CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	0.7428	0.7431	0.0004	0.0%	0.7402
High	0.7459	0.7442	-0.0017	-0.2%	0.7485
Low	0.7421	0.7421	0.0000	0.0%	0.7394
Close	0.7429	0.7432	0.0004	0.0%	0.7429
Range	0.0038	0.0021	-0.0017	-44.7%	0.0091
ATR	0.0040	0.0038	-0.0001	-3.4%	0.0000
Volume	93,216	66,663	-26,553	-28.5%	472,339

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7494	0.7484	0.7444
R3	0.7473	0.7463	0.7438
R2	0.7452	0.7452	0.7436
R1	0.7442	0.7442	0.7434	0.7447
PP	0.7431	0.7431	0.7431	0.7434
S1	0.7421	0.7421	0.7430	0.7426
S2	0.7410	0.7410	0.7428
S3	0.7389	0.7400	0.7426
S4	0.7368	0.7379	0.7420

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%	0.0042	0.6%	42%	False	False	93,550
10	0.7485	0.7367	0.0119	1.6%	0.0037	0.5%	55%	False	False	87,243
20	0.7485	0.7313	0.0172	2.3%	0.0038	0.5%	69%	False	False	46,773
40	0.7613	0.7313	0.0300	4.0%	0.0037	0.5%	40%	False	False	23,512
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	35%	False	False	15,726
80	0.7652	0.7313	0.0339	4.6%	0.0035	0.5%	35%	False	False	11,834
100	0.7652	0.7313	0.0339	4.6%	0.0033	0.4%	35%	False	False	9,477
120	0.7652	0.7313	0.0339	4.6%	0.0030	0.4%	35%	False	False	7,898

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.7531
2.618	0.7496
1.618	0.7475
1.000	0.7463
0.618	0.7454
HIGH	0.7442
0.618	0.7433
0.500	0.7431
0.382	0.7429
LOW	0.7421
0.618	0.7408
1.000	0.7400
1.618	0.7387
2.618	0.7366
4.250	0.7331

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	0.7432	0.7430
PP	0.7431	0.7428
S1	0.7431	0.7426

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

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