CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	0.7381	0.7403	0.0022	0.3%	0.7333
High	0.7412	0.7411	-0.0001	0.0%	0.7412
Low	0.7378	0.7381	0.0003	0.0%	0.7333
Close	0.7403	0.7398	-0.0005	-0.1%	0.7398
Range	0.0034	0.0031	-0.0003	-9.0%	0.0079
ATR	0.0039	0.0038	-0.0001	-1.6%	0.0000
Volume	127,814	49,637	-78,177	-61.2%	495,474

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7488	0.7474	0.7415
R3	0.7458	0.7443	0.7406
R2	0.7427	0.7427	0.7404
R1	0.7413	0.7413	0.7401	0.7405
PP	0.7397	0.7397	0.7397	0.7393
S1	0.7382	0.7382	0.7395	0.7374
S2	0.7366	0.7366	0.7392
S3	0.7336	0.7352	0.7390
S4	0.7305	0.7321	0.7381

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7618	0.7587	0.7441
R3	0.7539	0.7508	0.7420
R2	0.7460	0.7460	0.7412
R1	0.7429	0.7429	0.7405	0.7444
PP	0.7381	0.7381	0.7381	0.7388
S1	0.7350	0.7350	0.7391	0.7365
S2	0.7302	0.7302	0.7384
S3	0.7223	0.7271	0.7376
S4	0.7144	0.7192	0.7355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7412	0.7333	0.0079	1.1%	0.0034	0.5%	83%	False	False	99,094
10	0.7415	0.7304	0.0112	1.5%	0.0039	0.5%	85%	False	False	98,930
20	0.7415	0.7304	0.0112	1.5%	0.0038	0.5%	85%	False	False	82,347
40	0.7612	0.7304	0.0308	4.2%	0.0039	0.5%	31%	False	False	75,406
60	0.7644	0.7304	0.0341	4.6%	0.0040	0.5%	28%	False	False	72,539
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	28%	False	False	61,796
100	0.7644	0.7304	0.0341	4.6%	0.0042	0.6%	28%	False	False	49,498
120	0.7644	0.7304	0.0341	4.6%	0.0040	0.5%	28%	False	False	41,258

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7541
2.618	0.7491
1.618	0.7460
1.000	0.7442
0.618	0.7430
HIGH	0.7411
0.618	0.7399
0.500	0.7396
0.382	0.7392
LOW	0.7381
0.618	0.7362
1.000	0.7350
1.618	0.7331
2.618	0.7301
4.250	0.7251

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	0.7397	0.7394
PP	0.7397	0.7390
S1	0.7396	0.7386

Download as Excel Spreadsheet

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

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