CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	0.7612	0.7591	-0.0022	-0.3%	0.7589
High	0.7634	0.7592	-0.0043	-0.6%	0.7622
Low	0.7590	0.7542	-0.0048	-0.6%	0.7546
Close	0.7598	0.7556	-0.0042	-0.5%	0.7591
Range	0.0045	0.0050	0.0005	11.2%	0.0076
ATR	0.0042	0.0043	0.0001	2.3%	0.0000
Volume	69,177	75,602	6,425	9.3%	314,001

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7683	0.7583
R3	0.7662	0.7634	0.7570
R2	0.7613	0.7613	0.7565
R1	0.7584	0.7584	0.7561	0.7574
PP	0.7563	0.7563	0.7563	0.7558
S1	0.7535	0.7535	0.7551	0.7524
S2	0.7514	0.7514	0.7547
S3	0.7464	0.7485	0.7542
S4	0.7415	0.7436	0.7529

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	0.7542	0.0092	1.2%	0.0038	0.5%	15%	False	True	69,629
10	0.7634	0.7499	0.0136	1.8%	0.0046	0.6%	42%	False	False	78,991
20	0.7634	0.7345	0.0289	3.8%	0.0043	0.6%	73%	False	False	46,344
40	0.7634	0.7343	0.0291	3.9%	0.0043	0.6%	73%	False	False	23,624
60	0.7634	0.7337	0.0297	3.9%	0.0039	0.5%	74%	False	False	15,774
80	0.7634	0.7244	0.0390	5.2%	0.0040	0.5%	80%	False	False	11,880
100	0.7634	0.7244	0.0390	5.2%	0.0037	0.5%	80%	False	False	9,514
120	0.7634	0.7244	0.0390	5.2%	0.0035	0.5%	80%	False	False	7,929

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7802
2.618	0.7721
1.618	0.7672
1.000	0.7641
0.618	0.7622
HIGH	0.7592
0.618	0.7573
0.500	0.7567
0.382	0.7561
LOW	0.7542
0.618	0.7511
1.000	0.7493
1.618	0.7462
2.618	0.7412
4.250	0.7332

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	0.7567	0.7588
PP	0.7563	0.7577
S1	0.7560	0.7567

Download as Excel Spreadsheet

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

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