CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	0.7540	0.7537	-0.0003	0.0%	0.7560
High	0.7545	0.7566	0.0021	0.3%	0.7583
Low	0.7524	0.7532	0.0008	0.1%	0.7478
Close	0.7538	0.7558	0.0020	0.3%	0.7543
Range	0.0021	0.0034	0.0013	63.4%	0.0105
ATR	0.0043	0.0042	-0.0001	-1.6%	0.0000
Volume	51,673	46,154	-5,519	-10.7%	292,125

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7652	0.7639	0.7576
R3	0.7619	0.7605	0.7567
R2	0.7585	0.7585	0.7564
R1	0.7572	0.7572	0.7561	0.7579
PP	0.7552	0.7552	0.7552	0.7555
S1	0.7538	0.7538	0.7555	0.7545
S2	0.7518	0.7518	0.7552
S3	0.7485	0.7505	0.7549
S4	0.7451	0.7471	0.7540

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%	0.0046	0.6%	76%	False	False	68,878
10	0.7634	0.7478	0.0156	2.1%	0.0042	0.6%	51%	False	False	67,521
20	0.7634	0.7478	0.0156	2.1%	0.0044	0.6%	51%	False	False	70,120
40	0.7634	0.7343	0.0291	3.9%	0.0041	0.5%	74%	False	False	36,809
60	0.7634	0.7337	0.0297	3.9%	0.0041	0.5%	74%	False	False	24,606
80	0.7634	0.7264	0.0370	4.9%	0.0040	0.5%	79%	False	False	18,472
100	0.7634	0.7244	0.0390	5.2%	0.0039	0.5%	81%	False	False	14,817
120	0.7634	0.7244	0.0390	5.2%	0.0035	0.5%	81%	False	False	12,349

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7708
2.618	0.7653
1.618	0.7620
1.000	0.7599
0.618	0.7586
HIGH	0.7566
0.618	0.7553
0.500	0.7549
0.382	0.7545
LOW	0.7532
0.618	0.7511
1.000	0.7499
1.618	0.7478
2.618	0.7444
4.250	0.7390

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	0.7555	0.7546
PP	0.7552	0.7534
S1	0.7549	0.7522

Download as Excel Spreadsheet

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

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