CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	0.7574	0.7607	0.0034	0.4%	0.7564
High	0.7623	0.7645	0.0022	0.3%	0.7592
Low	0.7573	0.7603	0.0030	0.4%	0.7489
Close	0.7599	0.7644	0.0045	0.6%	0.7553
Range	0.0050	0.0042	-0.0008	-16.2%	0.0103
ATR	0.0036	0.0037	0.0001	1.8%	0.0000
Volume	274	370	96	35.0%	696

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7755	0.7741	0.7666
R3	0.7713	0.7699	0.7655
R2	0.7672	0.7672	0.7651
R1	0.7658	0.7658	0.7647	0.7665
PP	0.7630	0.7630	0.7630	0.7634
S1	0.7616	0.7616	0.7640	0.7623
S2	0.7589	0.7589	0.7636
S3	0.7547	0.7575	0.7632
S4	0.7506	0.7533	0.7621

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	0.7645	0.7489	0.0156	2.0%	0.0040	0.5%	99%	True	False	219
10	0.7645	0.7489	0.0156	2.0%	0.0037	0.5%	99%	True	False	194
20	0.7645	0.7489	0.0156	2.0%	0.0037	0.5%	99%	True	False	181
40	0.7645	0.7351	0.0294	3.8%	0.0029	0.4%	100%	True	False	142
60	0.7645	0.7349	0.0296	3.9%	0.0027	0.4%	100%	True	False	99
80	0.7645	0.7274	0.0371	4.8%	0.0025	0.3%	100%	True	False	80
100	0.7645	0.7264	0.0381	5.0%	0.0026	0.3%	100%	True	False	73
120	0.7645	0.7264	0.0381	5.0%	0.0025	0.3%	100%	True	False	63

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7821
2.618	0.7753
1.618	0.7712
1.000	0.7686
0.618	0.7670
HIGH	0.7645
0.618	0.7629
0.500	0.7624
0.382	0.7619
LOW	0.7603
0.618	0.7577
1.000	0.7562
1.618	0.7536
2.618	0.7494
4.250	0.7427

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	0.7637	0.7627
PP	0.7630	0.7611
S1	0.7624	0.7595

Download as Excel Spreadsheet

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

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