CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	0.7556	0.7560	0.0004	0.0%	0.7597
High	0.7581	0.7568	-0.0014	-0.2%	0.7634
Low	0.7534	0.7543	0.0009	0.1%	0.7534
Close	0.7563	0.7555	-0.0009	-0.1%	0.7563
Range	0.0047	0.0025	-0.0022	-46.8%	0.0100
ATR	0.0042	0.0041	-0.0001	-2.9%	0.0000
Volume	77,218	45,560	-31,658	-41.0%	354,272

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7617	0.7568
R3	0.7605	0.7592	0.7561
R2	0.7580	0.7580	0.7559
R1	0.7567	0.7567	0.7557	0.7561
PP	0.7555	0.7555	0.7555	0.7552
S1	0.7542	0.7542	0.7552	0.7536
S2	0.7530	0.7530	0.7550
S3	0.7505	0.7517	0.7548
S4	0.7480	0.7492	0.7541

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%	21%	False	False	66,165
10	0.7634	0.7534	0.0100	1.3%	0.0039	0.5%	21%	False	False	71,383
20	0.7634	0.7445	0.0190	2.5%	0.0041	0.5%	58%	False	False	55,326
40	0.7634	0.7343	0.0291	3.9%	0.0042	0.6%	73%	False	False	28,237
60	0.7634	0.7337	0.0297	3.9%	0.0040	0.5%	73%	False	False	18,869
80	0.7634	0.7244	0.0390	5.2%	0.0040	0.5%	80%	False	False	14,187
100	0.7634	0.7244	0.0390	5.2%	0.0038	0.5%	80%	False	False	11,374
120	0.7634	0.7244	0.0390	5.2%	0.0035	0.5%	80%	False	False	9,479

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7674
2.618	0.7633
1.618	0.7608
1.000	0.7593
0.618	0.7583
HIGH	0.7568
0.618	0.7558
0.500	0.7555
0.382	0.7552
LOW	0.7543
0.618	0.7527
1.000	0.7518
1.618	0.7502
2.618	0.7477
4.250	0.7436

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	0.7555	0.7558
PP	0.7555	0.7557
S1	0.7555	0.7556

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

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