CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	0.7367	0.7343	-0.0024	-0.3%	0.7364
High	0.7376	0.7351	-0.0025	-0.3%	0.7424
Low	0.7330	0.7324	-0.0006	-0.1%	0.7345
Close	0.7342	0.7336	-0.0007	-0.1%	0.7365
Range	0.0046	0.0028	-0.0019	-40.2%	0.0079
ATR	0.0038	0.0037	-0.0001	-1.9%	0.0000
Volume	2,764	2,385	-379	-13.7%	5,984

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7419	0.7405	0.7351
R3	0.7392	0.7377	0.7343
R2	0.7364	0.7364	0.7341
R1	0.7350	0.7350	0.7338	0.7343
PP	0.7337	0.7337	0.7337	0.7333
S1	0.7322	0.7322	0.7333	0.7316
S2	0.7309	0.7309	0.7330
S3	0.7282	0.7295	0.7328
S4	0.7254	0.7267	0.7320

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7567	0.7408
R3	0.7535	0.7489	0.7386
R2	0.7456	0.7456	0.7379
R1	0.7410	0.7410	0.7372	0.7433
PP	0.7378	0.7378	0.7378	0.7389
S1	0.7332	0.7332	0.7357	0.7355
S2	0.7299	0.7299	0.7350
S3	0.7221	0.7253	0.7343
S4	0.7142	0.7175	0.7321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7424	0.7324	0.0100	1.4%	0.0039	0.5%	12%	False	True	1,861
10	0.7424	0.7324	0.0100	1.4%	0.0039	0.5%	12%	False	True	1,278
20	0.7489	0.7324	0.0166	2.3%	0.0034	0.5%	7%	False	True	723
40	0.7652	0.7324	0.0329	4.5%	0.0037	0.5%	4%	False	True	453
60	0.7652	0.7324	0.0329	4.5%	0.0036	0.5%	4%	False	True	363
80	0.7652	0.7324	0.0329	4.5%	0.0032	0.4%	4%	False	True	290
100	0.7652	0.7324	0.0329	4.5%	0.0031	0.4%	4%	False	True	234
120	0.7652	0.7274	0.0378	5.2%	0.0029	0.4%	16%	False	False	199

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7468
2.618	0.7423
1.618	0.7395
1.000	0.7379
0.618	0.7368
HIGH	0.7351
0.618	0.7340
0.500	0.7337
0.382	0.7334
LOW	0.7324
0.618	0.7307
1.000	0.7296
1.618	0.7279
2.618	0.7252
4.250	0.7207

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	0.7337	0.7374
PP	0.7337	0.7361
S1	0.7336	0.7348

Download as Excel Spreadsheet

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

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