CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	0.7403	0.7395	-0.0008	-0.1%	0.7333
High	0.7411	0.7422	0.0011	0.1%	0.7412
Low	0.7381	0.7393	0.0013	0.2%	0.7333
Close	0.7398	0.7411	0.0013	0.2%	0.7398
Range	0.0031	0.0029	-0.0002	-4.9%	0.0079
ATR	0.0038	0.0038	-0.0001	-1.8%	0.0000
Volume	49,637	9,461	-40,176	-80.9%	495,474

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7482	0.7427
R3	0.7467	0.7453	0.7419
R2	0.7438	0.7438	0.7416
R1	0.7424	0.7424	0.7414	0.7431
PP	0.7409	0.7409	0.7409	0.7412
S1	0.7395	0.7395	0.7408	0.7402
S2	0.7380	0.7380	0.7406
S3	0.7351	0.7366	0.7403
S4	0.7322	0.7337	0.7395

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	0.7422	0.7357	0.0065	0.9%	0.0031	0.4%	83%	True	False	82,925
10	0.7422	0.7304	0.0119	1.6%	0.0036	0.5%	91%	True	False	90,086
20	0.7422	0.7304	0.0119	1.6%	0.0038	0.5%	91%	True	False	79,843
40	0.7612	0.7304	0.0308	4.2%	0.0039	0.5%	35%	False	False	74,055
60	0.7644	0.7304	0.0341	4.6%	0.0041	0.5%	32%	False	False	71,620
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	32%	False	False	61,907
100	0.7644	0.7304	0.0341	4.6%	0.0041	0.6%	32%	False	False	49,589
120	0.7644	0.7304	0.0341	4.6%	0.0040	0.5%	32%	False	False	41,337

Crabel Price Patterns
NR	True
NR4	True
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7545
2.618	0.7498
1.618	0.7469
1.000	0.7451
0.618	0.7440
HIGH	0.7422
0.618	0.7411
0.500	0.7408
0.382	0.7404
LOW	0.7393
0.618	0.7375
1.000	0.7364
1.618	0.7346
2.618	0.7317
4.250	0.7270

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	0.7410	0.7407
PP	0.7409	0.7404
S1	0.7408	0.7400

Download as Excel Spreadsheet

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

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