CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	0.7335	0.7308	-0.0027	-0.4%	0.7357
High	0.7336	0.7350	0.0014	0.2%	0.7368
Low	0.7304	0.7306	0.0002	0.0%	0.7304
Close	0.7309	0.7330	0.0022	0.3%	0.7330
Range	0.0033	0.0044	0.0012	35.4%	0.0064
ATR	0.0040	0.0040	0.0000	0.8%	0.0000
Volume	80,539	104,731	24,192	30.0%	395,932

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7460	0.7439	0.7354
R3	0.7416	0.7395	0.7342
R2	0.7372	0.7372	0.7338
R1	0.7351	0.7351	0.7334	0.7362
PP	0.7328	0.7328	0.7328	0.7334
S1	0.7307	0.7307	0.7326	0.7318
S2	0.7284	0.7284	0.7322
S3	0.7240	0.7263	0.7318
S4	0.7196	0.7219	0.7306

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7526	0.7492	0.7365
R3	0.7462	0.7428	0.7348
R2	0.7398	0.7398	0.7342
R1	0.7364	0.7364	0.7336	0.7349
PP	0.7334	0.7334	0.7334	0.7326
S1	0.7300	0.7300	0.7324	0.7285
S2	0.7270	0.7270	0.7318
S3	0.7206	0.7236	0.7312
S4	0.7142	0.7172	0.7295

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%	0.0045	0.6%	24%	False	False	98,765
10	0.7415	0.7304	0.0112	1.5%	0.0040	0.5%	24%	False	False	85,237
20	0.7459	0.7304	0.0156	2.1%	0.0037	0.5%	17%	False	False	73,966
40	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	8%	False	False	70,287
60	0.7644	0.7304	0.0341	4.6%	0.0042	0.6%	8%	False	False	71,644
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	8%	False	False	55,629
100	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	8%	False	False	44,546
120	0.7644	0.7264	0.0380	5.2%	0.0040	0.5%	17%	False	False	37,133

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7537
2.618	0.7465
1.618	0.7421
1.000	0.7394
0.618	0.7377
HIGH	0.7350
0.618	0.7333
0.500	0.7328
0.382	0.7322
LOW	0.7306
0.618	0.7278
1.000	0.7262
1.618	0.7234
2.618	0.7190
4.250	0.7119

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	0.7329	0.7329
PP	0.7328	0.7328
S1	0.7328	0.7327

Download as Excel Spreadsheet

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

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