CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	0.7391	0.7403	0.0012	0.2%	0.7354
High	0.7407	0.7415	0.0009	0.1%	0.7415
Low	0.7378	0.7347	-0.0031	-0.4%	0.7335
Close	0.7399	0.7355	-0.0044	-0.6%	0.7355
Range	0.0029	0.0068	0.0039	134.5%	0.0081
ATR	0.0038	0.0040	0.0002	5.6%	0.0000
Volume	78,723	97,897	19,174	24.4%	377,884

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7576	0.7533	0.7392
R3	0.7508	0.7465	0.7373
R2	0.7440	0.7440	0.7367
R1	0.7397	0.7397	0.7361	0.7385
PP	0.7372	0.7372	0.7372	0.7366
S1	0.7329	0.7329	0.7348	0.7317
S2	0.7304	0.7304	0.7342
S3	0.7236	0.7261	0.7336
S4	0.7168	0.7193	0.7317

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7610	0.7563	0.7399
R3	0.7529	0.7482	0.7377
R2	0.7449	0.7449	0.7369
R1	0.7402	0.7402	0.7362	0.7425
PP	0.7368	0.7368	0.7368	0.7380
S1	0.7321	0.7321	0.7347	0.7345
S2	0.7288	0.7288	0.7340
S3	0.7207	0.7241	0.7332
S4	0.7127	0.7160	0.7310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7415	0.7335	0.0081	1.1%	0.0040	0.5%	25%	True	False	75,576
10	0.7415	0.7333	0.0083	1.1%	0.0040	0.5%	27%	True	False	69,600
20	0.7492	0.7333	0.0159	2.2%	0.0038	0.5%	14%	False	False	67,846
40	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	7%	False	False	67,004
60	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	7%	False	False	66,903
80	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	7%	False	False	50,691
100	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	7%	False	False	40,589
120	0.7644	0.7263	0.0382	5.2%	0.0040	0.5%	24%	False	False	33,841

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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7704
2.618	0.7593
1.618	0.7525
1.000	0.7483
0.618	0.7457
HIGH	0.7415
0.618	0.7389
0.500	0.7381
0.382	0.7373
LOW	0.7347
0.618	0.7305
1.000	0.7279
1.618	0.7237
2.618	0.7169
4.250	0.7058

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	0.7381	0.7381
PP	0.7372	0.7372
S1	0.7363	0.7363

Download as Excel Spreadsheet

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

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