CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	0.7599	0.7604	0.0005	0.1%	0.7540
High	0.7608	0.7629	0.0021	0.3%	0.7644
Low	0.7586	0.7585	-0.0001	0.0%	0.7524
Close	0.7605	0.7595	-0.0010	-0.1%	0.7576
Range	0.0022	0.0044	0.0022	100.0%	0.0120
ATR	0.0044	0.0044	0.0000	0.0%	0.0000
Volume	47,862	48,324	462	1.0%	338,305

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7709	0.7619
R3	0.7691	0.7665	0.7607
R2	0.7647	0.7647	0.7603
R1	0.7621	0.7621	0.7599	0.7612
PP	0.7603	0.7603	0.7603	0.7598
S1	0.7577	0.7577	0.7591	0.7568
S2	0.7559	0.7559	0.7587
S3	0.7515	0.7533	0.7583
S4	0.7471	0.7489	0.7571

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%	0.0046	0.6%	44%	False	False	58,137
10	0.7644	0.7478	0.0166	2.2%	0.0046	0.6%	70%	False	False	63,044
20	0.7644	0.7478	0.0166	2.2%	0.0043	0.6%	70%	False	False	66,804
40	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	84%	False	False	48,185
60	0.7644	0.7337	0.0307	4.0%	0.0043	0.6%	84%	False	False	32,226
80	0.7644	0.7335	0.0309	4.1%	0.0040	0.5%	84%	False	False	24,185
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	88%	False	False	19,390
120	0.7644	0.7244	0.0400	5.3%	0.0037	0.5%	88%	False	False	16,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.7816
2.618	0.7744
1.618	0.7700
1.000	0.7673
0.618	0.7656
HIGH	0.7629
0.618	0.7612
0.500	0.7607
0.382	0.7601
LOW	0.7585
0.618	0.7557
1.000	0.7541
1.618	0.7513
2.618	0.7469
4.250	0.7398

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	0.7607	0.7594
PP	0.7603	0.7594
S1	0.7599	0.7593

Download as Excel Spreadsheet

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

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