CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	0.7549	0.7548	-0.0001	0.0%	0.7564
High	0.7552	0.7573	0.0021	0.3%	0.7592
Low	0.7535	0.7546	0.0011	0.1%	0.7489
Close	0.7548	0.7568	0.0020	0.3%	0.7553
Range	0.0017	0.0027	0.0010	58.8%	0.0103
ATR	0.0036	0.0035	-0.0001	-1.7%	0.0000
Volume	38	277	239	628.9%	696

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7643	0.7633	0.7583
R3	0.7616	0.7606	0.7575
R2	0.7589	0.7589	0.7573
R1	0.7579	0.7579	0.7570	0.7584
PP	0.7562	0.7562	0.7562	0.7565
S1	0.7552	0.7552	0.7566	0.7557
S2	0.7535	0.7535	0.7563
S3	0.7508	0.7525	0.7561
S4	0.7481	0.7498	0.7553

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%	0.0041	0.5%	77%	False	False	194
10	0.7639	0.7489	0.0150	2.0%	0.0036	0.5%	53%	False	False	178
20	0.7639	0.7489	0.0150	2.0%	0.0034	0.5%	53%	False	False	183
40	0.7639	0.7351	0.0288	3.8%	0.0028	0.4%	75%	False	False	126
60	0.7639	0.7349	0.0290	3.8%	0.0026	0.3%	76%	False	False	89
80	0.7639	0.7274	0.0365	4.8%	0.0025	0.3%	81%	False	False	72
100	0.7639	0.7264	0.0376	5.0%	0.0026	0.3%	81%	False	False	67
120	0.7639	0.7264	0.0376	5.0%	0.0025	0.3%	81%	False	False	58

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7688
2.618	0.7644
1.618	0.7617
1.000	0.7600
0.618	0.7590
HIGH	0.7573
0.618	0.7563
0.500	0.7560
0.382	0.7556
LOW	0.7546
0.618	0.7529
1.000	0.7519
1.618	0.7502
2.618	0.7475
4.250	0.7431

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	0.7565	0.7556
PP	0.7562	0.7543
S1	0.7560	0.7531

Download as Excel Spreadsheet

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

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