CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	0.7333	0.7335	0.0002	0.0%	0.7354
High	0.7342	0.7336	-0.0006	-0.1%	0.7415
Low	0.7313	0.7304	-0.0010	-0.1%	0.7335
Close	0.7326	0.7309	-0.0017	-0.2%	0.7355
Range	0.0029	0.0033	0.0004	14.0%	0.0081
ATR	0.0040	0.0040	-0.0001	-1.4%	0.0000
Volume	83,814	80,539	-3,275	-3.9%	377,884

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7414	0.7394	0.7326
R3	0.7381	0.7361	0.7317
R2	0.7349	0.7349	0.7314
R1	0.7329	0.7329	0.7311	0.7322
PP	0.7316	0.7316	0.7316	0.7313
S1	0.7296	0.7296	0.7306	0.7290
S2	0.7284	0.7284	0.7303
S3	0.7251	0.7264	0.7300
S4	0.7219	0.7231	0.7291

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	0.7304	0.0112	1.5%	0.0042	0.6%	4%	False	True	93,564
10	0.7415	0.7304	0.0112	1.5%	0.0040	0.5%	4%	False	True	80,876
20	0.7482	0.7304	0.0178	2.4%	0.0037	0.5%	3%	False	True	72,058
40	0.7644	0.7304	0.0341	4.7%	0.0041	0.6%	1%	False	True	69,637
60	0.7644	0.7304	0.0341	4.7%	0.0042	0.6%	1%	False	True	70,584
80	0.7644	0.7304	0.0341	4.7%	0.0041	0.6%	1%	False	True	54,321
100	0.7644	0.7304	0.0341	4.7%	0.0041	0.6%	1%	False	True	43,499
120	0.7644	0.7264	0.0380	5.2%	0.0040	0.5%	12%	False	False	36,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7474
2.618	0.7421
1.618	0.7389
1.000	0.7369
0.618	0.7356
HIGH	0.7336
0.618	0.7324
0.500	0.7320
0.382	0.7316
LOW	0.7304
0.618	0.7283
1.000	0.7271
1.618	0.7251
2.618	0.7218
4.250	0.7165

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	0.7320	0.7336
PP	0.7316	0.7327
S1	0.7312	0.7318

Download as Excel Spreadsheet

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

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