CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	0.7537	0.7565	0.0028	0.4%	0.7560
High	0.7566	0.7615	0.0049	0.6%	0.7583
Low	0.7532	0.7564	0.0032	0.4%	0.7478
Close	0.7558	0.7590	0.0032	0.4%	0.7543
Range	0.0034	0.0051	0.0018	52.2%	0.0105
ATR	0.0042	0.0043	0.0001	2.4%	0.0000
Volume	46,154	88,055	41,901	90.8%	292,125

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7717	0.7618
R3	0.7691	0.7666	0.7604
R2	0.7640	0.7640	0.7599
R1	0.7615	0.7615	0.7595	0.7628
PP	0.7589	0.7589	0.7589	0.7596
S1	0.7564	0.7564	0.7585	0.7577
S2	0.7538	0.7538	0.7581
S3	0.7487	0.7513	0.7576
S4	0.7436	0.7462	0.7562

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	0.7615	0.7478	0.0137	1.8%	0.0046	0.6%	82%	True	False	68,441
10	0.7615	0.7478	0.0137	1.8%	0.0043	0.6%	82%	True	False	69,409
20	0.7634	0.7478	0.0156	2.1%	0.0044	0.6%	72%	False	False	72,476
40	0.7634	0.7343	0.0291	3.8%	0.0041	0.5%	85%	False	False	39,005
60	0.7634	0.7337	0.0297	3.9%	0.0041	0.5%	85%	False	False	26,073
80	0.7634	0.7264	0.0370	4.9%	0.0040	0.5%	88%	False	False	19,572
100	0.7634	0.7244	0.0390	5.1%	0.0039	0.5%	89%	False	False	15,697
120	0.7634	0.7244	0.0390	5.1%	0.0036	0.5%	89%	False	False	13,083

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7831
2.618	0.7748
1.618	0.7697
1.000	0.7666
0.618	0.7646
HIGH	0.7615
0.618	0.7595
0.500	0.7589
0.382	0.7583
LOW	0.7564
0.618	0.7532
1.000	0.7513
1.618	0.7481
2.618	0.7430
4.250	0.7347

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	0.7590	0.7583
PP	0.7589	0.7576
S1	0.7589	0.7569

Download as Excel Spreadsheet

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

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