CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	0.7439	0.7428	-0.0011	-0.1%	0.7402
High	0.7439	0.7459	0.0020	0.3%	0.7485
Low	0.7394	0.7421	0.0027	0.4%	0.7394
Close	0.7433	0.7429	-0.0004	-0.1%	0.7429
Range	0.0045	0.0038	-0.0007	-15.6%	0.0091
ATR	0.0040	0.0040	0.0000	-0.3%	0.0000
Volume	102,310	93,216	-9,094	-8.9%	472,339

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7550	0.7527	0.7449
R3	0.7512	0.7489	0.7439
R2	0.7474	0.7474	0.7435
R1	0.7451	0.7451	0.7432	0.7463
PP	0.7436	0.7436	0.7436	0.7442
S1	0.7413	0.7413	0.7425	0.7425
S2	0.7398	0.7398	0.7422
S3	0.7360	0.7375	0.7418
S4	0.7322	0.7337	0.7408

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7660	0.7479
R3	0.7618	0.7569	0.7454
R2	0.7527	0.7527	0.7445
R1	0.7478	0.7478	0.7437	0.7502
PP	0.7436	0.7436	0.7436	0.7448
S1	0.7387	0.7387	0.7420	0.7411
S2	0.7345	0.7345	0.7412
S3	0.7254	0.7296	0.7403
S4	0.7163	0.7205	0.7378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7485	0.7394	0.0091	1.2%	0.0044	0.6%	38%	False	False	94,467
10	0.7485	0.7342	0.0143	1.9%	0.0039	0.5%	60%	False	False	82,989
20	0.7485	0.7313	0.0172	2.3%	0.0038	0.5%	67%	False	False	43,477
40	0.7613	0.7313	0.0300	4.0%	0.0037	0.5%	39%	False	False	21,848
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	34%	False	False	14,618
80	0.7652	0.7313	0.0339	4.6%	0.0036	0.5%	34%	False	False	11,003
100	0.7652	0.7313	0.0339	4.6%	0.0033	0.4%	34%	False	False	8,810
120	0.7652	0.7313	0.0339	4.6%	0.0030	0.4%	34%	False	False	7,344

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7620
2.618	0.7558
1.618	0.7520
1.000	0.7497
0.618	0.7482
HIGH	0.7459
0.618	0.7444
0.500	0.7440
0.382	0.7435
LOW	0.7421
0.618	0.7397
1.000	0.7383
1.618	0.7359
2.618	0.7321
4.250	0.7259

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	0.7440	0.7434
PP	0.7436	0.7432
S1	0.7432	0.7430

Download as Excel Spreadsheet

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

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