CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	0.7389	0.7390	0.0001	0.0%	0.7367
High	0.7406	0.7421	0.0015	0.2%	0.7376
Low	0.7370	0.7388	0.0019	0.3%	0.7313
Close	0.7382	0.7413	0.0031	0.4%	0.7340
Range	0.0037	0.0033	-0.0004	-11.0%	0.0063
ATR	0.0037	0.0037	0.0000	0.4%	0.0000
Volume	74,596	92,056	17,460	23.4%	32,920

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7491	0.7430
R3	0.7472	0.7459	0.7421
R2	0.7440	0.7440	0.7418
R1	0.7426	0.7426	0.7415	0.7433
PP	0.7407	0.7407	0.7407	0.7410
S1	0.7394	0.7394	0.7410	0.7400
S2	0.7375	0.7375	0.7407
S3	0.7342	0.7361	0.7404
S4	0.7310	0.7329	0.7395

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7497	0.7374
R3	0.7468	0.7435	0.7357
R2	0.7405	0.7405	0.7351
R1	0.7372	0.7372	0.7345	0.7358
PP	0.7343	0.7343	0.7343	0.7335
S1	0.7310	0.7310	0.7334	0.7295
S2	0.7280	0.7280	0.7328
S3	0.7218	0.7247	0.7322
S4	0.7155	0.7185	0.7305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7421	0.7316	0.0105	1.4%	0.0036	0.5%	92%	True	False	54,400
10	0.7424	0.7313	0.0111	1.5%	0.0038	0.5%	90%	False	False	28,223
20	0.7424	0.7313	0.0111	1.5%	0.0036	0.5%	90%	False	False	14,408
40	0.7636	0.7313	0.0323	4.4%	0.0036	0.5%	31%	False	False	7,288
60	0.7652	0.7313	0.0339	4.6%	0.0036	0.5%	29%	False	False	4,918
80	0.7652	0.7313	0.0339	4.6%	0.0034	0.5%	29%	False	False	3,724
100	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	29%	False	False	2,982
120	0.7652	0.7313	0.0339	4.6%	0.0029	0.4%	29%	False	False	2,487

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7559
2.618	0.7506
1.618	0.7473
1.000	0.7453
0.618	0.7441
HIGH	0.7421
0.618	0.7408
0.500	0.7404
0.382	0.7400
LOW	0.7388
0.618	0.7368
1.000	0.7356
1.618	0.7335
2.618	0.7303
4.250	0.7250

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	0.7410	0.7406
PP	0.7407	0.7400
S1	0.7404	0.7394

Download as Excel Spreadsheet

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

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