CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	0.7568	0.7584	0.0016	0.2%	0.7540
High	0.7604	0.7601	-0.0003	0.0%	0.7644
Low	0.7563	0.7557	-0.0006	-0.1%	0.7524
Close	0.7592	0.7597	0.0005	0.1%	0.7576
Range	0.0041	0.0044	0.0003	7.3%	0.0120
ATR	0.0046	0.0046	0.0000	-0.3%	0.0000
Volume	56,325	64,515	8,190	14.5%	338,305

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7717	0.7701	0.7621
R3	0.7673	0.7657	0.7609
R2	0.7629	0.7629	0.7605
R1	0.7613	0.7613	0.7601	0.7621
PP	0.7585	0.7585	0.7585	0.7589
S1	0.7569	0.7569	0.7592	0.7577
S2	0.7541	0.7541	0.7588
S3	0.7497	0.7525	0.7584
S4	0.7453	0.7481	0.7572

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	0.7557	0.0087	1.1%	0.0053	0.7%	45%	False	True	72,263
10	0.7644	0.7478	0.0166	2.2%	0.0050	0.7%	71%	False	False	70,571
20	0.7644	0.7478	0.0166	2.2%	0.0044	0.6%	71%	False	False	70,977
40	0.7644	0.7343	0.0301	4.0%	0.0042	0.6%	84%	False	False	45,795
60	0.7644	0.7337	0.0307	4.0%	0.0043	0.6%	85%	False	False	30,625
80	0.7644	0.7264	0.0380	5.0%	0.0040	0.5%	88%	False	False	22,985
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	88%	False	False	18,429
120	0.7644	0.7244	0.0400	5.3%	0.0037	0.5%	88%	False	False	15,360

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7788
2.618	0.7716
1.618	0.7672
1.000	0.7645
0.618	0.7628
HIGH	0.7601
0.618	0.7584
0.500	0.7579
0.382	0.7574
LOW	0.7557
0.618	0.7530
1.000	0.7513
1.618	0.7486
2.618	0.7442
4.250	0.7370

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	0.7591	0.7601
PP	0.7585	0.7599
S1	0.7579	0.7598

Download as Excel Spreadsheet

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

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