CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	0.7548	0.7574	0.0026	0.3%	0.7564
High	0.7573	0.7623	0.0050	0.7%	0.7592
Low	0.7546	0.7573	0.0027	0.4%	0.7489
Close	0.7568	0.7599	0.0031	0.4%	0.7553
Range	0.0027	0.0050	0.0023	83.3%	0.0103
ATR	0.0035	0.0036	0.0001	4.0%	0.0000
Volume	277	274	-3	-1.1%	696

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7722	0.7626
R3	0.7697	0.7673	0.7613
R2	0.7648	0.7648	0.7608
R1	0.7623	0.7623	0.7604	0.7636
PP	0.7598	0.7598	0.7598	0.7604
S1	0.7574	0.7574	0.7594	0.7586
S2	0.7549	0.7549	0.7590
S3	0.7499	0.7524	0.7585
S4	0.7450	0.7475	0.7572

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	0.7623	0.7489	0.0134	1.8%	0.0041	0.5%	82%	True	False	175
10	0.7623	0.7489	0.0134	1.8%	0.0038	0.5%	82%	True	False	177
20	0.7639	0.7489	0.0150	2.0%	0.0036	0.5%	73%	False	False	194
40	0.7639	0.7351	0.0288	3.8%	0.0028	0.4%	86%	False	False	133
60	0.7639	0.7349	0.0290	3.8%	0.0026	0.3%	86%	False	False	93
80	0.7639	0.7274	0.0365	4.8%	0.0025	0.3%	89%	False	False	75
100	0.7639	0.7264	0.0376	4.9%	0.0026	0.3%	89%	False	False	70
120	0.7639	0.7264	0.0376	4.9%	0.0025	0.3%	89%	False	False	60

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7833
2.618	0.7752
1.618	0.7703
1.000	0.7672
0.618	0.7653
HIGH	0.7623
0.618	0.7604
0.500	0.7598
0.382	0.7592
LOW	0.7573
0.618	0.7542
1.000	0.7524
1.618	0.7493
2.618	0.7443
4.250	0.7363

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	0.7599	0.7592
PP	0.7598	0.7586
S1	0.7598	0.7579

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols