CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	0.7587	0.7611	0.0024	0.3%	0.7573
High	0.7616	0.7615	-0.0002	0.0%	0.7636
Low	0.7587	0.7587	-0.0001	0.0%	0.7568
Close	0.7609	0.7606	-0.0003	0.0%	0.7587
Range	0.0029	0.0028	-0.0001	-3.4%	0.0068
ATR	0.0038	0.0037	-0.0001	-1.9%	0.0000
Volume	88	107	19	21.6%	566

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7686	0.7674	0.7621
R3	0.7658	0.7646	0.7613
R2	0.7630	0.7630	0.7611
R1	0.7618	0.7618	0.7608	0.7610
PP	0.7602	0.7602	0.7602	0.7598
S1	0.7590	0.7590	0.7603	0.7582
S2	0.7574	0.7574	0.7600
S3	0.7546	0.7562	0.7598
S4	0.7518	0.7534	0.7590

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	0.7576	0.0061	0.8%	0.0032	0.4%	50%	False	False	102
10	0.7652	0.7568	0.0084	1.1%	0.0041	0.5%	45%	False	False	168
20	0.7652	0.7489	0.0163	2.1%	0.0039	0.5%	71%	False	False	173
40	0.7652	0.7351	0.0301	4.0%	0.0033	0.4%	85%	False	False	164
60	0.7652	0.7349	0.0303	4.0%	0.0030	0.4%	85%	False	False	116
80	0.7652	0.7349	0.0303	4.0%	0.0027	0.3%	85%	False	False	90
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	88%	False	False	81
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	88%	False	False	71

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7734
2.618	0.7688
1.618	0.7660
1.000	0.7643
0.618	0.7632
HIGH	0.7615
0.618	0.7604
0.500	0.7601
0.382	0.7597
LOW	0.7587
0.618	0.7569
1.000	0.7559
1.618	0.7541
2.618	0.7513
4.250	0.7468

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	0.7604	0.7602
PP	0.7602	0.7599
S1	0.7601	0.7596

Download as Excel Spreadsheet

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

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