CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	0.7505	0.7501	-0.0004	0.0%	0.7557
High	0.7515	0.7521	0.0006	0.1%	0.7613
Low	0.7489	0.7478	-0.0011	-0.1%	0.7478
Close	0.7501	0.7485	-0.0016	-0.2%	0.7485
Range	0.0026	0.0043	0.0017	63.5%	0.0135
ATR	0.0040	0.0040	0.0000	0.5%	0.0000
Volume	100	311	211	211.0%	1,027

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7622	0.7596	0.7508
R3	0.7580	0.7554	0.7497
R2	0.7537	0.7537	0.7493
R1	0.7511	0.7511	0.7489	0.7503
PP	0.7495	0.7495	0.7495	0.7490
S1	0.7469	0.7469	0.7481	0.7460
S2	0.7452	0.7452	0.7477
S3	0.7410	0.7426	0.7473
S4	0.7367	0.7384	0.7462

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7843	0.7559
R3	0.7795	0.7708	0.7522
R2	0.7660	0.7660	0.7510
R1	0.7573	0.7573	0.7497	0.7549
PP	0.7525	0.7525	0.7525	0.7514
S1	0.7438	0.7438	0.7473	0.7414
S2	0.7390	0.7390	0.7460
S3	0.7255	0.7303	0.7448
S4	0.7120	0.7168	0.7411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7613	0.7478	0.0135	1.8%	0.0044	0.6%	5%	False	True	205
10	0.7616	0.7478	0.0138	1.8%	0.0037	0.5%	5%	False	True	150
20	0.7652	0.7478	0.0174	2.3%	0.0038	0.5%	4%	False	True	165
40	0.7652	0.7478	0.0174	2.3%	0.0036	0.5%	4%	False	True	170
60	0.7652	0.7351	0.0301	4.0%	0.0031	0.4%	45%	False	False	134
80	0.7652	0.7349	0.0303	4.0%	0.0029	0.4%	45%	False	False	104
100	0.7652	0.7270	0.0382	5.1%	0.0028	0.4%	56%	False	False	88
120	0.7652	0.7264	0.0389	5.2%	0.0027	0.4%	57%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7632
1.618	0.7589
1.000	0.7563
0.618	0.7547
HIGH	0.7521
0.618	0.7504
0.500	0.7499
0.382	0.7494
LOW	0.7478
0.618	0.7452
1.000	0.7436
1.618	0.7409
2.618	0.7367
4.250	0.7297

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	0.7499	0.7513
PP	0.7495	0.7504
S1	0.7490	0.7494

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