CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	0.7579	0.7567	-0.0012	-0.2%	0.7570
High	0.7605	0.7581	-0.0025	-0.3%	0.7612
Low	0.7556	0.7547	-0.0009	-0.1%	0.7547
Close	0.7563	0.7558	-0.0006	-0.1%	0.7558
Range	0.0049	0.0034	-0.0016	-31.6%	0.0065
ATR	0.0044	0.0043	-0.0001	-1.6%	0.0000
Volume	75,305	65,546	-9,759	-13.0%	304,914

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7643	0.7576
R3	0.7629	0.7610	0.7567
R2	0.7595	0.7595	0.7564
R1	0.7576	0.7576	0.7561	0.7569
PP	0.7562	0.7562	0.7562	0.7558
S1	0.7543	0.7543	0.7554	0.7536
S2	0.7528	0.7528	0.7551
S3	0.7495	0.7509	0.7548
S4	0.7461	0.7476	0.7539

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7726	0.7593
R3	0.7701	0.7662	0.7575
R2	0.7637	0.7637	0.7569
R1	0.7597	0.7597	0.7563	0.7585
PP	0.7572	0.7572	0.7572	0.7566
S1	0.7533	0.7533	0.7552	0.7520
S2	0.7508	0.7508	0.7546
S3	0.7443	0.7468	0.7540
S4	0.7379	0.7404	0.7522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7612	0.7547	0.0065	0.9%	0.0040	0.5%	16%	False	True	60,982
10	0.7629	0.7547	0.0082	1.1%	0.0039	0.5%	13%	False	True	58,543
20	0.7644	0.7478	0.0166	2.2%	0.0044	0.6%	48%	False	False	64,654
40	0.7644	0.7383	0.0261	3.5%	0.0043	0.6%	67%	False	False	57,001
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	71%	False	False	38,344
80	0.7644	0.7337	0.0307	4.1%	0.0040	0.5%	72%	False	False	28,782
100	0.7644	0.7244	0.0400	5.3%	0.0041	0.5%	78%	False	False	23,066
120	0.7644	0.7244	0.0400	5.3%	0.0039	0.5%	78%	False	False	19,231

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7723
2.618	0.7668
1.618	0.7635
1.000	0.7614
0.618	0.7601
HIGH	0.7581
0.618	0.7568
0.500	0.7564
0.382	0.7560
LOW	0.7547
0.618	0.7526
1.000	0.7514
1.618	0.7493
2.618	0.7459
4.250	0.7405

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	0.7564	0.7576
PP	0.7562	0.7570
S1	0.7560	0.7564

Download as Excel Spreadsheet

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

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