CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	0.7610	0.7620	0.0010	0.1%	0.7549
High	0.7615	0.7636	0.0022	0.3%	0.7652
Low	0.7595	0.7596	0.0001	0.0%	0.7535
Close	0.7614	0.7604	-0.0010	-0.1%	0.7585
Range	0.0020	0.0041	0.0021	107.7%	0.0117
ATR	0.0038	0.0039	0.0000	0.4%	0.0000
Volume	202	73	-129	-63.9%	1,235

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7709	0.7626
R3	0.7693	0.7668	0.7615
R2	0.7652	0.7652	0.7611
R1	0.7628	0.7628	0.7607	0.7620
PP	0.7612	0.7612	0.7612	0.7608
S1	0.7587	0.7587	0.7600	0.7579
S2	0.7571	0.7571	0.7596
S3	0.7531	0.7547	0.7592
S4	0.7490	0.7506	0.7581

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%	42%	False	False	159
10	0.7652	0.7489	0.0163	2.1%	0.0042	0.6%	70%	False	False	189
20	0.7652	0.7489	0.0163	2.1%	0.0038	0.5%	70%	False	False	174
40	0.7652	0.7351	0.0301	4.0%	0.0032	0.4%	84%	False	False	161
60	0.7652	0.7349	0.0303	4.0%	0.0030	0.4%	84%	False	False	113
80	0.7652	0.7349	0.0303	4.0%	0.0026	0.3%	84%	False	False	88
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	88%	False	False	80
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	88%	False	False	69

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	0.7808
2.618	0.7742
1.618	0.7702
1.000	0.7677
0.618	0.7661
HIGH	0.7636
0.618	0.7621
0.500	0.7616
0.382	0.7611
LOW	0.7596
0.618	0.7570
1.000	0.7555
1.618	0.7530
2.618	0.7489
4.250	0.7423

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	0.7616	0.7603
PP	0.7612	0.7603
S1	0.7608	0.7602

Download as Excel Spreadsheet

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

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