CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	0.7308	0.7333	0.0025	0.3%	0.7357
High	0.7350	0.7375	0.0025	0.3%	0.7368
Low	0.7306	0.7333	0.0027	0.4%	0.7304
Close	0.7330	0.7364	0.0034	0.5%	0.7330
Range	0.0044	0.0042	-0.0002	-4.5%	0.0064
ATR	0.0040	0.0040	0.0000	0.8%	0.0000
Volume	104,731	90,308	-14,423	-13.8%	395,932

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7483	0.7465	0.7387
R3	0.7441	0.7423	0.7375
R2	0.7399	0.7399	0.7371
R1	0.7381	0.7381	0.7367	0.7390
PP	0.7357	0.7357	0.7357	0.7361
S1	0.7339	0.7339	0.7360	0.7348
S2	0.7315	0.7315	0.7356
S3	0.7273	0.7297	0.7352
S4	0.7231	0.7255	0.7340

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	0.7375	0.7304	0.0071	1.0%	0.0040	0.5%	85%	True	False	97,248
10	0.7415	0.7304	0.0112	1.5%	0.0040	0.5%	54%	False	False	86,412
20	0.7445	0.7304	0.0142	1.9%	0.0038	0.5%	42%	False	False	75,190
40	0.7629	0.7304	0.0325	4.4%	0.0040	0.5%	18%	False	False	70,703
60	0.7644	0.7304	0.0341	4.6%	0.0042	0.6%	18%	False	False	72,008
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	18%	False	False	56,750
100	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	18%	False	False	45,448
120	0.7644	0.7264	0.0380	5.2%	0.0040	0.5%	26%	False	False	37,885

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7553
2.618	0.7484
1.618	0.7442
1.000	0.7417
0.618	0.7400
HIGH	0.7375
0.618	0.7358
0.500	0.7354
0.382	0.7349
LOW	0.7333
0.618	0.7307
1.000	0.7291
1.618	0.7265
2.618	0.7223
4.250	0.7154

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	0.7360	0.7355
PP	0.7357	0.7347
S1	0.7354	0.7339

Download as Excel Spreadsheet

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

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