CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	0.7402	0.7425	0.0023	0.3%	0.7347
High	0.7432	0.7485	0.0053	0.7%	0.7421
Low	0.7402	0.7423	0.0021	0.3%	0.7342
Close	0.7420	0.7448	0.0028	0.4%	0.7407
Range	0.0031	0.0063	0.0032	104.9%	0.0079
ATR	0.0036	0.0038	0.0002	5.7%	0.0000
Volume	71,251	114,472	43,221	60.7%	357,557

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7606	0.7482
R3	0.7577	0.7543	0.7465
R2	0.7514	0.7514	0.7459
R1	0.7481	0.7481	0.7453	0.7498
PP	0.7452	0.7452	0.7452	0.7460
S1	0.7418	0.7418	0.7442	0.7435
S2	0.7389	0.7389	0.7436
S3	0.7327	0.7356	0.7430
S4	0.7264	0.7293	0.7413

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	0.7485	0.7370	0.0116	1.6%	0.0038	0.5%	68%	True	False	92,581
10	0.7485	0.7313	0.0172	2.3%	0.0036	0.5%	78%	True	False	57,343
20	0.7485	0.7313	0.0172	2.3%	0.0037	0.5%	78%	True	False	29,198
40	0.7615	0.7313	0.0302	4.0%	0.0036	0.5%	45%	False	False	14,689
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	40%	False	False	9,850
80	0.7652	0.7313	0.0339	4.6%	0.0035	0.5%	40%	False	False	7,426
100	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	40%	False	False	5,944
120	0.7652	0.7313	0.0339	4.6%	0.0030	0.4%	40%	False	False	4,956

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7751
2.618	0.7649
1.618	0.7586
1.000	0.7548
0.618	0.7524
HIGH	0.7485
0.618	0.7461
0.500	0.7454
0.382	0.7446
LOW	0.7423
0.618	0.7384
1.000	0.7360
1.618	0.7321
2.618	0.7259
4.250	0.7157

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	0.7454	0.7444
PP	0.7452	0.7441
S1	0.7450	0.7438

Download as Excel Spreadsheet

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

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