	0.7597
R3	0.7658	0.7637	0.7585
R2	0.7614	0.7614	0.7581
R1	0.7593	0.7593	0.7577	0.7604
PP	0.7570	0.7570	0.7570	0.7575
S1	0.7549	0.7549	0.7569	0.7560
S2	0.7526	0.7526	0.7565
S3	0.7482	0.7505	0.7561
S4	0.7438	0.7461	0.7549

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7865	0.7812	0.7624
R3	0.7772	0.7719	0.7599
R2	0.7679	0.7679	0.7590
R1	0.7626	0.7626	0.7582	0.7606
PP	0.7586	0.7586	0.7586	0.7576
S1	0.7533	0.7533	0.7564	0.7513
S2	0.7493	0.7493	0.7556
S3	0.7400	0.7440	0.7547
S4	0.7307	0.7347	0.7522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7639	0.7546	0.0093	1.2%	0.0033	0.4%	29%	False	True	165
10	0.7639	0.7546	0.0093	1.2%	0.0034	0.4%	29%	False	True	150
20	0.7639	0.7463	0.0177	2.3%	0.0029	0.4%	63%	False	False	163
40	0.7639	0.7351	0.0288	3.8%	0.0026	0.3%	77%	False	False	103
60	0.7639	0.7349	0.0290	3.8%	0.0024	0.3%	77%	False	False	72
80	0.7639	0.7264	0.0376	5.0%	0.0025	0.3%	82%	False	False	61
100	0.7639	0.7264	0.0376	5.0%	0.0024	0.3%	82%	False	False	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7777
2.618	0.7705
1.618	0.7661
1.000	0.7634
0.618	0.7617
HIGH	0.7590
0.618	0.7573
0.500	0.7568
0.382	0.7563
LOW	0.7546
0.618	0.7519
1.000	0.7502
1.618	0.7475
2.618	0.7431
4.250	0.7359

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	0.7571	0.7573
PP	0.7570	0.7573
S1	0.7568	0.7573

Download as Excel Spreadsheet

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

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