CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	0.7395	0.7415	0.0021	0.3%	0.7333
High	0.7422	0.7471	0.0049	0.7%	0.7412
Low	0.7393	0.7414	0.0021	0.3%	0.7333
Close	0.7411	0.7463	0.0052	0.7%	0.7398
Range	0.0029	0.0058	0.0029	98.3%	0.0079
ATR	0.0038	0.0039	0.0002	4.2%	0.0000
Volume	9,461	384	-9,077	-95.9%	495,474

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7622	0.7600	0.7495
R3	0.7564	0.7542	0.7479
R2	0.7507	0.7507	0.7474
R1	0.7485	0.7485	0.7468	0.7496
PP	0.7449	0.7449	0.7449	0.7455
S1	0.7427	0.7427	0.7458	0.7438
S2	0.7392	0.7392	0.7452
S3	0.7334	0.7370	0.7447
S4	0.7277	0.7312	0.7431

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	0.7471	0.7360	0.0111	1.5%	0.0037	0.5%	93%	True	False	61,811
10	0.7471	0.7304	0.0168	2.2%	0.0036	0.5%	95%	True	False	77,440
20	0.7471	0.7304	0.0168	2.2%	0.0039	0.5%	95%	True	False	77,134
40	0.7612	0.7304	0.0308	4.1%	0.0039	0.5%	52%	False	False	72,683
60	0.7644	0.7304	0.0341	4.6%	0.0041	0.5%	47%	False	False	70,464
80	0.7644	0.7304	0.0341	4.6%	0.0041	0.5%	47%	False	False	61,795
100	0.7644	0.7304	0.0341	4.6%	0.0042	0.6%	47%	False	False	49,592
120	0.7644	0.7304	0.0341	4.6%	0.0040	0.5%	47%	False	False	41,340

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7715
2.618	0.7622
1.618	0.7564
1.000	0.7529
0.618	0.7507
HIGH	0.7471
0.618	0.7449
0.500	0.7442
0.382	0.7435
LOW	0.7414
0.618	0.7378
1.000	0.7356
1.618	0.7320
2.618	0.7263
4.250	0.7169

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	0.7456	0.7451
PP	0.7449	0.7438
S1	0.7442	0.7426

Download as Excel Spreadsheet

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

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