CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	0.7490	0.7540	0.0050	0.7%	0.7560
High	0.7547	0.7545	-0.0002	0.0%	0.7583
Low	0.7478	0.7524	0.0046	0.6%	0.7478
Close	0.7543	0.7538	-0.0005	-0.1%	0.7543
Range	0.0069	0.0021	-0.0048	-70.1%	0.0105
ATR	0.0045	0.0043	-0.0002	-3.9%	0.0000
Volume	75,115	51,673	-23,442	-31.2%	292,125

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7597	0.7588	0.7549
R3	0.7577	0.7568	0.7544
R2	0.7556	0.7556	0.7542
R1	0.7547	0.7547	0.7540	0.7541
PP	0.7536	0.7536	0.7536	0.7533
S1	0.7527	0.7527	0.7536	0.7521
S2	0.7515	0.7515	0.7534
S3	0.7495	0.7506	0.7532
S4	0.7474	0.7486	0.7527

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%	0.0044	0.6%	57%	False	False	68,759
10	0.7634	0.7478	0.0156	2.1%	0.0042	0.6%	38%	False	False	69,807
20	0.7634	0.7478	0.0156	2.1%	0.0044	0.6%	38%	False	False	68,852
40	0.7634	0.7343	0.0291	3.9%	0.0042	0.6%	67%	False	False	35,660
60	0.7634	0.7337	0.0297	3.9%	0.0041	0.5%	68%	False	False	23,838
80	0.7634	0.7264	0.0370	4.9%	0.0040	0.5%	74%	False	False	17,897
100	0.7634	0.7244	0.0390	5.2%	0.0039	0.5%	75%	False	False	14,356
120	0.7634	0.7244	0.0390	5.2%	0.0035	0.5%	75%	False	False	11,964

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	0.0011
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7598
1.618	0.7578
1.000	0.7565
0.618	0.7557
HIGH	0.7545
0.618	0.7537
0.500	0.7534
0.382	0.7532
LOW	0.7524
0.618	0.7511
1.000	0.7504
1.618	0.7491
2.618	0.7470
4.250	0.7437

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	0.7537	0.7529
PP	0.7536	0.7521
S1	0.7534	0.7512

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

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