CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	0.7564	0.7567	0.0003	0.0%	0.7614
High	0.7576	0.7592	0.0016	0.2%	0.7639
Low	0.7563	0.7546	-0.0017	-0.2%	0.7546
Close	0.7565	0.7548	-0.0018	-0.2%	0.7573
Range	0.0014	0.0046	0.0033	240.7%	0.0093
ATR	0.0033	0.0034	0.0001	2.9%	0.0000
Volume	38	372	334	878.9%	828

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7670	0.7573
R3	0.7654	0.7624	0.7560
R2	0.7608	0.7608	0.7556
R1	0.7578	0.7578	0.7552	0.7570
PP	0.7562	0.7562	0.7562	0.7558
S1	0.7532	0.7532	0.7543	0.7524
S2	0.7516	0.7516	0.7539
S3	0.7470	0.7486	0.7535
S4	0.7424	0.7440	0.7522

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	0.7600	0.7546	0.0055	0.7%	0.0034	0.4%	4%	False	True	179
10	0.7639	0.7546	0.0094	1.2%	0.0033	0.4%	2%	False	True	157
20	0.7639	0.7463	0.0177	2.3%	0.0031	0.4%	48%	False	False	181
40	0.7639	0.7351	0.0288	3.8%	0.0025	0.3%	68%	False	False	112
60	0.7639	0.7349	0.0290	3.8%	0.0025	0.3%	68%	False	False	79
80	0.7639	0.7270	0.0369	4.9%	0.0024	0.3%	75%	False	False	66
100	0.7639	0.7264	0.0376	5.0%	0.0025	0.3%	76%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7787
2.618	0.7712
1.618	0.7666
1.000	0.7638
0.618	0.7620
HIGH	0.7592
0.618	0.7574
0.500	0.7569
0.382	0.7563
LOW	0.7546
0.618	0.7517
1.000	0.7500
1.618	0.7471
2.618	0.7425
4.250	0.7350

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	0.7569	0.7569
PP	0.7562	0.7562
S1	0.7555	0.7555

Download as Excel Spreadsheet

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

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