CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	0.7523	0.7518	-0.0006	-0.1%	0.7464
High	0.7546	0.7582	0.0036	0.5%	0.7524
Low	0.7500	0.7499	-0.0002	0.0%	0.7445
Close	0.7522	0.7581	0.0059	0.8%	0.7503
Range	0.0046	0.0084	0.0038	81.5%	0.0080
ATR	0.0040	0.0043	0.0003	7.7%	0.0000
Volume	68,466	103,857	35,391	51.7%	48,502

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7804	0.7776	0.7626
R3	0.7721	0.7692	0.7603
R2	0.7637	0.7637	0.7596
R1	0.7609	0.7609	0.7588	0.7623
PP	0.7554	0.7554	0.7554	0.7561
S1	0.7525	0.7525	0.7573	0.7540
S2	0.7470	0.7470	0.7565
S3	0.7387	0.7442	0.7558
S4	0.7303	0.7358	0.7535

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	0.7582	0.7485	0.0098	1.3%	0.0050	0.7%	98%	True	False	55,036
10	0.7582	0.7445	0.0138	1.8%	0.0042	0.6%	99%	True	False	30,451
20	0.7582	0.7343	0.0239	3.2%	0.0039	0.5%	99%	True	False	16,156
40	0.7582	0.7337	0.0245	3.2%	0.0042	0.6%	99%	True	False	8,205
60	0.7582	0.7264	0.0318	4.2%	0.0039	0.5%	100%	True	False	5,493
80	0.7582	0.7244	0.0338	4.5%	0.0039	0.5%	100%	True	False	4,170
100	0.7582	0.7244	0.0338	4.5%	0.0035	0.5%	100%	True	False	3,338
120	0.7582	0.7244	0.0338	4.5%	0.0033	0.4%	100%	True	False	2,783

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.7937
2.618	0.7801
1.618	0.7717
1.000	0.7666
0.618	0.7634
HIGH	0.7582
0.618	0.7550
0.500	0.7540
0.382	0.7530
LOW	0.7499
0.618	0.7447
1.000	0.7415
1.618	0.7363
2.618	0.7280
4.250	0.7144

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	0.7567	0.7565
PP	0.7554	0.7550
S1	0.7540	0.7535

Download as Excel Spreadsheet

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

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