CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	0.7560	0.7556	-0.0004	-0.1%	0.7597
High	0.7568	0.7583	0.0016	0.2%	0.7634
Low	0.7543	0.7531	-0.0012	-0.2%	0.7534
Close	0.7555	0.7538	-0.0017	-0.2%	0.7563
Range	0.0025	0.0053	0.0028	110.0%	0.0100
ATR	0.0041	0.0042	0.0001	2.0%	0.0000
Volume	45,560	90,238	44,678	98.1%	354,272

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7708	0.7676	0.7567
R3	0.7656	0.7623	0.7552
R2	0.7603	0.7603	0.7548
R1	0.7571	0.7571	0.7543	0.7561
PP	0.7551	0.7551	0.7551	0.7546
S1	0.7518	0.7518	0.7533	0.7508
S2	0.7498	0.7498	0.7528
S3	0.7446	0.7466	0.7524
S4	0.7393	0.7413	0.7509

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	0.7592	0.7531	0.0061	0.8%	0.0040	0.5%	12%	False	True	70,377
10	0.7634	0.7531	0.0104	1.4%	0.0039	0.5%	7%	False	True	69,492
20	0.7634	0.7450	0.0184	2.4%	0.0043	0.6%	48%	False	False	59,729
40	0.7634	0.7343	0.0291	3.9%	0.0041	0.5%	67%	False	False	30,489
60	0.7634	0.7337	0.0297	3.9%	0.0040	0.5%	68%	False	False	20,373
80	0.7634	0.7263	0.0372	4.9%	0.0040	0.5%	74%	False	False	15,308
100	0.7634	0.7244	0.0390	5.2%	0.0038	0.5%	75%	False	False	12,276
120	0.7634	0.7244	0.0390	5.2%	0.0035	0.5%	75%	False	False	10,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7806
2.618	0.7720
1.618	0.7668
1.000	0.7636
0.618	0.7615
HIGH	0.7583
0.618	0.7563
0.500	0.7557
0.382	0.7551
LOW	0.7531
0.618	0.7498
1.000	0.7478
1.618	0.7446
2.618	0.7393
4.250	0.7307

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	0.7557	0.7557
PP	0.7551	0.7551
S1	0.7544	0.7544

Download as Excel Spreadsheet

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

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