CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	0.7425	0.7445	0.0021	0.3%	0.7347
High	0.7485	0.7474	-0.0011	-0.1%	0.7421
Low	0.7423	0.7429	0.0006	0.1%	0.7342
Close	0.7448	0.7451	0.0003	0.0%	0.7407
Range	0.0063	0.0046	-0.0017	-27.2%	0.0079
ATR	0.0038	0.0039	0.0001	1.4%	0.0000
Volume	114,472	91,090	-23,382	-20.4%	357,557

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7565	0.7476
R3	0.7542	0.7519	0.7463
R2	0.7497	0.7497	0.7459
R1	0.7474	0.7474	0.7455	0.7485
PP	0.7451	0.7451	0.7451	0.7457
S1	0.7428	0.7428	0.7446	0.7440
S2	0.7406	0.7406	0.7442
S3	0.7360	0.7383	0.7438
S4	0.7315	0.7337	0.7425

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	0.7388	0.0097	1.3%	0.0040	0.5%	64%	False	False	95,880
10	0.7485	0.7313	0.0172	2.3%	0.0038	0.5%	80%	False	False	66,214
20	0.7485	0.7313	0.0172	2.3%	0.0038	0.5%	80%	False	False	33,746
40	0.7613	0.7313	0.0300	4.0%	0.0037	0.5%	46%	False	False	16,964
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	41%	False	False	11,367
80	0.7652	0.7313	0.0339	4.6%	0.0035	0.5%	41%	False	False	8,564
100	0.7652	0.7313	0.0339	4.6%	0.0033	0.4%	41%	False	False	6,855
120	0.7652	0.7313	0.0339	4.6%	0.0030	0.4%	41%	False	False	5,715

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7667
2.618	0.7593
1.618	0.7548
1.000	0.7520
0.618	0.7502
HIGH	0.7474
0.618	0.7457
0.500	0.7451
0.382	0.7446
LOW	0.7429
0.618	0.7400
1.000	0.7383
1.618	0.7355
2.618	0.7309
4.250	0.7235

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	0.7451	0.7448
PP	0.7451	0.7446
S1	0.7451	0.7443

Download as Excel Spreadsheet

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

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