CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	0.7600	0.7596	-0.0004	0.0%	0.7568
High	0.7612	0.7598	-0.0014	-0.2%	0.7629
Low	0.7576	0.7559	-0.0017	-0.2%	0.7557
Close	0.7597	0.7584	-0.0014	-0.2%	0.7579
Range	0.0036	0.0039	0.0003	8.5%	0.0072
ATR	0.0043	0.0043	0.0000	-0.8%	0.0000
Volume	47,363	61,427	14,064	29.7%	280,518

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7696	0.7678	0.7605
R3	0.7657	0.7640	0.7594
R2	0.7619	0.7619	0.7591
R1	0.7601	0.7601	0.7587	0.7591
PP	0.7580	0.7580	0.7580	0.7575
S1	0.7563	0.7563	0.7580	0.7552
S2	0.7542	0.7542	0.7576
S3	0.7503	0.7524	0.7573
S4	0.7465	0.7486	0.7562

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	0.7559	0.0070	0.9%	0.0041	0.5%	35%	False	True	55,175
10	0.7644	0.7557	0.0087	1.1%	0.0044	0.6%	30%	False	False	59,700
20	0.7644	0.7478	0.0166	2.2%	0.0044	0.6%	64%	False	False	64,555
40	0.7644	0.7345	0.0299	3.9%	0.0043	0.6%	80%	False	False	53,570
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	80%	False	False	36,008
80	0.7644	0.7337	0.0307	4.0%	0.0040	0.5%	80%	False	False	27,025
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	85%	False	False	21,661
120	0.7644	0.7244	0.0400	5.3%	0.0038	0.5%	85%	False	False	18,057

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7761
2.618	0.7698
1.618	0.7660
1.000	0.7636
0.618	0.7621
HIGH	0.7598
0.618	0.7583
0.500	0.7578
0.382	0.7574
LOW	0.7559
0.618	0.7535
1.000	0.7521
1.618	0.7497
2.618	0.7458
4.250	0.7395

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	0.7582	0.7585
PP	0.7580	0.7585
S1	0.7578	0.7584

Download as Excel Spreadsheet

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

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