CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	0.7365	0.7378	0.0013	0.2%	0.7357
High	0.7384	0.7397	0.0013	0.2%	0.7368
Low	0.7357	0.7360	0.0003	0.0%	0.7304
Close	0.7378	0.7372	-0.0006	-0.1%	0.7330
Range	0.0027	0.0037	0.0010	35.2%	0.0064
ATR	0.0039	0.0039	0.0000	-0.5%	0.0000
Volume	105,953	121,762	15,809	14.9%	395,932

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7486	0.7465	0.7392
R3	0.7449	0.7429	0.7382
R2	0.7413	0.7413	0.7379
R1	0.7392	0.7392	0.7375	0.7384
PP	0.7376	0.7376	0.7376	0.7372
S1	0.7356	0.7356	0.7369	0.7348
S2	0.7340	0.7340	0.7365
S3	0.7303	0.7319	0.7362
S4	0.7267	0.7283	0.7352

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	0.7397	0.7304	0.0093	1.3%	0.0036	0.5%	74%	True	False	100,658
10	0.7415	0.7304	0.0112	1.5%	0.0039	0.5%	61%	False	False	96,503
20	0.7424	0.7304	0.0120	1.6%	0.0038	0.5%	57%	False	False	80,032
40	0.7629	0.7304	0.0325	4.4%	0.0039	0.5%	21%	False	False	73,375
60	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	20%	False	False	72,575
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	20%	False	False	59,585
100	0.7644	0.7304	0.0341	4.6%	0.0042	0.6%	20%	False	False	47,725
120	0.7644	0.7264	0.0380	5.2%	0.0040	0.5%	28%	False	False	39,781

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7552
2.618	0.7492
1.618	0.7456
1.000	0.7433
0.618	0.7419
HIGH	0.7397
0.618	0.7383
0.500	0.7378
0.382	0.7374
LOW	0.7360
0.618	0.7337
1.000	0.7324
1.618	0.7301
2.618	0.7264
4.250	0.7205

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	0.7378	0.7370
PP	0.7376	0.7367
S1	0.7374	0.7365

Download as Excel Spreadsheet

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

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