CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	0.7440	0.7436	-0.0004	0.0%	0.7420
High	0.7446	0.7467	0.0021	0.3%	0.7484
Low	0.7418	0.7432	0.0014	0.2%	0.7418
Close	0.7443	0.7439	-0.0004	-0.1%	0.7439
Range	0.0029	0.0036	0.0007	24.6%	0.0067
ATR	0.0029	0.0030	0.0000	1.6%	0.0000
Volume	82	874	792	965.9%	1,149

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7531	0.7458
R3	0.7517	0.7495	0.7448
R2	0.7481	0.7481	0.7445
R1	0.7460	0.7460	0.7442	0.7471
PP	0.7446	0.7446	0.7446	0.7451
S1	0.7424	0.7424	0.7435	0.7435
S2	0.7410	0.7410	0.7432
S3	0.7375	0.7389	0.7429
S4	0.7339	0.7353	0.7419

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7646	0.7609	0.7475
R3	0.7580	0.7542	0.7457
R2	0.7513	0.7513	0.7451
R1	0.7476	0.7476	0.7445	0.7495
PP	0.7447	0.7447	0.7447	0.7456
S1	0.7409	0.7409	0.7432	0.7428
S2	0.7380	0.7380	0.7426
S3	0.7314	0.7343	0.7420
S4	0.7247	0.7276	0.7402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7484	0.7418	0.0067	0.9%	0.0031	0.4%	32%	False	False	229
10	0.7484	0.7380	0.0104	1.4%	0.0024	0.3%	56%	False	False	231
20	0.7484	0.7325	0.0159	2.1%	0.0023	0.3%	71%	False	False	143
40	0.7626	0.7325	0.0301	4.0%	0.0017	0.2%	38%	False	False	76
60	0.7656	0.7325	0.0331	4.4%	0.0015	0.2%	34%	False	False	54
80	0.7656	0.7325	0.0331	4.4%	0.0014	0.2%	34%	False	False	43
100	0.7656	0.7325	0.0331	4.4%	0.0012	0.2%	34%	False	False	35

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7618
2.618	0.7560
1.618	0.7524
1.000	0.7503
0.618	0.7489
HIGH	0.7467
0.618	0.7453
0.500	0.7449
0.382	0.7445
LOW	0.7432
0.618	0.7410
1.000	0.7396
1.618	0.7374
2.618	0.7339
4.250	0.7281

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	0.7449	0.7450
PP	0.7446	0.7446
S1	0.7442	0.7442

Download as Excel Spreadsheet

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

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