CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	0.7357	0.7333	-0.0024	-0.3%	0.7354
High	0.7368	0.7342	-0.0026	-0.4%	0.7415
Low	0.7316	0.7313	-0.0003	0.0%	0.7335
Close	0.7333	0.7326	-0.0007	-0.1%	0.7355
Range	0.0052	0.0029	-0.0023	-44.7%	0.0081
ATR	0.0041	0.0040	-0.0001	-2.2%	0.0000
Volume	126,848	83,814	-43,034	-33.9%	377,884

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7412	0.7397	0.7341
R3	0.7384	0.7369	0.7333
R2	0.7355	0.7355	0.7331
R1	0.7340	0.7340	0.7328	0.7334
PP	0.7327	0.7327	0.7327	0.7323
S1	0.7312	0.7312	0.7323	0.7305
S2	0.7298	0.7298	0.7320
S3	0.7270	0.7283	0.7318
S4	0.7241	0.7255	0.7310

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	0.7313	0.0102	1.4%	0.0042	0.6%	12%	False	True	92,348
10	0.7415	0.7313	0.0102	1.4%	0.0041	0.6%	12%	False	True	79,855
20	0.7482	0.7313	0.0169	2.3%	0.0037	0.5%	7%	False	True	71,540
40	0.7644	0.7313	0.0331	4.5%	0.0042	0.6%	4%	False	True	69,825
60	0.7644	0.7313	0.0331	4.5%	0.0042	0.6%	4%	False	True	69,924
80	0.7644	0.7313	0.0331	4.5%	0.0041	0.6%	4%	False	True	53,317
100	0.7644	0.7313	0.0331	4.5%	0.0041	0.6%	4%	False	True	42,694
120	0.7644	0.7264	0.0380	5.2%	0.0040	0.5%	16%	False	False	35,590

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7463
2.618	0.7416
1.618	0.7388
1.000	0.7370
0.618	0.7359
HIGH	0.7342
0.618	0.7331
0.500	0.7327
0.382	0.7324
LOW	0.7313
0.618	0.7295
1.000	0.7285
1.618	0.7267
2.618	0.7238
4.250	0.7192

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	0.7327	0.7364
PP	0.7327	0.7351
S1	0.7326	0.7338

Download as Excel Spreadsheet

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

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