CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 13-Apr-2023

Day Change Summary
	Previous	Current
	12-Apr-2023	13-Apr-2023	Change	Change %	Previous Week
Open	0.7449	0.7464	0.0015	0.2%	0.7420
High	0.7465	0.7518	0.0053	0.7%	0.7476
Low	0.7436	0.7464	0.0028	0.4%	0.7412
Close	0.7465	0.7518	0.0053	0.7%	0.7426
Range	0.0029	0.0054	0.0026	89.5%	0.0064
ATR	0.0036	0.0037	0.0001	3.7%	0.0000
Volume	62	59	-3	-4.8%	441

Daily Pivots for day following 13-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7644	0.7547
R3	0.7608	0.7590	0.7532
R2	0.7554	0.7554	0.7527
R1	0.7536	0.7536	0.7522	0.7545
PP	0.7500	0.7500	0.7500	0.7504
S1	0.7482	0.7482	0.7513	0.7491
S2	0.7446	0.7446	0.7508
S3	0.7392	0.7428	0.7503
S4	0.7338	0.7374	0.7488

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	0.7518	0.7399	0.0119	1.6%	0.0032	0.4%	100%	True	False	34
10	0.7518	0.7394	0.0124	1.6%	0.0030	0.4%	100%	True	False	67
20	0.7518	0.7264	0.0254	3.4%	0.0035	0.5%	100%	True	False	68
40	0.7518	0.7244	0.0274	3.6%	0.0036	0.5%	100%	True	False	133
60	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	93%	False	False	91
80	0.7537	0.7244	0.0293	3.9%	0.0028	0.4%	93%	False	False	70
100	0.7549	0.7244	0.0305	4.1%	0.0026	0.3%	90%	False	False	59
120	0.7593	0.7244	0.0349	4.6%	0.0026	0.3%	78%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7747
2.618	0.7659
1.618	0.7605
1.000	0.7572
0.618	0.7551
HIGH	0.7518
0.618	0.7497
0.500	0.7491
0.382	0.7484
LOW	0.7464
0.618	0.7430
1.000	0.7410
1.618	0.7376
2.618	0.7322
4.250	0.7234

Fisher Pivots for day following 13-Apr-2023
Pivot	1 day	3 day
R1	0.7509	0.7501
PP	0.7500	0.7485
S1	0.7491	0.7469

Download as Excel Spreadsheet

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

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