CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	0.7565	0.7564	-0.0001	0.0%	0.7614
High	0.7590	0.7576	-0.0014	-0.2%	0.7639
Low	0.7546	0.7563	0.0017	0.2%	0.7546
Close	0.7573	0.7565	-0.0008	-0.1%	0.7573
Range	0.0044	0.0014	-0.0031	-69.3%	0.0093
ATR	0.0034	0.0033	-0.0001	-4.3%	0.0000
Volume	128	38	-90	-70.3%	828

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7608	0.7600	0.7572
R3	0.7595	0.7587	0.7569
R2	0.7581	0.7581	0.7567
R1	0.7573	0.7573	0.7566	0.7577
PP	0.7568	0.7568	0.7568	0.7570
S1	0.7560	0.7560	0.7564	0.7564
S2	0.7554	0.7554	0.7563
S3	0.7541	0.7546	0.7561
S4	0.7527	0.7533	0.7558

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%	0.0032	0.4%	20%	False	False	161
10	0.7639	0.7546	0.0093	1.2%	0.0032	0.4%	20%	False	False	126
20	0.7639	0.7463	0.0177	2.3%	0.0029	0.4%	58%	False	False	163
40	0.7639	0.7351	0.0288	3.8%	0.0026	0.3%	74%	False	False	103
60	0.7639	0.7349	0.0290	3.8%	0.0024	0.3%	74%	False	False	73
80	0.7639	0.7264	0.0376	5.0%	0.0024	0.3%	80%	False	False	62
100	0.7639	0.7264	0.0376	5.0%	0.0024	0.3%	80%	False	False	58

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7633
2.618	0.7611
1.618	0.7598
1.000	0.7590
0.618	0.7584
HIGH	0.7576
0.618	0.7571
0.500	0.7569
0.382	0.7568
LOW	0.7563
0.618	0.7554
1.000	0.7549
1.618	0.7541
2.618	0.7527
4.250	0.7505

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	0.7569	0.7568
PP	0.7568	0.7567
S1	0.7566	0.7566

Download as Excel Spreadsheet

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

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