CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	0.7565	0.7592	0.0027	0.4%	0.7560
High	0.7615	0.7638	0.0024	0.3%	0.7583
Low	0.7564	0.7586	0.0022	0.3%	0.7478
Close	0.7590	0.7636	0.0046	0.6%	0.7543
Range	0.0051	0.0053	0.0002	2.9%	0.0105
ATR	0.0043	0.0044	0.0001	1.5%	0.0000
Volume	88,055	78,762	-9,293	-10.6%	292,125

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7777	0.7759	0.7664
R3	0.7725	0.7706	0.7650
R2	0.7672	0.7672	0.7645
R1	0.7654	0.7654	0.7640	0.7663
PP	0.7620	0.7620	0.7620	0.7624
S1	0.7601	0.7601	0.7631	0.7611
S2	0.7567	0.7567	0.7626
S3	0.7515	0.7549	0.7621
S4	0.7462	0.7496	0.7607

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	0.7638	0.7478	0.0160	2.1%	0.0045	0.6%	98%	True	False	67,951
10	0.7638	0.7478	0.0160	2.1%	0.0043	0.6%	98%	True	False	69,725
20	0.7638	0.7478	0.0160	2.1%	0.0045	0.6%	98%	True	False	74,358
40	0.7638	0.7343	0.0295	3.9%	0.0041	0.5%	99%	True	False	40,972
60	0.7638	0.7337	0.0301	3.9%	0.0041	0.5%	99%	True	False	27,385
80	0.7638	0.7264	0.0374	4.9%	0.0040	0.5%	99%	True	False	20,556
100	0.7638	0.7244	0.0394	5.2%	0.0040	0.5%	99%	True	False	16,485
120	0.7638	0.7244	0.0394	5.2%	0.0036	0.5%	99%	True	False	13,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7775
1.618	0.7723
1.000	0.7691
0.618	0.7670
HIGH	0.7638
0.618	0.7618
0.500	0.7612
0.382	0.7606
LOW	0.7586
0.618	0.7553
1.000	0.7533
1.618	0.7501
2.618	0.7448
4.250	0.7362

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	0.7628	0.7619
PP	0.7620	0.7602
S1	0.7612	0.7585

Download as Excel Spreadsheet

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

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