CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	0.7568	0.7607	0.0039	0.5%	0.7509
High	0.7611	0.7622	0.0011	0.1%	0.7599
Low	0.7561	0.7598	0.0038	0.5%	0.7485
Close	0.7610	0.7617	0.0008	0.1%	0.7598
Range	0.0050	0.0024	-0.0027	-53.0%	0.0115
ATR	0.0044	0.0042	-0.0001	-3.3%	0.0000
Volume	70,495	64,577	-5,918	-8.4%	344,193

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7683	0.7673	0.7630
R3	0.7659	0.7650	0.7623
R2	0.7636	0.7636	0.7621
R1	0.7626	0.7626	0.7619	0.7631
PP	0.7612	0.7612	0.7612	0.7615
S1	0.7603	0.7603	0.7615	0.7608
S2	0.7589	0.7589	0.7613
S3	0.7565	0.7579	0.7611
S4	0.7542	0.7556	0.7604

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	0.7622	0.7499	0.0123	1.6%	0.0049	0.6%	96%	True	False	87,575
10	0.7622	0.7482	0.0140	1.8%	0.0044	0.6%	97%	True	False	61,784
20	0.7622	0.7343	0.0279	3.7%	0.0042	0.5%	98%	True	False	32,769
40	0.7622	0.7337	0.0285	3.7%	0.0042	0.6%	98%	True	False	16,543
60	0.7622	0.7337	0.0285	3.7%	0.0039	0.5%	98%	True	False	11,053
80	0.7622	0.7244	0.0378	5.0%	0.0039	0.5%	99%	True	False	8,343
100	0.7622	0.7244	0.0378	5.0%	0.0036	0.5%	99%	True	False	6,678
120	0.7622	0.7244	0.0378	5.0%	0.0034	0.5%	99%	True	False	5,566

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7683
1.618	0.7660
1.000	0.7645
0.618	0.7636
HIGH	0.7622
0.618	0.7613
0.500	0.7610
0.382	0.7607
LOW	0.7598
0.618	0.7583
1.000	0.7575
1.618	0.7560
2.618	0.7536
4.250	0.7498

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	0.7615	0.7606
PP	0.7612	0.7595
S1	0.7610	0.7584

Download as Excel Spreadsheet

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

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