CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	0.7333	0.7365	0.0033	0.4%	0.7357
High	0.7375	0.7384	0.0010	0.1%	0.7368
Low	0.7333	0.7357	0.0025	0.3%	0.7304
Close	0.7364	0.7378	0.0014	0.2%	0.7330
Range	0.0042	0.0027	-0.0015	-35.7%	0.0064
ATR	0.0040	0.0039	-0.0001	-2.3%	0.0000
Volume	90,308	105,953	15,645	17.3%	395,932

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7454	0.7443	0.7392
R3	0.7427	0.7416	0.7385
R2	0.7400	0.7400	0.7382
R1	0.7389	0.7389	0.7380	0.7394
PP	0.7373	0.7373	0.7373	0.7376
S1	0.7362	0.7362	0.7375	0.7367
S2	0.7346	0.7346	0.7373
S3	0.7319	0.7335	0.7370
S4	0.7292	0.7308	0.7363

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	0.7384	0.7304	0.0081	1.1%	0.0035	0.5%	92%	True	False	93,069
10	0.7415	0.7304	0.0112	1.5%	0.0040	0.5%	66%	False	False	92,067
20	0.7444	0.7304	0.0141	1.9%	0.0038	0.5%	53%	False	False	77,551
40	0.7629	0.7304	0.0325	4.4%	0.0040	0.5%	23%	False	False	71,943
60	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	22%	False	False	72,043
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	22%	False	False	58,071
100	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	22%	False	False	46,508
120	0.7644	0.7264	0.0380	5.2%	0.0040	0.5%	30%	False	False	38,768

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7499
2.618	0.7455
1.618	0.7428
1.000	0.7411
0.618	0.7401
HIGH	0.7384
0.618	0.7374
0.500	0.7371
0.382	0.7367
LOW	0.7357
0.618	0.7340
1.000	0.7330
1.618	0.7313
2.618	0.7286
4.250	0.7242

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	0.7375	0.7367
PP	0.7373	0.7356
S1	0.7371	0.7345

Download as Excel Spreadsheet

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

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