CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	0.7441	0.7406	-0.0035	-0.5%	0.7402
High	0.7444	0.7419	-0.0026	-0.3%	0.7485
Low	0.7401	0.7392	-0.0009	-0.1%	0.7394
Close	0.7404	0.7410	0.0006	0.1%	0.7429
Range	0.0044	0.0027	-0.0017	-39.1%	0.0091
ATR	0.0039	0.0038	-0.0001	-2.3%	0.0000
Volume	75,924	84,976	9,052	11.9%	472,339

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7486	0.7475	0.7425
R3	0.7460	0.7448	0.7417
R2	0.7433	0.7433	0.7415
R1	0.7422	0.7422	0.7412	0.7428
PP	0.7407	0.7407	0.7407	0.7410
S1	0.7395	0.7395	0.7408	0.7401
S2	0.7380	0.7380	0.7405
S3	0.7354	0.7369	0.7403
S4	0.7327	0.7342	0.7395

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	0.7459	0.7392	0.0067	0.9%	0.0035	0.5%	27%	False	True	84,617
10	0.7485	0.7388	0.0097	1.3%	0.0038	0.5%	23%	False	False	90,249
20	0.7485	0.7313	0.0172	2.3%	0.0038	0.5%	56%	False	False	54,726
40	0.7548	0.7313	0.0235	3.2%	0.0036	0.5%	41%	False	False	27,526
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	29%	False	False	18,405
80	0.7652	0.7313	0.0339	4.6%	0.0035	0.5%	29%	False	False	13,844
100	0.7652	0.7313	0.0339	4.6%	0.0033	0.4%	29%	False	False	11,084
120	0.7652	0.7313	0.0339	4.6%	0.0031	0.4%	29%	False	False	9,239

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7531
2.618	0.7488
1.618	0.7461
1.000	0.7445
0.618	0.7435
HIGH	0.7419
0.618	0.7408
0.500	0.7405
0.382	0.7402
LOW	0.7392
0.618	0.7376
1.000	0.7366
1.618	0.7349
2.618	0.7323
4.250	0.7279

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	0.7408	0.7418
PP	0.7407	0.7415
S1	0.7405	0.7413

Download as Excel Spreadsheet

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

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