CME Canadian Dollar Future September 2023

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

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	0.7509	0.7492	-0.0017	-0.2%	0.7464
High	0.7523	0.7539	0.0016	0.2%	0.7524
Low	0.7485	0.7488	0.0003	0.0%	0.7445
Close	0.7491	0.7525	0.0034	0.4%	0.7503
Range	0.0038	0.0051	0.0013	34.2%	0.0080
ATR	0.0039	0.0040	0.0001	2.2%	0.0000
Volume	40,941	41,128	187	0.5%	48,502

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7670	0.7648	0.7553
R3	0.7619	0.7597	0.7539
R2	0.7568	0.7568	0.7534
R1	0.7546	0.7546	0.7529	0.7557
PP	0.7517	0.7517	0.7517	0.7522
S1	0.7495	0.7495	0.7520	0.7506
S2	0.7466	0.7466	0.7515
S3	0.7415	0.7444	0.7510
S4	0.7364	0.7393	0.7496

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	0.7539	0.7465	0.0074	1.0%	0.0042	0.6%	81%	True	False	24,865
10	0.7539	0.7345	0.0194	2.6%	0.0041	0.5%	93%	True	False	13,697
20	0.7539	0.7343	0.0196	2.6%	0.0038	0.5%	93%	True	False	7,586
40	0.7539	0.7337	0.0202	2.7%	0.0040	0.5%	93%	True	False	3,898
60	0.7539	0.7264	0.0275	3.6%	0.0038	0.5%	95%	True	False	2,622
80	0.7539	0.7244	0.0295	3.9%	0.0038	0.5%	95%	True	False	2,016
100	0.7539	0.7244	0.0295	3.9%	0.0034	0.5%	95%	True	False	1,615
120	0.7539	0.7244	0.0295	3.9%	0.0032	0.4%	95%	True	False	1,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7672
1.618	0.7621
1.000	0.7590
0.618	0.7570
HIGH	0.7539
0.618	0.7519
0.500	0.7513
0.382	0.7507
LOW	0.7488
0.618	0.7456
1.000	0.7437
1.618	0.7405
2.618	0.7354
4.250	0.7271

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	0.7521	0.7520
PP	0.7517	0.7516
S1	0.7513	0.7512

Download as Excel Spreadsheet

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

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