CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	0.7573	0.7589	0.0016	0.2%	0.7549
High	0.7613	0.7610	-0.0003	0.0%	0.7652
Low	0.7573	0.7568	-0.0005	-0.1%	0.7535
Close	0.7601	0.7606	0.0005	0.1%	0.7585
Range	0.0040	0.0042	0.0002	5.1%	0.0117
ATR	0.0040	0.0040	0.0000	0.3%	0.0000
Volume	169	78	-91	-53.8%	1,235

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7719	0.7704	0.7628
R3	0.7677	0.7662	0.7617
R2	0.7636	0.7636	0.7613
R1	0.7621	0.7621	0.7609	0.7628
PP	0.7594	0.7594	0.7594	0.7598
S1	0.7579	0.7579	0.7602	0.7587
S2	0.7553	0.7553	0.7598
S3	0.7511	0.7538	0.7594
S4	0.7470	0.7496	0.7583

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	0.7568	0.0084	1.1%	0.0050	0.7%	45%	False	True	233
10	0.7652	0.7489	0.0163	2.1%	0.0045	0.6%	71%	False	False	214
20	0.7652	0.7489	0.0163	2.1%	0.0039	0.5%	71%	False	False	170
40	0.7652	0.7351	0.0301	4.0%	0.0032	0.4%	85%	False	False	154
60	0.7652	0.7349	0.0303	4.0%	0.0030	0.4%	85%	False	False	108
80	0.7652	0.7274	0.0378	5.0%	0.0026	0.3%	88%	False	False	85
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	88%	False	False	78
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	88%	False	False	67

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7786
2.618	0.7718
1.618	0.7677
1.000	0.7651
0.618	0.7635
HIGH	0.7610
0.618	0.7594
0.500	0.7589
0.382	0.7584
LOW	0.7568
0.618	0.7542
1.000	0.7527
1.618	0.7501
2.618	0.7459
4.250	0.7392

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	0.7600	0.7610
PP	0.7594	0.7609
S1	0.7589	0.7607

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