CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	0.7503	0.7549	0.0046	0.6%	0.7564
High	0.7555	0.7552	-0.0003	0.0%	0.7592
Low	0.7489	0.7535	0.0046	0.6%	0.7489
Close	0.7553	0.7548	-0.0005	-0.1%	0.7553
Range	0.0066	0.0017	-0.0049	-74.2%	0.0103
ATR	0.0037	0.0036	-0.0001	-3.8%	0.0000
Volume	138	38	-100	-72.5%	696

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7596	0.7589	0.7557
R3	0.7579	0.7572	0.7553
R2	0.7562	0.7562	0.7551
R1	0.7555	0.7555	0.7550	0.7550
PP	0.7545	0.7545	0.7545	0.7543
S1	0.7538	0.7538	0.7546	0.7533
S2	0.7528	0.7528	0.7545
S3	0.7511	0.7521	0.7543
S4	0.7494	0.7504	0.7539

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7852	0.7805	0.7609
R3	0.7749	0.7702	0.7581
R2	0.7647	0.7647	0.7571
R1	0.7600	0.7600	0.7562	0.7572
PP	0.7544	0.7544	0.7544	0.7531
S1	0.7497	0.7497	0.7543	0.7470
S2	0.7442	0.7442	0.7534
S3	0.7339	0.7395	0.7524
S4	0.7237	0.7292	0.7496

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7592	0.7489	0.0103	1.4%	0.0038	0.5%	58%	False	False	146
10	0.7639	0.7489	0.0150	2.0%	0.0035	0.5%	39%	False	False	156
20	0.7639	0.7489	0.0150	2.0%	0.0034	0.5%	39%	False	False	172
40	0.7639	0.7351	0.0288	3.8%	0.0027	0.4%	68%	False	False	120
60	0.7639	0.7349	0.0290	3.8%	0.0027	0.4%	69%	False	False	84
80	0.7639	0.7274	0.0365	4.8%	0.0025	0.3%	75%	False	False	69
100	0.7639	0.7264	0.0376	5.0%	0.0025	0.3%	76%	False	False	64
120	0.7639	0.7264	0.0376	5.0%	0.0025	0.3%	76%	False	False	56

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7597
1.618	0.7580
1.000	0.7569
0.618	0.7563
HIGH	0.7552
0.618	0.7546
0.500	0.7544
0.382	0.7541
LOW	0.7535
0.618	0.7524
1.000	0.7518
1.618	0.7507
2.618	0.7490
4.250	0.7463

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	0.7547	0.7539
PP	0.7545	0.7531
S1	0.7544	0.7522

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

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