CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	0.7589	0.7568	-0.0021	-0.3%	0.7509
High	0.7599	0.7611	0.0012	0.2%	0.7599
Low	0.7546	0.7561	0.0015	0.2%	0.7485
Close	0.7569	0.7610	0.0041	0.5%	0.7598
Range	0.0053	0.0050	-0.0003	-4.8%	0.0115
ATR	0.0043	0.0044	0.0000	1.1%	0.0000
Volume	109,146	70,495	-38,651	-35.4%	344,193

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7744	0.7727	0.7637
R3	0.7694	0.7677	0.7623
R2	0.7644	0.7644	0.7619
R1	0.7627	0.7627	0.7614	0.7635
PP	0.7594	0.7594	0.7594	0.7598
S1	0.7577	0.7577	0.7605	0.7585
S2	0.7544	0.7544	0.7600
S3	0.7494	0.7527	0.7596
S4	0.7444	0.7477	0.7582

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	0.7611	0.7499	0.0112	1.5%	0.0053	0.7%	99%	True	False	88,353
10	0.7611	0.7465	0.0146	1.9%	0.0047	0.6%	99%	True	False	56,609
20	0.7611	0.7343	0.0268	3.5%	0.0042	0.6%	100%	True	False	29,567
40	0.7611	0.7337	0.0274	3.6%	0.0043	0.6%	100%	True	False	14,937
60	0.7611	0.7335	0.0276	3.6%	0.0039	0.5%	100%	True	False	9,978
80	0.7611	0.7244	0.0367	4.8%	0.0039	0.5%	100%	True	False	7,537
100	0.7611	0.7244	0.0367	4.8%	0.0036	0.5%	100%	True	False	6,033
120	0.7611	0.7244	0.0367	4.8%	0.0034	0.5%	100%	True	False	5,028

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7823
2.618	0.7741
1.618	0.7691
1.000	0.7661
0.618	0.7641
HIGH	0.7611
0.618	0.7591
0.500	0.7586
0.382	0.7580
LOW	0.7561
0.618	0.7530
1.000	0.7511
1.618	0.7480
2.618	0.7430
4.250	0.7348

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	0.7602	0.7599
PP	0.7594	0.7589
S1	0.7586	0.7578

Download as Excel Spreadsheet

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

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