CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	0.7607	0.7641	0.0034	0.4%	0.7549
High	0.7645	0.7652	0.0008	0.1%	0.7652
Low	0.7603	0.7576	-0.0028	-0.4%	0.7535
Close	0.7644	0.7585	-0.0059	-0.8%	0.7585
Range	0.0042	0.0077	0.0035	84.3%	0.0117
ATR	0.0037	0.0040	0.0003	7.6%	0.0000
Volume	370	276	-94	-25.4%	1,235

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7834	0.7786	0.7627
R3	0.7757	0.7709	0.7606
R2	0.7681	0.7681	0.7599
R1	0.7633	0.7633	0.7592	0.7618
PP	0.7604	0.7604	0.7604	0.7597
S1	0.7556	0.7556	0.7577	0.7542
S2	0.7528	0.7528	0.7570
S3	0.7451	0.7480	0.7563
S4	0.7375	0.7403	0.7542

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7942	0.7880	0.7649
R3	0.7825	0.7763	0.7617
R2	0.7708	0.7708	0.7606
R1	0.7646	0.7646	0.7595	0.7677
PP	0.7591	0.7591	0.7591	0.7606
S1	0.7529	0.7529	0.7574	0.7560
S2	0.7474	0.7474	0.7563
S3	0.7357	0.7412	0.7552
S4	0.7240	0.7295	0.7520

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7652	0.7535	0.0117	1.5%	0.0042	0.6%	42%	True	False	247
10	0.7652	0.7489	0.0163	2.1%	0.0043	0.6%	59%	True	False	205
20	0.7652	0.7489	0.0163	2.1%	0.0040	0.5%	59%	True	False	184
40	0.7652	0.7351	0.0301	4.0%	0.0031	0.4%	78%	True	False	149
60	0.7652	0.7349	0.0303	4.0%	0.0028	0.4%	78%	True	False	104
80	0.7652	0.7274	0.0378	5.0%	0.0026	0.3%	82%	True	False	83
100	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	83%	True	False	76
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	83%	True	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 125 trading days

Fibonacci Retracements and Extensions
4.250	0.7977
2.618	0.7852
1.618	0.7776
1.000	0.7729
0.618	0.7699
HIGH	0.7652
0.618	0.7623
0.500	0.7614
0.382	0.7605
LOW	0.7576
0.618	0.7528
1.000	0.7499
1.618	0.7452
2.618	0.7375
4.250	0.7250

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	0.7614	0.7613
PP	0.7604	0.7603
S1	0.7594	0.7594

Download as Excel Spreadsheet

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

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