CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	0.7556	0.7538	-0.0018	-0.2%	0.7597
High	0.7583	0.7542	-0.0042	-0.5%	0.7634
Low	0.7531	0.7486	-0.0045	-0.6%	0.7534
Close	0.7538	0.7495	-0.0043	-0.6%	0.7563
Range	0.0053	0.0056	0.0003	5.7%	0.0100
ATR	0.0042	0.0043	0.0001	2.3%	0.0000
Volume	90,238	81,212	-9,026	-10.0%	354,272

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7674	0.7640	0.7526
R3	0.7619	0.7585	0.7510
R2	0.7563	0.7563	0.7505
R1	0.7529	0.7529	0.7500	0.7518
PP	0.7508	0.7508	0.7508	0.7502
S1	0.7474	0.7474	0.7490	0.7463
S2	0.7452	0.7452	0.7485
S3	0.7397	0.7418	0.7480
S4	0.7341	0.7363	0.7464

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	0.7583	0.7486	0.0097	1.3%	0.0041	0.6%	9%	False	True	71,499
10	0.7634	0.7486	0.0148	2.0%	0.0040	0.5%	6%	False	True	70,564
20	0.7634	0.7465	0.0169	2.3%	0.0044	0.6%	18%	False	False	63,586
40	0.7634	0.7343	0.0291	3.9%	0.0041	0.6%	52%	False	False	32,513
60	0.7634	0.7337	0.0297	4.0%	0.0041	0.5%	53%	False	False	21,726
80	0.7634	0.7263	0.0372	5.0%	0.0040	0.5%	63%	False	False	16,321
100	0.7634	0.7244	0.0390	5.2%	0.0038	0.5%	64%	False	False	13,088
120	0.7634	0.7244	0.0390	5.2%	0.0035	0.5%	64%	False	False	10,908

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7777
2.618	0.7687
1.618	0.7631
1.000	0.7597
0.618	0.7576
HIGH	0.7542
0.618	0.7520
0.500	0.7514
0.382	0.7507
LOW	0.7486
0.618	0.7452
1.000	0.7431
1.618	0.7396
2.618	0.7341
4.250	0.7250

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	0.7514	0.7535
PP	0.7508	0.7521
S1	0.7501	0.7508

Download as Excel Spreadsheet

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

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