CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	0.7593	0.7588	-0.0006	-0.1%	0.7573
High	0.7600	0.7608	0.0008	0.1%	0.7636
Low	0.7571	0.7569	-0.0002	0.0%	0.7568
Close	0.7593	0.7572	-0.0021	-0.3%	0.7587
Range	0.0030	0.0040	0.0010	33.9%	0.0068
ATR	0.0037	0.0037	0.0000	0.4%	0.0000
Volume	35	144	109	311.4%	566

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7676	0.7593
R3	0.7662	0.7636	0.7582
R2	0.7622	0.7622	0.7579
R1	0.7597	0.7597	0.7575	0.7590
PP	0.7583	0.7583	0.7583	0.7579
S1	0.7557	0.7557	0.7568	0.7550
S2	0.7543	0.7543	0.7564
S3	0.7504	0.7518	0.7561
S4	0.7464	0.7478	0.7550

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	0.7616	0.7569	0.0048	0.6%	0.0033	0.4%	6%	False	True	83
10	0.7652	0.7568	0.0084	1.1%	0.0038	0.5%	4%	False	False	121
20	0.7652	0.7489	0.0163	2.2%	0.0038	0.5%	51%	False	False	157
40	0.7652	0.7358	0.0295	3.9%	0.0034	0.5%	73%	False	False	159
60	0.7652	0.7351	0.0301	4.0%	0.0030	0.4%	73%	False	False	118
80	0.7652	0.7349	0.0303	4.0%	0.0027	0.4%	73%	False	False	92
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	79%	False	False	82
120	0.7652	0.7264	0.0389	5.1%	0.0026	0.3%	79%	False	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7776
2.618	0.7711
1.618	0.7672
1.000	0.7648
0.618	0.7632
HIGH	0.7608
0.618	0.7593
0.500	0.7588
0.382	0.7584
LOW	0.7569
0.618	0.7544
1.000	0.7529
1.618	0.7505
2.618	0.7465
4.250	0.7401

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	0.7588	0.7592
PP	0.7583	0.7585
S1	0.7577	0.7578

Download as Excel Spreadsheet

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

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