CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	0.7567	0.7543	-0.0024	-0.3%	0.7614
High	0.7592	0.7546	-0.0046	-0.6%	0.7639
Low	0.7546	0.7498	-0.0048	-0.6%	0.7546
Close	0.7548	0.7505	-0.0043	-0.6%	0.7573
Range	0.0046	0.0048	0.0002	3.3%	0.0093
ATR	0.0034	0.0035	0.0001	3.4%	0.0000
Volume	372	148	-224	-60.2%	828

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7659	0.7629	0.7531
R3	0.7611	0.7582	0.7518
R2	0.7564	0.7564	0.7514
R1	0.7534	0.7534	0.7509	0.7525
PP	0.7516	0.7516	0.7516	0.7512
S1	0.7487	0.7487	0.7501	0.7478
S2	0.7469	0.7469	0.7496
S3	0.7421	0.7439	0.7492
S4	0.7374	0.7392	0.7479

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	0.7592	0.7498	0.0094	1.2%	0.0034	0.5%	7%	False	True	168
10	0.7639	0.7498	0.0141	1.9%	0.0033	0.4%	5%	False	True	159
20	0.7639	0.7494	0.0145	1.9%	0.0032	0.4%	8%	False	False	180
40	0.7639	0.7351	0.0288	3.8%	0.0026	0.3%	53%	False	False	115
60	0.7639	0.7349	0.0290	3.9%	0.0025	0.3%	54%	False	False	81
80	0.7639	0.7270	0.0369	4.9%	0.0024	0.3%	64%	False	False	67
100	0.7639	0.7264	0.0376	5.0%	0.0025	0.3%	64%	False	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7747
2.618	0.7670
1.618	0.7622
1.000	0.7593
0.618	0.7575
HIGH	0.7546
0.618	0.7527
0.500	0.7522
0.382	0.7516
LOW	0.7498
0.618	0.7469
1.000	0.7451
1.618	0.7421
2.618	0.7374
4.250	0.7296

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	0.7522	0.7545
PP	0.7516	0.7532
S1	0.7511	0.7518

Download as Excel Spreadsheet

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

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