CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	0.7555	0.7556	0.0001	0.0%	0.7597
High	0.7563	0.7581	0.0018	0.2%	0.7634
Low	0.7537	0.7534	-0.0003	0.0%	0.7534
Close	0.7559	0.7563	0.0004	0.1%	0.7563
Range	0.0027	0.0047	0.0021	77.4%	0.0100
ATR	0.0042	0.0042	0.0000	0.9%	0.0000
Volume	63,269	77,218	13,949	22.0%	354,272

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7679	0.7589
R3	0.7653	0.7632	0.7576
R2	0.7606	0.7606	0.7572
R1	0.7585	0.7585	0.7567	0.7596
PP	0.7559	0.7559	0.7559	0.7565
S1	0.7538	0.7538	0.7559	0.7549
S2	0.7512	0.7512	0.7554
S3	0.7465	0.7491	0.7550
S4	0.7418	0.7444	0.7537

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7877	0.7820	0.7618
R3	0.7777	0.7720	0.7591
R2	0.7677	0.7677	0.7581
R1	0.7620	0.7620	0.7572	0.7599
PP	0.7577	0.7577	0.7577	0.7566
S1	0.7520	0.7520	0.7554	0.7499
S2	0.7477	0.7477	0.7545
S3	0.7377	0.7420	0.7536
S4	0.7277	0.7320	0.7508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7634	0.7534	0.0100	1.3%	0.0039	0.5%	29%	False	True	70,854
10	0.7634	0.7534	0.0100	1.3%	0.0040	0.5%	29%	False	True	75,807
20	0.7634	0.7445	0.0190	2.5%	0.0041	0.5%	63%	False	False	53,129
40	0.7634	0.7343	0.0291	3.8%	0.0043	0.6%	76%	False	False	27,107
60	0.7634	0.7337	0.0297	3.9%	0.0040	0.5%	76%	False	False	18,111
80	0.7634	0.7244	0.0390	5.2%	0.0040	0.5%	82%	False	False	13,622
100	0.7634	0.7244	0.0390	5.2%	0.0038	0.5%	82%	False	False	10,918
120	0.7634	0.7244	0.0390	5.2%	0.0034	0.5%	82%	False	False	9,100

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7781
2.618	0.7704
1.618	0.7657
1.000	0.7628
0.618	0.7610
HIGH	0.7581
0.618	0.7563
0.500	0.7558
0.382	0.7552
LOW	0.7534
0.618	0.7505
1.000	0.7487
1.618	0.7458
2.618	0.7411
4.250	0.7334

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	0.7561	0.7563
PP	0.7559	0.7563
S1	0.7558	0.7563

Download as Excel Spreadsheet

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

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