CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	0.7570	0.7600	0.0030	0.4%	0.7568
High	0.7610	0.7612	0.0002	0.0%	0.7629
Low	0.7566	0.7576	0.0011	0.1%	0.7557
Close	0.7600	0.7597	-0.0003	0.0%	0.7579
Range	0.0045	0.0036	-0.0009	-20.2%	0.0072
ATR	0.0044	0.0043	-0.0001	-1.4%	0.0000
Volume	55,273	47,363	-7,910	-14.3%	280,518

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7685	0.7617
R3	0.7666	0.7649	0.7607
R2	0.7630	0.7630	0.7604
R1	0.7614	0.7614	0.7600	0.7604
PP	0.7595	0.7595	0.7595	0.7590
S1	0.7578	0.7578	0.7594	0.7569
S2	0.7559	0.7559	0.7590
S3	0.7524	0.7543	0.7587
S4	0.7488	0.7507	0.7577

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	0.7566	0.0063	0.8%	0.0038	0.5%	50%	False	False	52,462
10	0.7644	0.7557	0.0087	1.1%	0.0046	0.6%	46%	False	False	62,363
20	0.7644	0.7478	0.0166	2.2%	0.0044	0.6%	72%	False	False	64,942
40	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	84%	False	False	52,061
60	0.7644	0.7337	0.0307	4.0%	0.0043	0.6%	85%	False	False	34,986
80	0.7644	0.7337	0.0307	4.0%	0.0040	0.5%	85%	False	False	26,259
100	0.7644	0.7244	0.0400	5.3%	0.0041	0.5%	88%	False	False	21,048
120	0.7644	0.7244	0.0400	5.3%	0.0038	0.5%	88%	False	False	17,545

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7762
2.618	0.7704
1.618	0.7669
1.000	0.7647
0.618	0.7633
HIGH	0.7612
0.618	0.7598
0.500	0.7594
0.382	0.7590
LOW	0.7576
0.618	0.7554
1.000	0.7541
1.618	0.7519
2.618	0.7483
4.250	0.7425

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	0.7596	0.7594
PP	0.7595	0.7591
S1	0.7594	0.7589

Download as Excel Spreadsheet

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

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