CME Canadian Dollar Future September 2023

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

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	0.7498	0.7509	0.0012	0.2%	0.7464
High	0.7524	0.7523	-0.0002	0.0%	0.7524
Low	0.7491	0.7485	-0.0007	-0.1%	0.7445
Close	0.7503	0.7491	-0.0012	-0.2%	0.7503
Range	0.0033	0.0038	0.0005	15.2%	0.0080
ATR	0.0039	0.0039	0.0000	-0.2%	0.0000
Volume	20,792	40,941	20,149	96.9%	48,502

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7590	0.7512
R3	0.7575	0.7552	0.7501
R2	0.7537	0.7537	0.7498
R1	0.7514	0.7514	0.7494	0.7507
PP	0.7499	0.7499	0.7499	0.7496
S1	0.7476	0.7476	0.7488	0.7469
S2	0.7461	0.7461	0.7484
S3	0.7423	0.7438	0.7481
S4	0.7385	0.7400	0.7470

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7729	0.7695	0.7546
R3	0.7649	0.7616	0.7524
R2	0.7570	0.7570	0.7517
R1	0.7536	0.7536	0.7510	0.7553
PP	0.7490	0.7490	0.7490	0.7499
S1	0.7457	0.7457	0.7495	0.7474
S2	0.7411	0.7411	0.7488
S3	0.7331	0.7377	0.7481
S4	0.7252	0.7298	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7524	0.7450	0.0074	1.0%	0.0038	0.5%	55%	False	False	17,453
10	0.7524	0.7345	0.0179	2.4%	0.0038	0.5%	82%	False	False	9,628
20	0.7524	0.7343	0.0181	2.4%	0.0038	0.5%	82%	False	False	5,535
40	0.7526	0.7337	0.0189	2.5%	0.0039	0.5%	81%	False	False	2,871
60	0.7534	0.7264	0.0270	3.6%	0.0038	0.5%	84%	False	False	1,938
80	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	85%	False	False	1,502
100	0.7537	0.7244	0.0293	3.9%	0.0034	0.5%	84%	False	False	1,204
120	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	84%	False	False	1,004

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7684
2.618	0.7622
1.618	0.7584
1.000	0.7561
0.618	0.7546
HIGH	0.7523
0.618	0.7508
0.500	0.7504
0.382	0.7499
LOW	0.7485
0.618	0.7461
1.000	0.7447
1.618	0.7423
2.618	0.7385
4.250	0.7323

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	0.7504	0.7503
PP	0.7499	0.7499
S1	0.7495	0.7495

Download as Excel Spreadsheet

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

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