CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	0.7390	0.7412	0.0023	0.3%	0.7347
High	0.7421	0.7420	-0.0001	0.0%	0.7421
Low	0.7388	0.7390	0.0002	0.0%	0.7342
Close	0.7413	0.7407	-0.0006	-0.1%	0.7407
Range	0.0033	0.0030	-0.0003	-7.7%	0.0079
ATR	0.0037	0.0036	0.0000	-1.3%	0.0000
Volume	92,056	110,532	18,476	20.1%	357,557

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7481	0.7424
R3	0.7466	0.7451	0.7415
R2	0.7436	0.7436	0.7413
R1	0.7421	0.7421	0.7410	0.7414
PP	0.7406	0.7406	0.7406	0.7402
S1	0.7391	0.7391	0.7404	0.7384
S2	0.7376	0.7376	0.7402
S3	0.7346	0.7361	0.7399
S4	0.7316	0.7331	0.7391

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7625	0.7595	0.7450
R3	0.7547	0.7516	0.7429
R2	0.7468	0.7468	0.7421
R1	0.7438	0.7438	0.7414	0.7453
PP	0.7390	0.7390	0.7390	0.7398
S1	0.7359	0.7359	0.7400	0.7375
S2	0.7311	0.7311	0.7393
S3	0.7233	0.7281	0.7385
S4	0.7154	0.7202	0.7364

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7421	0.7342	0.0079	1.1%	0.0034	0.5%	83%	False	False	71,511
10	0.7424	0.7313	0.0111	1.5%	0.0038	0.5%	85%	False	False	39,194
20	0.7424	0.7313	0.0111	1.5%	0.0036	0.5%	85%	False	False	19,931
40	0.7616	0.7313	0.0303	4.1%	0.0036	0.5%	31%	False	False	10,050
60	0.7652	0.7313	0.0339	4.6%	0.0036	0.5%	28%	False	False	6,758
80	0.7652	0.7313	0.0339	4.6%	0.0034	0.5%	28%	False	False	5,105
100	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	28%	False	False	4,087
120	0.7652	0.7313	0.0339	4.6%	0.0029	0.4%	28%	False	False	3,408

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7499
1.618	0.7469
1.000	0.7450
0.618	0.7439
HIGH	0.7420
0.618	0.7409
0.500	0.7405
0.382	0.7401
LOW	0.7390
0.618	0.7371
1.000	0.7360
1.618	0.7341
2.618	0.7311
4.250	0.7263

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	0.7406	0.7403
PP	0.7406	0.7399
S1	0.7405	0.7395

Download as Excel Spreadsheet

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

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