CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	0.7403	0.7357	-0.0046	-0.6%	0.7354
High	0.7415	0.7368	-0.0048	-0.6%	0.7415
Low	0.7347	0.7316	-0.0031	-0.4%	0.7335
Close	0.7355	0.7333	-0.0022	-0.3%	0.7355
Range	0.0068	0.0052	-0.0017	-24.3%	0.0081
ATR	0.0040	0.0041	0.0001	2.0%	0.0000
Volume	97,897	126,848	28,951	29.6%	377,884

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7493	0.7464	0.7361
R3	0.7442	0.7413	0.7347
R2	0.7390	0.7390	0.7342
R1	0.7361	0.7361	0.7337	0.7350
PP	0.7339	0.7339	0.7339	0.7333
S1	0.7310	0.7310	0.7328	0.7299
S2	0.7287	0.7287	0.7323
S3	0.7236	0.7258	0.7318
S4	0.7184	0.7207	0.7304

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	0.7316	0.0099	1.4%	0.0046	0.6%	17%	False	True	91,066
10	0.7415	0.7316	0.0099	1.4%	0.0041	0.6%	17%	False	True	76,827
20	0.7485	0.7316	0.0169	2.3%	0.0039	0.5%	10%	False	True	72,023
40	0.7644	0.7316	0.0328	4.5%	0.0042	0.6%	5%	False	True	68,884
60	0.7644	0.7316	0.0328	4.5%	0.0042	0.6%	5%	False	True	68,873
80	0.7644	0.7316	0.0328	4.5%	0.0042	0.6%	5%	False	True	52,272
100	0.7644	0.7316	0.0328	4.5%	0.0041	0.6%	5%	False	True	41,856
120	0.7644	0.7264	0.0380	5.2%	0.0040	0.5%	18%	False	False	34,892

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7586
2.618	0.7502
1.618	0.7451
1.000	0.7419
0.618	0.7399
HIGH	0.7368
0.618	0.7348
0.500	0.7342
0.382	0.7336
LOW	0.7316
0.618	0.7284
1.000	0.7265
1.618	0.7233
2.618	0.7181
4.250	0.7097

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	0.7342	0.7366
PP	0.7339	0.7355
S1	0.7336	0.7344

Download as Excel Spreadsheet

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

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