CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	0.7603	0.7587	-0.0016	-0.2%	0.7573
High	0.7616	0.7616	0.0000	0.0%	0.7636
Low	0.7576	0.7587	0.0012	0.2%	0.7568
Close	0.7587	0.7609	0.0022	0.3%	0.7587
Range	0.0041	0.0029	-0.0012	-28.4%	0.0068
ATR	0.0039	0.0038	-0.0001	-1.8%	0.0000
Volume	44	88	44	100.0%	566

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7691	0.7679	0.7624
R3	0.7662	0.7650	0.7616
R2	0.7633	0.7633	0.7614
R1	0.7621	0.7621	0.7611	0.7627
PP	0.7604	0.7604	0.7604	0.7607
S1	0.7592	0.7592	0.7606	0.7598
S2	0.7575	0.7575	0.7603
S3	0.7546	0.7563	0.7601
S4	0.7517	0.7534	0.7593

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%	0.0034	0.4%	60%	False	False	97
10	0.7652	0.7546	0.0106	1.4%	0.0041	0.5%	59%	False	False	185
20	0.7652	0.7489	0.0163	2.1%	0.0038	0.5%	73%	False	False	170
40	0.7652	0.7351	0.0301	4.0%	0.0033	0.4%	86%	False	False	162
60	0.7652	0.7349	0.0303	4.0%	0.0030	0.4%	86%	False	False	114
80	0.7652	0.7349	0.0303	4.0%	0.0026	0.3%	86%	False	False	89
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	89%	False	False	80
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	89%	False	False	70

Crabel Price Patterns
NR	True
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7739
2.618	0.7692
1.618	0.7663
1.000	0.7645
0.618	0.7634
HIGH	0.7616
0.618	0.7605
0.500	0.7602
0.382	0.7598
LOW	0.7587
0.618	0.7569
1.000	0.7558
1.618	0.7540
2.618	0.7511
4.250	0.7464

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	0.7606	0.7608
PP	0.7604	0.7607
S1	0.7602	0.7606

Download as Excel Spreadsheet

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

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