CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	0.7492	0.7523	0.0031	0.4%	0.7464
High	0.7539	0.7546	0.0008	0.1%	0.7524
Low	0.7488	0.7500	0.0013	0.2%	0.7445
Close	0.7525	0.7522	-0.0003	0.0%	0.7503
Range	0.0051	0.0046	-0.0005	-9.8%	0.0080
ATR	0.0040	0.0040	0.0000	1.1%	0.0000
Volume	41,128	68,466	27,338	66.5%	48,502

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7637	0.7547
R3	0.7615	0.7591	0.7534
R2	0.7569	0.7569	0.7530
R1	0.7545	0.7545	0.7526	0.7534
PP	0.7523	0.7523	0.7523	0.7517
S1	0.7499	0.7499	0.7517	0.7488
S2	0.7477	0.7477	0.7513
S3	0.7431	0.7453	0.7509
S4	0.7385	0.7407	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	0.7546	0.7482	0.0064	0.9%	0.0040	0.5%	62%	True	False	35,992
10	0.7546	0.7383	0.0163	2.2%	0.0041	0.5%	85%	True	False	20,225
20	0.7546	0.7343	0.0203	2.7%	0.0038	0.5%	88%	True	False	10,978
40	0.7546	0.7337	0.0209	2.8%	0.0041	0.5%	88%	True	False	5,609
60	0.7546	0.7264	0.0282	3.7%	0.0038	0.5%	91%	True	False	3,763
80	0.7546	0.7244	0.0302	4.0%	0.0038	0.5%	92%	True	False	2,872
100	0.7546	0.7244	0.0302	4.0%	0.0034	0.5%	92%	True	False	2,300
120	0.7546	0.7244	0.0302	4.0%	0.0033	0.4%	92%	True	False	1,918

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7742
2.618	0.7666
1.618	0.7620
1.000	0.7592
0.618	0.7574
HIGH	0.7546
0.618	0.7528
0.500	0.7523
0.382	0.7518
LOW	0.7500
0.618	0.7472
1.000	0.7454
1.618	0.7426
2.618	0.7380
4.250	0.7305

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	0.7523	0.7519
PP	0.7523	0.7517
S1	0.7522	0.7515

Download as Excel Spreadsheet

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

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