CME Canadian Dollar Future June 2024

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	0.7516	0.7511	-0.0006	-0.1%	0.7620
High	0.7516	0.7511	-0.0006	-0.1%	0.7620
Low	0.7516	0.7511	-0.0006	-0.1%	0.7573
Close	0.7516	0.7511	-0.0006	-0.1%	0.7578
Range
ATR	0.0000	0.0023	0.0023		0.0000
Volume

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7511	0.7511	0.7511
R3	0.7511	0.7511	0.7511
R2	0.7511	0.7511	0.7511
R1	0.7511	0.7511	0.7511	0.7511
PP	0.7511	0.7511	0.7511	0.7511
S1	0.7511	0.7511	0.7511	0.7511
S2	0.7511	0.7511	0.7511
S3	0.7511	0.7511	0.7511
S4	0.7511	0.7511	0.7511

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7731	0.7702	0.7604
R3	0.7684	0.7655	0.7591
R2	0.7637	0.7637	0.7587
R1	0.7608	0.7608	0.7582	0.7599
PP	0.7590	0.7590	0.7590	0.7586
S1	0.7561	0.7561	0.7574	0.7552
S2	0.7543	0.7543	0.7569
S3	0.7496	0.7514	0.7565
S4	0.7449	0.7467	0.7552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7626	0.7511	0.0116	1.5%	0.0009	0.1%	0%	False	True
10	0.7626	0.7511	0.0116	1.5%	0.0008	0.1%	0%	False	True

Crabel Price Patterns
NR	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	0.7511
2.618	0.7511
1.618	0.7511
1.000	0.7511
0.618	0.7511
HIGH	0.7511
0.618	0.7511
0.500	0.7511
0.382	0.7511
LOW	0.7511
0.618	0.7511
1.000	0.7511
1.618	0.7511
2.618	0.7511
4.250	0.7511

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	0.7511	0.7534
PP	0.7511	0.7526
S1	0.7511	0.7518

Download as Excel Spreadsheet

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

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