CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	0.7620	0.7603	-0.0017	-0.2%	0.7573
High	0.7636	0.7616	-0.0020	-0.3%	0.7636
Low	0.7596	0.7576	-0.0020	-0.3%	0.7568
Close	0.7604	0.7587	-0.0017	-0.2%	0.7587
Range	0.0041	0.0041	0.0000	0.0%	0.0068
ATR	0.0039	0.0039	0.0000	0.3%	0.0000
Volume	73	44	-29	-39.7%	566

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7714	0.7691	0.7609
R3	0.7674	0.7651	0.7598
R2	0.7633	0.7633	0.7594
R1	0.7610	0.7610	0.7591	0.7602
PP	0.7593	0.7593	0.7593	0.7589
S1	0.7570	0.7570	0.7583	0.7561
S2	0.7552	0.7552	0.7580
S3	0.7512	0.7529	0.7576
S4	0.7471	0.7489	0.7565

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7762	0.7624
R3	0.7733	0.7694	0.7606
R2	0.7665	0.7665	0.7599
R1	0.7626	0.7626	0.7593	0.7646
PP	0.7597	0.7597	0.7597	0.7607
S1	0.7558	0.7558	0.7581	0.7578
S2	0.7529	0.7529	0.7575
S3	0.7461	0.7490	0.7568
S4	0.7393	0.7422	0.7550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7636	0.7568	0.0068	0.9%	0.0036	0.5%	28%	False	False	113
10	0.7652	0.7535	0.0117	1.5%	0.0039	0.5%	44%	False	False	180
20	0.7652	0.7489	0.0163	2.1%	0.0039	0.5%	60%	False	False	170
40	0.7652	0.7351	0.0301	4.0%	0.0033	0.4%	78%	False	False	162
60	0.7652	0.7349	0.0303	4.0%	0.0030	0.4%	79%	False	False	113
80	0.7652	0.7349	0.0303	4.0%	0.0026	0.3%	79%	False	False	88
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	83%	False	False	80
120	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	83%	False	False	69

Crabel Price Patterns
NR	False
NR4	False
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	False
Bull Hook	False
Stretch	0.0008

Fibonacci Retracements and Extensions
4.250	0.7788
2.618	0.7722
1.618	0.7682
1.000	0.7657
0.618	0.7641
HIGH	0.7616
0.618	0.7601
0.500	0.7596
0.382	0.7591
LOW	0.7576
0.618	0.7550
1.000	0.7535
1.618	0.7510
2.618	0.7469
4.250	0.7403

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	0.7596	0.7606
PP	0.7593	0.7600
S1	0.7590	0.7593

Download as Excel Spreadsheet

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

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