CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-Apr-2023

Day Change Summary
	Previous	Current
	10-Apr-2023	11-Apr-2023	Change	Change %	Previous Week
Open	0.7421	0.7420	-0.0002	0.0%	0.7420
High	0.7432	0.7446	0.0014	0.2%	0.7476
Low	0.7399	0.7420	0.0021	0.3%	0.7412
Close	0.7422	0.7445	0.0023	0.3%	0.7426
Range	0.0033	0.0026	-0.0007	-21.2%	0.0064
ATR	0.0037	0.0036	-0.0001	-2.1%	0.0000
Volume	28	9	-19	-67.9%	441

Daily Pivots for day following 11-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7515	0.7506	0.7459
R3	0.7489	0.7480	0.7452
R2	0.7463	0.7463	0.7450
R1	0.7454	0.7454	0.7447	0.7458
PP	0.7437	0.7437	0.7437	0.7439
S1	0.7428	0.7428	0.7443	0.7432
S2	0.7411	0.7411	0.7440
S3	0.7385	0.7402	0.7438
S4	0.7359	0.7376	0.7431

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7628	0.7590	0.7460
R3	0.7565	0.7527	0.7443
R2	0.7501	0.7501	0.7437
R1	0.7463	0.7463	0.7431	0.7482
PP	0.7438	0.7438	0.7438	0.7447
S1	0.7400	0.7400	0.7420	0.7419
S2	0.7374	0.7374	0.7414
S3	0.7311	0.7336	0.7408
S4	0.7247	0.7273	0.7391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7456	0.7399	0.0057	0.8%	0.0022	0.3%	81%	False	False	22
10	0.7476	0.7376	0.0100	1.3%	0.0027	0.4%	69%	False	False	70
20	0.7476	0.7263	0.0213	2.9%	0.0035	0.5%	86%	False	False	103
40	0.7519	0.7244	0.0275	3.7%	0.0035	0.5%	73%	False	False	131
60	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	69%	False	False	90
80	0.7537	0.7244	0.0293	3.9%	0.0027	0.4%	69%	False	False	69
100	0.7549	0.7244	0.0305	4.1%	0.0025	0.3%	66%	False	False	58

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7556
2.618	0.7514
1.618	0.7488
1.000	0.7472
0.618	0.7462
HIGH	0.7446
0.618	0.7436
0.500	0.7433
0.382	0.7429
LOW	0.7420
0.618	0.7403
1.000	0.7394
1.618	0.7377
2.618	0.7351
4.250	0.7309

Fisher Pivots for day following 11-Apr-2023
Pivot	1 day	3 day
R1	0.7441	0.7437
PP	0.7437	0.7430
S1	0.7433	0.7422

Download as Excel Spreadsheet

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

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