CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	0.7641	0.7573	-0.0068	-0.9%	0.7549
High	0.7652	0.7613	-0.0040	-0.5%	0.7652
Low	0.7576	0.7573	-0.0003	0.0%	0.7535
Close	0.7585	0.7601	0.0016	0.2%	0.7585
Range	0.0077	0.0040	-0.0037	-48.4%	0.0117
ATR	0.0040	0.0040	0.0000	-0.1%	0.0000
Volume	276	169	-107	-38.8%	1,235

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7714	0.7697	0.7622
R3	0.7674	0.7657	0.7611
R2	0.7635	0.7635	0.7608
R1	0.7618	0.7618	0.7604	0.7626
PP	0.7595	0.7595	0.7595	0.7600
S1	0.7578	0.7578	0.7597	0.7587
S2	0.7556	0.7556	0.7593
S3	0.7516	0.7539	0.7590
S4	0.7477	0.7499	0.7579

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	0.7546	0.0106	1.4%	0.0047	0.6%	51%	False	False	273
10	0.7652	0.7489	0.0163	2.1%	0.0042	0.6%	68%	False	False	210
20	0.7652	0.7489	0.0163	2.1%	0.0038	0.5%	68%	False	False	180
40	0.7652	0.7351	0.0301	4.0%	0.0031	0.4%	83%	False	False	153
60	0.7652	0.7349	0.0303	4.0%	0.0029	0.4%	83%	False	False	107
80	0.7652	0.7274	0.0378	5.0%	0.0026	0.3%	86%	False	False	84
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.3%	87%	False	False	77
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	87%	False	False	67

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7780
2.618	0.7716
1.618	0.7676
1.000	0.7652
0.618	0.7637
HIGH	0.7613
0.618	0.7597
0.500	0.7593
0.382	0.7588
LOW	0.7573
0.618	0.7549
1.000	0.7534
1.618	0.7509
2.618	0.7470
4.250	0.7405

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	0.7598	0.7613
PP	0.7595	0.7609
S1	0.7593	0.7605

Download as Excel Spreadsheet

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

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