CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	0.7575	0.7589	0.0014	0.2%	0.7509
High	0.7599	0.7599	-0.0001	0.0%	0.7599
Low	0.7564	0.7546	-0.0018	-0.2%	0.7485
Close	0.7598	0.7569	-0.0029	-0.4%	0.7598
Range	0.0035	0.0053	0.0018	50.0%	0.0115
ATR	0.0043	0.0043	0.0001	1.6%	0.0000
Volume	89,801	109,146	19,345	21.5%	344,193

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7729	0.7701	0.7598
R3	0.7676	0.7649	0.7583
R2	0.7624	0.7624	0.7579
R1	0.7596	0.7596	0.7574	0.7584
PP	0.7571	0.7571	0.7571	0.7565
S1	0.7544	0.7544	0.7564	0.7531
S2	0.7519	0.7519	0.7559
S3	0.7466	0.7491	0.7555
S4	0.7414	0.7439	0.7540

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	0.7488	0.0112	1.5%	0.0054	0.7%	73%	False	False	82,479
10	0.7599	0.7450	0.0149	2.0%	0.0046	0.6%	80%	False	False	49,966
20	0.7599	0.7343	0.0256	3.4%	0.0041	0.5%	88%	False	False	26,053
40	0.7599	0.7337	0.0262	3.5%	0.0042	0.6%	89%	False	False	13,175
60	0.7599	0.7306	0.0293	3.9%	0.0039	0.5%	90%	False	False	8,805
80	0.7599	0.7244	0.0355	4.7%	0.0039	0.5%	92%	False	False	6,656
100	0.7599	0.7244	0.0355	4.7%	0.0036	0.5%	92%	False	False	5,328
120	0.7599	0.7244	0.0355	4.7%	0.0034	0.4%	92%	False	False	4,441

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7822
2.618	0.7736
1.618	0.7683
1.000	0.7651
0.618	0.7631
HIGH	0.7599
0.618	0.7578
0.500	0.7572
0.382	0.7566
LOW	0.7546
0.618	0.7514
1.000	0.7494
1.618	0.7461
2.618	0.7409
4.250	0.7323

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	0.7572	0.7562
PP	0.7571	0.7556
S1	0.7570	0.7549

Download as Excel Spreadsheet

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

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