CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	0.7575	0.7557	-0.0018	-0.2%	0.7587
High	0.7586	0.7613	0.0027	0.4%	0.7616
Low	0.7562	0.7555	-0.0007	-0.1%	0.7562
Close	0.7566	0.7603	0.0038	0.5%	0.7566
Range	0.0025	0.0058	0.0034	136.7%	0.0055
ATR	0.0036	0.0038	0.0002	4.2%	0.0000
Volume	108	148	40	37.0%	482

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7742	0.7635
R3	0.7706	0.7684	0.7619
R2	0.7648	0.7648	0.7614
R1	0.7626	0.7626	0.7608	0.7637
PP	0.7590	0.7590	0.7590	0.7596
S1	0.7568	0.7568	0.7598	0.7579
S2	0.7532	0.7532	0.7592
S3	0.7474	0.7510	0.7587
S4	0.7416	0.7452	0.7571

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	0.7615	0.7555	0.0060	0.8%	0.0036	0.5%	81%	False	True	108
10	0.7636	0.7555	0.0081	1.1%	0.0035	0.5%	59%	False	True	102
20	0.7652	0.7489	0.0163	2.1%	0.0039	0.5%	70%	False	False	156
40	0.7652	0.7463	0.0190	2.5%	0.0034	0.4%	74%	False	False	160
60	0.7652	0.7351	0.0301	4.0%	0.0030	0.4%	84%	False	False	120
80	0.7652	0.7349	0.0303	4.0%	0.0028	0.4%	84%	False	False	93
100	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	87%	False	False	80
120	0.7652	0.7264	0.0389	5.1%	0.0027	0.4%	87%	False	False	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7765
1.618	0.7707
1.000	0.7671
0.618	0.7649
HIGH	0.7613
0.618	0.7591
0.500	0.7584
0.382	0.7577
LOW	0.7555
0.618	0.7519
1.000	0.7497
1.618	0.7461
2.618	0.7403
4.250	0.7309

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	0.7597	0.7597
PP	0.7590	0.7590
S1	0.7584	0.7584

Download as Excel Spreadsheet

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

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