CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	0.7597	0.7612	0.0016	0.2%	0.7589
High	0.7622	0.7634	0.0012	0.2%	0.7622
Low	0.7596	0.7590	-0.0007	-0.1%	0.7546
Close	0.7618	0.7598	-0.0020	-0.3%	0.7591
Range	0.0026	0.0045	0.0019	71.2%	0.0076
ATR	0.0042	0.0042	0.0000	0.4%	0.0000
Volume	69,006	69,177	171	0.2%	314,001

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7741	0.7714	0.7622
R3	0.7696	0.7669	0.7610
R2	0.7652	0.7652	0.7606
R1	0.7625	0.7625	0.7602	0.7616
PP	0.7607	0.7607	0.7607	0.7603
S1	0.7580	0.7580	0.7593	0.7571
S2	0.7563	0.7563	0.7589
S3	0.7518	0.7536	0.7585
S4	0.7474	0.7491	0.7573

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	0.7634	0.7561	0.0074	1.0%	0.0038	0.5%	50%	True	False	68,607
10	0.7634	0.7488	0.0147	1.9%	0.0046	0.6%	75%	True	False	75,543
20	0.7634	0.7345	0.0289	3.8%	0.0042	0.6%	87%	True	False	42,585
40	0.7634	0.7343	0.0291	3.8%	0.0042	0.6%	87%	True	False	21,735
60	0.7634	0.7337	0.0297	3.9%	0.0039	0.5%	88%	True	False	14,516
80	0.7634	0.7244	0.0390	5.1%	0.0040	0.5%	91%	True	False	10,938
100	0.7634	0.7244	0.0390	5.1%	0.0037	0.5%	91%	True	False	8,758
120	0.7634	0.7244	0.0390	5.1%	0.0034	0.5%	91%	True	False	7,299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.7823
2.618	0.7751
1.618	0.7706
1.000	0.7679
0.618	0.7662
HIGH	0.7634
0.618	0.7617
0.500	0.7612
0.382	0.7606
LOW	0.7590
0.618	0.7562
1.000	0.7545
1.618	0.7517
2.618	0.7473
4.250	0.7400

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	0.7612	0.7602
PP	0.7607	0.7601
S1	0.7602	0.7599

Download as Excel Spreadsheet

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

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