CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	0.7518	0.7575	0.0058	0.8%	0.7509
High	0.7582	0.7599	0.0017	0.2%	0.7599
Low	0.7499	0.7564	0.0066	0.9%	0.7485
Close	0.7581	0.7598	0.0018	0.2%	0.7598
Range	0.0084	0.0035	-0.0049	-58.1%	0.0115
ATR	0.0043	0.0043	-0.0001	-1.4%	0.0000
Volume	103,857	89,801	-14,056	-13.5%	344,193

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7692	0.7680	0.7617
R3	0.7657	0.7645	0.7608
R2	0.7622	0.7622	0.7604
R1	0.7610	0.7610	0.7601	0.7616
PP	0.7587	0.7587	0.7587	0.7590
S1	0.7575	0.7575	0.7595	0.7581
S2	0.7552	0.7552	0.7592
S3	0.7517	0.7540	0.7588
S4	0.7482	0.7505	0.7579

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7904	0.7866	0.7661
R3	0.7790	0.7751	0.7629
R2	0.7675	0.7675	0.7619
R1	0.7637	0.7637	0.7608	0.7656
PP	0.7561	0.7561	0.7561	0.7570
S1	0.7522	0.7522	0.7588	0.7541
S2	0.7446	0.7446	0.7577
S3	0.7332	0.7408	0.7567
S4	0.7217	0.7293	0.7535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7599	0.7485	0.0115	1.5%	0.0051	0.7%	99%	True	False	68,838
10	0.7599	0.7445	0.0155	2.0%	0.0043	0.6%	99%	True	False	39,269
20	0.7599	0.7343	0.0256	3.4%	0.0039	0.5%	100%	True	False	20,614
40	0.7599	0.7337	0.0262	3.4%	0.0042	0.6%	100%	True	False	10,448
60	0.7599	0.7264	0.0335	4.4%	0.0039	0.5%	100%	True	False	6,987
80	0.7599	0.7244	0.0355	4.7%	0.0039	0.5%	100%	True	False	5,292
100	0.7599	0.7244	0.0355	4.7%	0.0035	0.5%	100%	True	False	4,236
120	0.7599	0.7244	0.0355	4.7%	0.0033	0.4%	100%	True	False	3,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7748
2.618	0.7691
1.618	0.7656
1.000	0.7634
0.618	0.7621
HIGH	0.7599
0.618	0.7586
0.500	0.7582
0.382	0.7577
LOW	0.7564
0.618	0.7542
1.000	0.7529
1.618	0.7507
2.618	0.7472
4.250	0.7415

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	0.7593	0.7582
PP	0.7587	0.7565
S1	0.7582	0.7549

Download as Excel Spreadsheet

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

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