CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	0.7611	0.7593	-0.0018	-0.2%	0.7573
High	0.7615	0.7600	-0.0015	-0.2%	0.7636
Low	0.7587	0.7571	-0.0016	-0.2%	0.7568
Close	0.7606	0.7593	-0.0013	-0.2%	0.7587
Range	0.0028	0.0030	0.0002	5.4%	0.0068
ATR	0.0037	0.0037	0.0000	-0.4%	0.0000
Volume	107	35	-72	-67.3%	566

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7676	0.7664	0.7609
R3	0.7647	0.7634	0.7601
R2	0.7617	0.7617	0.7598
R1	0.7605	0.7605	0.7595	0.7596
PP	0.7588	0.7588	0.7588	0.7583
S1	0.7575	0.7575	0.7590	0.7567
S2	0.7558	0.7558	0.7587
S3	0.7529	0.7546	0.7584
S4	0.7499	0.7516	0.7576

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	0.7571	0.0066	0.9%	0.0034	0.4%	34%	False	True	69
10	0.7652	0.7568	0.0084	1.1%	0.0039	0.5%	29%	False	False	144
20	0.7652	0.7489	0.0163	2.1%	0.0038	0.5%	63%	False	False	160
40	0.7652	0.7358	0.0295	3.9%	0.0033	0.4%	80%	False	False	164
60	0.7652	0.7351	0.0301	4.0%	0.0029	0.4%	80%	False	False	116
80	0.7652	0.7349	0.0303	4.0%	0.0027	0.4%	80%	False	False	91
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	85%	False	False	82
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	85%	False	False	71

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7725
2.618	0.7677
1.618	0.7648
1.000	0.7630
0.618	0.7618
HIGH	0.7600
0.618	0.7589
0.500	0.7585
0.382	0.7582
LOW	0.7571
0.618	0.7552
1.000	0.7541
1.618	0.7523
2.618	0.7493
4.250	0.7445

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	0.7590	0.7593
PP	0.7588	0.7593
S1	0.7585	0.7593

Download as Excel Spreadsheet

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

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