CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	0.7378	0.7381	0.0003	0.0%	0.7357
High	0.7397	0.7412	0.0015	0.2%	0.7368
Low	0.7360	0.7378	0.0018	0.2%	0.7304
Close	0.7372	0.7403	0.0031	0.4%	0.7330
Range	0.0037	0.0034	-0.0003	-8.2%	0.0064
ATR	0.0039	0.0039	0.0000	0.1%	0.0000
Volume	121,762	127,814	6,052	5.0%	395,932

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7498	0.7484	0.7421
R3	0.7465	0.7451	0.7412
R2	0.7431	0.7431	0.7409
R1	0.7417	0.7417	0.7406	0.7424
PP	0.7398	0.7398	0.7398	0.7401
S1	0.7384	0.7384	0.7400	0.7391
S2	0.7364	0.7364	0.7397
S3	0.7331	0.7350	0.7394
S4	0.7297	0.7317	0.7385

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	0.7412	0.7306	0.0106	1.4%	0.0037	0.5%	92%	True	False	110,113
10	0.7415	0.7304	0.0112	1.5%	0.0039	0.5%	89%	False	False	101,838
20	0.7415	0.7304	0.0112	1.5%	0.0038	0.5%	89%	False	False	83,019
40	0.7629	0.7304	0.0325	4.4%	0.0040	0.5%	31%	False	False	75,373
60	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	29%	False	False	72,886
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	29%	False	False	61,178
100	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	29%	False	False	49,002
120	0.7644	0.7304	0.0341	4.6%	0.0040	0.5%	29%	False	False	40,846

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7554
2.618	0.7499
1.618	0.7466
1.000	0.7445
0.618	0.7432
HIGH	0.7412
0.618	0.7399
0.500	0.7395
0.382	0.7391
LOW	0.7378
0.618	0.7357
1.000	0.7345
1.618	0.7324
2.618	0.7290
4.250	0.7236

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	0.7400	0.7397
PP	0.7398	0.7391
S1	0.7395	0.7384

Download as Excel Spreadsheet

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

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