CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	0.7557	0.7580	0.0024	0.3%	0.7587
High	0.7613	0.7580	-0.0033	-0.4%	0.7616
Low	0.7555	0.7532	-0.0023	-0.3%	0.7562
Close	0.7603	0.7537	-0.0067	-0.9%	0.7566
Range	0.0058	0.0048	-0.0010	-17.2%	0.0055
ATR	0.0038	0.0040	0.0002	6.2%	0.0000
Volume	148	160	12	8.1%	482

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7694	0.7663	0.7563
R3	0.7646	0.7615	0.7550
R2	0.7598	0.7598	0.7545
R1	0.7567	0.7567	0.7541	0.7558
PP	0.7550	0.7550	0.7550	0.7545
S1	0.7519	0.7519	0.7532	0.7510
S2	0.7502	0.7502	0.7528
S3	0.7454	0.7471	0.7523
S4	0.7406	0.7423	0.7510

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	0.7613	0.7532	0.0081	1.1%	0.0040	0.5%	6%	False	True	119
10	0.7636	0.7532	0.0104	1.4%	0.0036	0.5%	4%	False	True	110
20	0.7652	0.7489	0.0163	2.2%	0.0040	0.5%	29%	False	False	162
40	0.7652	0.7463	0.0190	2.5%	0.0035	0.5%	39%	False	False	162
60	0.7652	0.7351	0.0301	4.0%	0.0031	0.4%	62%	False	False	123
80	0.7652	0.7349	0.0303	4.0%	0.0028	0.4%	62%	False	False	95
100	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	70%	False	False	82
120	0.7652	0.7264	0.0389	5.2%	0.0027	0.4%	70%	False	False	75

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7784
2.618	0.7706
1.618	0.7658
1.000	0.7628
0.618	0.7610
HIGH	0.7580
0.618	0.7562
0.500	0.7556
0.382	0.7550
LOW	0.7532
0.618	0.7502
1.000	0.7484
1.618	0.7454
2.618	0.7406
4.250	0.7328

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	0.7556	0.7573
PP	0.7550	0.7561
S1	0.7543	0.7549

Download as Excel Spreadsheet

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

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