CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	0.7635	0.7568	-0.0067	-0.9%	0.7540
High	0.7644	0.7604	-0.0040	-0.5%	0.7644
Low	0.7566	0.7563	-0.0003	0.0%	0.7524
Close	0.7576	0.7592	0.0016	0.2%	0.7576
Range	0.0078	0.0041	-0.0037	-47.4%	0.0120
ATR	0.0046	0.0046	0.0000	-0.8%	0.0000
Volume	73,661	56,325	-17,336	-23.5%	338,305

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7691	0.7614
R3	0.7668	0.7650	0.7603
R2	0.7627	0.7627	0.7599
R1	0.7609	0.7609	0.7595	0.7618
PP	0.7586	0.7586	0.7586	0.7591
S1	0.7568	0.7568	0.7588	0.7577
S2	0.7545	0.7545	0.7584
S3	0.7504	0.7527	0.7580
S4	0.7463	0.7486	0.7569

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7941	0.7879	0.7642
R3	0.7821	0.7759	0.7609
R2	0.7701	0.7701	0.7598
R1	0.7639	0.7639	0.7587	0.7670
PP	0.7581	0.7581	0.7581	0.7597
S1	0.7519	0.7519	0.7565	0.7550
S2	0.7461	0.7461	0.7554
S3	0.7341	0.7399	0.7543
S4	0.7221	0.7279	0.7510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7644	0.7532	0.0112	1.5%	0.0051	0.7%	53%	False	False	68,591
10	0.7644	0.7478	0.0166	2.2%	0.0048	0.6%	68%	False	False	68,675
20	0.7644	0.7478	0.0166	2.2%	0.0044	0.6%	68%	False	False	72,241
40	0.7644	0.7343	0.0301	4.0%	0.0042	0.5%	83%	False	False	44,199
60	0.7644	0.7337	0.0307	4.0%	0.0042	0.6%	83%	False	False	29,550
80	0.7644	0.7264	0.0380	5.0%	0.0040	0.5%	86%	False	False	22,180
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	87%	False	False	17,784
120	0.7644	0.7244	0.0400	5.3%	0.0037	0.5%	87%	False	False	14,822

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7778
2.618	0.7711
1.618	0.7670
1.000	0.7645
0.618	0.7629
HIGH	0.7604
0.618	0.7588
0.500	0.7584
0.382	0.7579
LOW	0.7563
0.618	0.7538
1.000	0.7522
1.618	0.7497
2.618	0.7456
4.250	0.7389

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	0.7589	0.7604
PP	0.7586	0.7600
S1	0.7584	0.7596

Download as Excel Spreadsheet

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

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