CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	0.7567	0.7552	-0.0015	-0.2%	0.7570
High	0.7581	0.7609	0.0029	0.4%	0.7612
Low	0.7547	0.7545	-0.0002	0.0%	0.7547
Close	0.7558	0.7595	0.0037	0.5%	0.7558
Range	0.0034	0.0064	0.0031	91.0%	0.0065
ATR	0.0043	0.0044	0.0002	3.5%	0.0000
Volume	65,546	67,150	1,604	2.4%	304,914

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7749	0.7630
R3	0.7711	0.7685	0.7612
R2	0.7647	0.7647	0.7606
R1	0.7621	0.7621	0.7600	0.7634
PP	0.7583	0.7583	0.7583	0.7589
S1	0.7557	0.7557	0.7589	0.7570
S2	0.7519	0.7519	0.7583
S3	0.7455	0.7493	0.7577
S4	0.7391	0.7429	0.7559

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	0.7545	0.0067	0.9%	0.0044	0.6%	74%	False	True	63,358
10	0.7629	0.7545	0.0084	1.1%	0.0042	0.5%	59%	False	True	59,625
20	0.7644	0.7478	0.0166	2.2%	0.0045	0.6%	70%	False	False	64,150
40	0.7644	0.7445	0.0200	2.6%	0.0043	0.6%	75%	False	False	58,640
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	84%	False	False	39,455
80	0.7644	0.7337	0.0307	4.0%	0.0041	0.5%	84%	False	False	29,620
100	0.7644	0.7244	0.0400	5.3%	0.0041	0.5%	88%	False	False	23,728
120	0.7644	0.7244	0.0400	5.3%	0.0039	0.5%	88%	False	False	19,790

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	0.0012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7881
2.618	0.7777
1.618	0.7713
1.000	0.7673
0.618	0.7649
HIGH	0.7609
0.618	0.7585
0.500	0.7577
0.382	0.7569
LOW	0.7545
0.618	0.7505
1.000	0.7481
1.618	0.7441
2.618	0.7377
4.250	0.7273

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	0.7589	0.7589
PP	0.7583	0.7583
S1	0.7577	0.7577

Download as Excel Spreadsheet

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

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