CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	0.7598	0.7570	-0.0029	-0.4%	0.7568
High	0.7609	0.7610	0.0002	0.0%	0.7629
Low	0.7566	0.7566	-0.0001	0.0%	0.7557
Close	0.7579	0.7600	0.0022	0.3%	0.7579
Range	0.0043	0.0045	0.0002	4.7%	0.0072
ATR	0.0044	0.0044	0.0000	0.1%	0.0000
Volume	63,492	55,273	-8,219	-12.9%	280,518

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7725	0.7707	0.7624
R3	0.7681	0.7663	0.7612
R2	0.7636	0.7636	0.7608
R1	0.7618	0.7618	0.7604	0.7627
PP	0.7592	0.7592	0.7592	0.7596
S1	0.7574	0.7574	0.7596	0.7583
S2	0.7547	0.7547	0.7592
S3	0.7503	0.7529	0.7588
S4	0.7458	0.7485	0.7576

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%	60%	False	False	55,893
10	0.7644	0.7532	0.0112	1.5%	0.0045	0.6%	61%	False	False	62,242
20	0.7644	0.7478	0.0166	2.2%	0.0043	0.6%	73%	False	False	66,024
40	0.7644	0.7343	0.0301	4.0%	0.0042	0.6%	85%	False	False	50,907
60	0.7644	0.7337	0.0307	4.0%	0.0043	0.6%	86%	False	False	34,198
80	0.7644	0.7337	0.0307	4.0%	0.0040	0.5%	86%	False	False	25,668
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	89%	False	False	20,576
120	0.7644	0.7244	0.0400	5.3%	0.0038	0.5%	89%	False	False	17,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7799
2.618	0.7727
1.618	0.7682
1.000	0.7655
0.618	0.7638
HIGH	0.7610
0.618	0.7593
0.500	0.7588
0.382	0.7582
LOW	0.7566
0.618	0.7538
1.000	0.7521
1.618	0.7493
2.618	0.7449
4.250	0.7376

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	0.7596	0.7599
PP	0.7592	0.7598
S1	0.7588	0.7597

Download as Excel Spreadsheet

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

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