CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	0.7588	0.7575	-0.0013	-0.2%	0.7587
High	0.7608	0.7586	-0.0022	-0.3%	0.7616
Low	0.7569	0.7562	-0.0007	-0.1%	0.7562
Close	0.7572	0.7566	-0.0006	-0.1%	0.7566
Range	0.0040	0.0025	-0.0015	-38.0%	0.0055
ATR	0.0037	0.0036	-0.0001	-2.5%	0.0000
Volume	144	108	-36	-25.0%	482

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7645	0.7630	0.7579
R3	0.7620	0.7605	0.7572
R2	0.7596	0.7596	0.7570
R1	0.7581	0.7581	0.7568	0.7576
PP	0.7571	0.7571	0.7571	0.7569
S1	0.7556	0.7556	0.7563	0.7551
S2	0.7547	0.7547	0.7561
S3	0.7522	0.7532	0.7559
S4	0.7498	0.7507	0.7552

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7745	0.7710	0.7595
R3	0.7690	0.7655	0.7580
R2	0.7636	0.7636	0.7575
R1	0.7601	0.7601	0.7570	0.7591
PP	0.7581	0.7581	0.7581	0.7576
S1	0.7546	0.7546	0.7561	0.7536
S2	0.7527	0.7527	0.7556
S3	0.7472	0.7492	0.7551
S4	0.7418	0.7437	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7616	0.7562	0.0055	0.7%	0.0030	0.4%	7%	False	True	96
10	0.7636	0.7562	0.0075	1.0%	0.0033	0.4%	5%	False	True	104
20	0.7652	0.7489	0.0163	2.2%	0.0038	0.5%	47%	False	False	155
40	0.7652	0.7409	0.0243	3.2%	0.0034	0.4%	64%	False	False	156
60	0.7652	0.7351	0.0301	4.0%	0.0030	0.4%	71%	False	False	120
80	0.7652	0.7349	0.0303	4.0%	0.0027	0.4%	71%	False	False	92
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	78%	False	False	81
120	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	78%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7690
2.618	0.7650
1.618	0.7626
1.000	0.7611
0.618	0.7601
HIGH	0.7586
0.618	0.7577
0.500	0.7574
0.382	0.7571
LOW	0.7562
0.618	0.7546
1.000	0.7537
1.618	0.7522
2.618	0.7497
4.250	0.7457

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	0.7574	0.7585
PP	0.7571	0.7578
S1	0.7568	0.7572

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

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