CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	0.7547	0.7505	-0.0042	-0.6%	0.7587
High	0.7548	0.7515	-0.0033	-0.4%	0.7616
Low	0.7503	0.7489	-0.0014	-0.2%	0.7562
Close	0.7506	0.7501	-0.0005	-0.1%	0.7566
Range	0.0045	0.0026	-0.0019	-42.2%	0.0055
ATR	0.0041	0.0040	-0.0001	-2.6%	0.0000
Volume	308	100	-208	-67.5%	482

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7579	0.7566	0.7515
R3	0.7553	0.7540	0.7508
R2	0.7527	0.7527	0.7506
R1	0.7514	0.7514	0.7503	0.7508
PP	0.7501	0.7501	0.7501	0.7498
S1	0.7488	0.7488	0.7499	0.7482
S2	0.7475	0.7475	0.7496
S3	0.7449	0.7462	0.7494
S4	0.7423	0.7436	0.7487

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	0.7489	0.0125	1.7%	0.0040	0.5%	10%	False	True	164
10	0.7616	0.7489	0.0128	1.7%	0.0037	0.5%	10%	False	True	124
20	0.7652	0.7489	0.0164	2.2%	0.0039	0.5%	8%	False	True	156
40	0.7652	0.7489	0.0164	2.2%	0.0036	0.5%	8%	False	True	168
60	0.7652	0.7351	0.0301	4.0%	0.0030	0.4%	50%	False	False	129
80	0.7652	0.7349	0.0303	4.0%	0.0029	0.4%	50%	False	False	100
100	0.7652	0.7270	0.0382	5.1%	0.0027	0.4%	60%	False	False	85
120	0.7652	0.7264	0.0389	5.2%	0.0027	0.4%	61%	False	False	78

Crabel Price Patterns
NR	True
NR4	True
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7625
2.618	0.7583
1.618	0.7557
1.000	0.7541
0.618	0.7531
HIGH	0.7515
0.618	0.7505
0.500	0.7502
0.382	0.7498
LOW	0.7489
0.618	0.7472
1.000	0.7463
1.618	0.7446
2.618	0.7420
4.250	0.7378

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	0.7502	0.7534
PP	0.7501	0.7523
S1	0.7501	0.7512

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols