CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	0.7591	0.7555	-0.0036	-0.5%	0.7589
High	0.7592	0.7563	-0.0029	-0.4%	0.7622
Low	0.7542	0.7537	-0.0006	-0.1%	0.7546
Close	0.7556	0.7559	0.0003	0.0%	0.7591
Range	0.0050	0.0027	-0.0023	-46.5%	0.0076
ATR	0.0043	0.0042	-0.0001	-2.8%	0.0000
Volume	75,602	63,269	-12,333	-16.3%	314,001

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7622	0.7574
R3	0.7606	0.7596	0.7566
R2	0.7579	0.7579	0.7564
R1	0.7569	0.7569	0.7561	0.7574
PP	0.7553	0.7553	0.7553	0.7555
S1	0.7543	0.7543	0.7557	0.7548
S2	0.7526	0.7526	0.7554
S3	0.7500	0.7516	0.7552
S4	0.7473	0.7490	0.7544

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	0.7537	0.0098	1.3%	0.0039	0.5%	23%	False	True	69,367
10	0.7634	0.7499	0.0136	1.8%	0.0044	0.6%	45%	False	False	78,471
20	0.7634	0.7383	0.0251	3.3%	0.0043	0.6%	70%	False	False	49,348
40	0.7634	0.7343	0.0291	3.8%	0.0042	0.6%	74%	False	False	25,190
60	0.7634	0.7337	0.0297	3.9%	0.0039	0.5%	75%	False	False	16,824
80	0.7634	0.7244	0.0390	5.2%	0.0040	0.5%	81%	False	False	12,669
100	0.7634	0.7244	0.0390	5.2%	0.0038	0.5%	81%	False	False	10,146
120	0.7634	0.7244	0.0390	5.2%	0.0034	0.4%	81%	False	False	8,456

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7632
1.618	0.7606
1.000	0.7590
0.618	0.7579
HIGH	0.7563
0.618	0.7553
0.500	0.7550
0.382	0.7547
LOW	0.7537
0.618	0.7520
1.000	0.7510
1.618	0.7494
2.618	0.7467
4.250	0.7424

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	0.7556	0.7585
PP	0.7553	0.7577
S1	0.7550	0.7568

Download as Excel Spreadsheet

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

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