CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	0.7589	0.7610	0.0022	0.3%	0.7549
High	0.7610	0.7615	0.0005	0.1%	0.7652
Low	0.7568	0.7595	0.0027	0.4%	0.7535
Close	0.7606	0.7614	0.0008	0.1%	0.7585
Range	0.0042	0.0020	-0.0022	-53.0%	0.0117
ATR	0.0040	0.0038	-0.0001	-3.7%	0.0000
Volume	78	202	124	159.0%	1,235

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7659	0.7624
R3	0.7647	0.7640	0.7619
R2	0.7627	0.7627	0.7617
R1	0.7620	0.7620	0.7615	0.7624
PP	0.7608	0.7608	0.7608	0.7609
S1	0.7601	0.7601	0.7612	0.7604
S2	0.7588	0.7588	0.7610
S3	0.7569	0.7581	0.7608
S4	0.7549	0.7562	0.7603

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%	0.0044	0.6%	54%	False	False	219
10	0.7652	0.7489	0.0163	2.1%	0.0043	0.6%	76%	False	False	197
20	0.7652	0.7489	0.0163	2.1%	0.0038	0.5%	76%	False	False	177
40	0.7652	0.7351	0.0301	4.0%	0.0031	0.4%	87%	False	False	159
60	0.7652	0.7349	0.0303	4.0%	0.0029	0.4%	87%	False	False	111
80	0.7652	0.7346	0.0307	4.0%	0.0025	0.3%	87%	False	False	87
100	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	90%	False	False	79
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	90%	False	False	69

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0006
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7697
2.618	0.7666
1.618	0.7646
1.000	0.7634
0.618	0.7627
HIGH	0.7615
0.618	0.7607
0.500	0.7605
0.382	0.7602
LOW	0.7595
0.618	0.7583
1.000	0.7576
1.618	0.7563
2.618	0.7544
4.250	0.7512

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	0.7611	0.7606
PP	0.7608	0.7599
S1	0.7605	0.7591

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

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