CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	0.7604	0.7598	-0.0006	-0.1%	0.7568
High	0.7629	0.7609	-0.0020	-0.3%	0.7629
Low	0.7585	0.7566	-0.0019	-0.2%	0.7557
Close	0.7595	0.7579	-0.0017	-0.2%	0.7579
Range	0.0044	0.0043	-0.0002	-3.4%	0.0072
ATR	0.0044	0.0044	0.0000	-0.3%	0.0000
Volume	48,324	63,492	15,168	31.4%	280,518

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7688	0.7602
R3	0.7669	0.7645	0.7590
R2	0.7627	0.7627	0.7586
R1	0.7603	0.7603	0.7582	0.7594
PP	0.7584	0.7584	0.7584	0.7580
S1	0.7560	0.7560	0.7575	0.7551
S2	0.7542	0.7542	0.7571
S3	0.7499	0.7518	0.7567
S4	0.7457	0.7475	0.7555

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7762	0.7618
R3	0.7731	0.7691	0.7598
R2	0.7660	0.7660	0.7592
R1	0.7619	0.7619	0.7585	0.7639
PP	0.7588	0.7588	0.7588	0.7598
S1	0.7548	0.7548	0.7572	0.7568
S2	0.7517	0.7517	0.7565
S3	0.7445	0.7476	0.7559
S4	0.7374	0.7405	0.7539

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7629	0.7557	0.0072	0.9%	0.0039	0.5%	30%	False	False	56,103
10	0.7644	0.7524	0.0120	1.6%	0.0043	0.6%	45%	False	False	61,882
20	0.7644	0.7478	0.0166	2.2%	0.0044	0.6%	61%	False	False	66,750
40	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	78%	False	False	49,759
60	0.7644	0.7337	0.0307	4.1%	0.0043	0.6%	79%	False	False	33,278
80	0.7644	0.7337	0.0307	4.1%	0.0040	0.5%	79%	False	False	24,977
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	84%	False	False	20,025
120	0.7644	0.7244	0.0400	5.3%	0.0037	0.5%	84%	False	False	16,690

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7789
2.618	0.7720
1.618	0.7677
1.000	0.7651
0.618	0.7635
HIGH	0.7609
0.618	0.7592
0.500	0.7587
0.382	0.7582
LOW	0.7566
0.618	0.7540
1.000	0.7524
1.618	0.7497
2.618	0.7455
4.250	0.7385

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	0.7587	0.7597
PP	0.7584	0.7591
S1	0.7581	0.7585

Download as Excel Spreadsheet

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

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