CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	0.7538	0.7490	-0.0049	-0.6%	0.7560
High	0.7542	0.7547	0.0005	0.1%	0.7583
Low	0.7486	0.7478	-0.0008	-0.1%	0.7478
Close	0.7495	0.7543	0.0048	0.6%	0.7543
Range	0.0056	0.0069	0.0013	23.4%	0.0105
ATR	0.0043	0.0045	0.0002	4.3%	0.0000
Volume	81,212	75,115	-6,097	-7.5%	292,125

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7728	0.7704	0.7580
R3	0.7659	0.7635	0.7561
R2	0.7591	0.7591	0.7555
R1	0.7567	0.7567	0.7549	0.7579
PP	0.7522	0.7522	0.7522	0.7528
S1	0.7498	0.7498	0.7536	0.7510
S2	0.7454	0.7454	0.7530
S3	0.7385	0.7430	0.7524
S4	0.7317	0.7361	0.7505

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7850	0.7801	0.7600
R3	0.7745	0.7696	0.7571
R2	0.7640	0.7640	0.7562
R1	0.7591	0.7591	0.7552	0.7563
PP	0.7535	0.7535	0.7535	0.7520
S1	0.7486	0.7486	0.7533	0.7458
S2	0.7430	0.7430	0.7523
S3	0.7325	0.7381	0.7514
S4	0.7220	0.7276	0.7485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7583	0.7478	0.0105	1.4%	0.0050	0.7%	61%	False	True	73,868
10	0.7634	0.7478	0.0156	2.1%	0.0044	0.6%	41%	False	True	71,618
20	0.7634	0.7478	0.0156	2.1%	0.0044	0.6%	41%	False	True	66,701
40	0.7634	0.7343	0.0291	3.9%	0.0043	0.6%	69%	False	False	34,378
60	0.7634	0.7337	0.0297	3.9%	0.0042	0.6%	69%	False	False	22,978
80	0.7634	0.7263	0.0372	4.9%	0.0040	0.5%	75%	False	False	17,259
100	0.7634	0.7244	0.0390	5.2%	0.0039	0.5%	77%	False	False	13,839
120	0.7634	0.7244	0.0390	5.2%	0.0035	0.5%	77%	False	False	11,534

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 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7726
1.618	0.7657
1.000	0.7615
0.618	0.7589
HIGH	0.7547
0.618	0.7520
0.500	0.7512
0.382	0.7504
LOW	0.7478
0.618	0.7436
1.000	0.7410
1.618	0.7367
2.618	0.7299
4.250	0.7187

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	0.7532	0.7539
PP	0.7522	0.7535
S1	0.7512	0.7531

Download as Excel Spreadsheet

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

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