CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	0.7445	0.7439	-0.0007	-0.1%	0.7347
High	0.7474	0.7439	-0.0035	-0.5%	0.7421
Low	0.7429	0.7394	-0.0035	-0.5%	0.7342
Close	0.7451	0.7433	-0.0018	-0.2%	0.7407
Range	0.0046	0.0045	-0.0001	-1.1%	0.0079
ATR	0.0039	0.0040	0.0001	3.3%	0.0000
Volume	91,090	102,310	11,220	12.3%	357,557

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7557	0.7540	0.7457
R3	0.7512	0.7495	0.7445
R2	0.7467	0.7467	0.7441
R1	0.7450	0.7450	0.7437	0.7436
PP	0.7422	0.7422	0.7422	0.7415
S1	0.7405	0.7405	0.7428	0.7391
S2	0.7377	0.7377	0.7424
S3	0.7332	0.7360	0.7420
S4	0.7287	0.7315	0.7408

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	0.7390	0.0095	1.3%	0.0043	0.6%	45%	False	False	97,931
10	0.7485	0.7316	0.0170	2.3%	0.0039	0.5%	69%	False	False	76,165
20	0.7485	0.7313	0.0172	2.3%	0.0038	0.5%	69%	False	False	38,841
40	0.7613	0.7313	0.0300	4.0%	0.0037	0.5%	40%	False	False	19,521
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	35%	False	False	13,067
80	0.7652	0.7313	0.0339	4.6%	0.0035	0.5%	35%	False	False	9,843
100	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	35%	False	False	7,878
120	0.7652	0.7313	0.0339	4.6%	0.0030	0.4%	35%	False	False	6,567

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7630
2.618	0.7557
1.618	0.7512
1.000	0.7484
0.618	0.7467
HIGH	0.7439
0.618	0.7422
0.500	0.7417
0.382	0.7411
LOW	0.7394
0.618	0.7366
1.000	0.7349
1.618	0.7321
2.618	0.7276
4.250	0.7203

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	0.7427	0.7440
PP	0.7422	0.7437
S1	0.7417	0.7435

Download as Excel Spreadsheet

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

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