CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 12-Apr-2023

Day Change Summary
	Previous	Current
	11-Apr-2023	12-Apr-2023	Change	Change %	Previous Week
Open	0.7420	0.7449	0.0030	0.4%	0.7420
High	0.7446	0.7465	0.0019	0.3%	0.7476
Low	0.7420	0.7436	0.0017	0.2%	0.7412
Close	0.7445	0.7465	0.0020	0.3%	0.7426
Range	0.0026	0.0029	0.0003	9.6%	0.0064
ATR	0.0036	0.0036	-0.0001	-1.5%	0.0000
Volume	9	62	53	588.9%	441

Daily Pivots for day following 12-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7531	0.7480
R3	0.7512	0.7503	0.7472
R2	0.7484	0.7484	0.7470
R1	0.7474	0.7474	0.7467	0.7479
PP	0.7455	0.7455	0.7455	0.7457
S1	0.7446	0.7446	0.7462	0.7450
S2	0.7427	0.7427	0.7459
S3	0.7398	0.7417	0.7457
S4	0.7370	0.7389	0.7449

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	0.7465	0.7399	0.0066	0.9%	0.0025	0.3%	100%	True	False	28
10	0.7476	0.7381	0.0095	1.3%	0.0028	0.4%	88%	False	False	72
20	0.7476	0.7264	0.0212	2.8%	0.0034	0.5%	95%	False	False	72
40	0.7498	0.7244	0.0254	3.4%	0.0036	0.5%	87%	False	False	133
60	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	75%	False	False	90
80	0.7537	0.7244	0.0293	3.9%	0.0028	0.4%	75%	False	False	70
100	0.7549	0.7244	0.0305	4.1%	0.0026	0.3%	72%	False	False	59
120	0.7593	0.7244	0.0349	4.7%	0.0025	0.3%	63%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7586
2.618	0.7539
1.618	0.7511
1.000	0.7493
0.618	0.7482
HIGH	0.7465
0.618	0.7454
0.500	0.7450
0.382	0.7447
LOW	0.7436
0.618	0.7418
1.000	0.7408
1.618	0.7390
2.618	0.7361
4.250	0.7315

Fisher Pivots for day following 12-Apr-2023
Pivot	1 day	3 day
R1	0.7460	0.7454
PP	0.7455	0.7443
S1	0.7450	0.7432

Download as Excel Spreadsheet

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

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