CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	0.7431	0.7441	0.0010	0.1%	0.7402
High	0.7442	0.7444	0.0003	0.0%	0.7485
Low	0.7421	0.7401	-0.0020	-0.3%	0.7394
Close	0.7432	0.7404	-0.0028	-0.4%	0.7429
Range	0.0021	0.0044	0.0023	107.1%	0.0091
ATR	0.0038	0.0039	0.0000	0.9%	0.0000
Volume	66,663	75,924	9,261	13.9%	472,339

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7547	0.7519	0.7428
R3	0.7503	0.7475	0.7416
R2	0.7460	0.7460	0.7412
R1	0.7432	0.7432	0.7408	0.7424
PP	0.7416	0.7416	0.7416	0.7412
S1	0.7388	0.7388	0.7400	0.7381
S2	0.7373	0.7373	0.7396
S3	0.7329	0.7345	0.7392
S4	0.7286	0.7301	0.7380

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	0.7474	0.7394	0.0080	1.1%	0.0039	0.5%	13%	False	False	85,840
10	0.7485	0.7370	0.0116	1.6%	0.0039	0.5%	30%	False	False	89,211
20	0.7485	0.7313	0.0172	2.3%	0.0039	0.5%	53%	False	False	50,553
40	0.7580	0.7313	0.0267	3.6%	0.0036	0.5%	34%	False	False	25,406
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	27%	False	False	16,989
80	0.7652	0.7313	0.0339	4.6%	0.0035	0.5%	27%	False	False	12,783
100	0.7652	0.7313	0.0339	4.6%	0.0033	0.4%	27%	False	False	10,235
120	0.7652	0.7313	0.0339	4.6%	0.0031	0.4%	27%	False	False	8,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7629
2.618	0.7558
1.618	0.7514
1.000	0.7488
0.618	0.7471
HIGH	0.7444
0.618	0.7427
0.500	0.7422
0.382	0.7417
LOW	0.7401
0.618	0.7374
1.000	0.7357
1.618	0.7330
2.618	0.7287
4.250	0.7216

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	0.7422	0.7430
PP	0.7416	0.7421
S1	0.7410	0.7413

Download as Excel Spreadsheet

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

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