CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	0.7596	0.7579	-0.0018	-0.2%	0.7568
High	0.7598	0.7605	0.0008	0.1%	0.7629
Low	0.7559	0.7556	-0.0003	0.0%	0.7557
Close	0.7584	0.7563	-0.0021	-0.3%	0.7579
Range	0.0039	0.0049	0.0011	27.3%	0.0072
ATR	0.0043	0.0044	0.0000	1.0%	0.0000
Volume	61,427	75,305	13,878	22.6%	280,518

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7691	0.7590
R3	0.7673	0.7642	0.7576
R2	0.7624	0.7624	0.7572
R1	0.7593	0.7593	0.7567	0.7584
PP	0.7575	0.7575	0.7575	0.7570
S1	0.7544	0.7544	0.7559	0.7535
S2	0.7526	0.7526	0.7554
S3	0.7477	0.7495	0.7550
S4	0.7428	0.7446	0.7536

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	0.7612	0.7556	0.0056	0.7%	0.0042	0.6%	13%	False	True	60,572
10	0.7644	0.7556	0.0088	1.2%	0.0044	0.6%	8%	False	True	59,354
20	0.7644	0.7478	0.0166	2.2%	0.0044	0.6%	51%	False	False	64,540
40	0.7644	0.7345	0.0299	4.0%	0.0043	0.6%	73%	False	False	55,442
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	73%	False	False	37,262
80	0.7644	0.7337	0.0307	4.1%	0.0040	0.5%	74%	False	False	27,966
100	0.7644	0.7244	0.0400	5.3%	0.0041	0.5%	80%	False	False	22,412
120	0.7644	0.7244	0.0400	5.3%	0.0038	0.5%	80%	False	False	18,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7813
2.618	0.7733
1.618	0.7684
1.000	0.7654
0.618	0.7635
HIGH	0.7605
0.618	0.7586
0.500	0.7581
0.382	0.7575
LOW	0.7556
0.618	0.7526
1.000	0.7507
1.618	0.7477
2.618	0.7428
4.250	0.7348

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	0.7581	0.7584
PP	0.7575	0.7577
S1	0.7569	0.7570

Download as Excel Spreadsheet

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

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