CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 23-Jun-2023

Day Change Summary
	Previous	Current
	22-Jun-2023	23-Jun-2023	Change	Change %	Previous Week
Open	0.7607	0.7614	0.0008	0.1%	0.7589
High	0.7622	0.7618	-0.0004	0.0%	0.7622
Low	0.7598	0.7571	-0.0028	-0.4%	0.7546
Close	0.7617	0.7591	-0.0026	-0.3%	0.7591
Range	0.0024	0.0048	0.0024	102.1%	0.0076
ATR	0.0042	0.0043	0.0000	0.9%	0.0000
Volume	64,577	69,783	5,206	8.1%	314,001

Daily Pivots for day following 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7736	0.7711	0.7617
R3	0.7688	0.7663	0.7604
R2	0.7641	0.7641	0.7600
R1	0.7616	0.7616	0.7595	0.7605
PP	0.7593	0.7593	0.7593	0.7588
S1	0.7568	0.7568	0.7587	0.7557
S2	0.7546	0.7546	0.7582
S3	0.7498	0.7521	0.7578
S4	0.7451	0.7473	0.7565

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7777	0.7633
R3	0.7737	0.7702	0.7612
R2	0.7662	0.7662	0.7605
R1	0.7626	0.7626	0.7598	0.7644
PP	0.7586	0.7586	0.7586	0.7595
S1	0.7551	0.7551	0.7584	0.7569
S2	0.7511	0.7511	0.7577
S3	0.7435	0.7475	0.7570
S4	0.7360	0.7400	0.7549

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7622	0.7546	0.0076	1.0%	0.0042	0.5%	60%	False	False	80,760
10	0.7622	0.7485	0.0137	1.8%	0.0046	0.6%	78%	False	False	67,898
20	0.7622	0.7343	0.0279	3.7%	0.0041	0.5%	89%	False	False	35,789
40	0.7622	0.7337	0.0285	3.7%	0.0043	0.6%	89%	False	False	18,285
60	0.7622	0.7337	0.0285	3.7%	0.0039	0.5%	89%	False	False	12,216
80	0.7622	0.7244	0.0378	5.0%	0.0040	0.5%	92%	False	False	9,214
100	0.7622	0.7244	0.0378	5.0%	0.0037	0.5%	92%	False	False	7,376
120	0.7622	0.7244	0.0378	5.0%	0.0035	0.5%	92%	False	False	6,148

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	0.7820
2.618	0.7742
1.618	0.7695
1.000	0.7666
0.618	0.7647
HIGH	0.7618
0.618	0.7600
0.500	0.7594
0.382	0.7589
LOW	0.7571
0.618	0.7541
1.000	0.7523
1.618	0.7494
2.618	0.7446
4.250	0.7369

Fisher Pivots for day following 23-Jun-2023
Pivot	1 day	3 day
R1	0.7594	0.7591
PP	0.7593	0.7591
S1	0.7592	0.7591

Download as Excel Spreadsheet

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

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