CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	0.7614	0.7597	-0.0018	-0.2%	0.7589
High	0.7618	0.7622	0.0004	0.1%	0.7622
Low	0.7571	0.7596	0.0026	0.3%	0.7546
Close	0.7591	0.7618	0.0027	0.3%	0.7591
Range	0.0048	0.0026	-0.0022	-45.3%	0.0076
ATR	0.0043	0.0042	-0.0001	-2.0%	0.0000
Volume	69,783	69,006	-777	-1.1%	314,001

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7680	0.7632
R3	0.7664	0.7654	0.7625
R2	0.7638	0.7638	0.7622
R1	0.7628	0.7628	0.7620	0.7633
PP	0.7612	0.7612	0.7612	0.7614
S1	0.7602	0.7602	0.7615	0.7607
S2	0.7586	0.7586	0.7613
S3	0.7560	0.7576	0.7610
S4	0.7534	0.7550	0.7603

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%	0.0040	0.5%	94%	True	False	76,601
10	0.7622	0.7485	0.0138	1.8%	0.0045	0.6%	97%	True	False	72,720
20	0.7622	0.7343	0.0279	3.7%	0.0041	0.5%	98%	True	False	39,181
40	0.7622	0.7337	0.0285	3.7%	0.0043	0.6%	98%	True	False	20,008
60	0.7622	0.7337	0.0285	3.7%	0.0039	0.5%	98%	True	False	13,364
80	0.7622	0.7244	0.0378	5.0%	0.0040	0.5%	99%	True	False	10,075
100	0.7622	0.7244	0.0378	5.0%	0.0037	0.5%	99%	True	False	8,066
120	0.7622	0.7244	0.0378	5.0%	0.0034	0.4%	99%	True	False	6,723

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7733
2.618	0.7690
1.618	0.7664
1.000	0.7648
0.618	0.7638
HIGH	0.7622
0.618	0.7612
0.500	0.7609
0.382	0.7606
LOW	0.7596
0.618	0.7580
1.000	0.7570
1.618	0.7554
2.618	0.7528
4.250	0.7486

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	0.7615	0.7610
PP	0.7612	0.7603
S1	0.7609	0.7596

Download as Excel Spreadsheet

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

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