CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	0.7580	0.7547	-0.0034	-0.4%	0.7587
High	0.7580	0.7548	-0.0033	-0.4%	0.7616
Low	0.7532	0.7503	-0.0030	-0.4%	0.7562
Close	0.7537	0.7506	-0.0031	-0.4%	0.7566
Range	0.0048	0.0045	-0.0003	-6.3%	0.0055
ATR	0.0040	0.0041	0.0000	0.8%	0.0000
Volume	160	308	148	92.5%	482

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7654	0.7625	0.7530
R3	0.7609	0.7580	0.7518
R2	0.7564	0.7564	0.7514
R1	0.7535	0.7535	0.7510	0.7527
PP	0.7519	0.7519	0.7519	0.7515
S1	0.7490	0.7490	0.7501	0.7482
S2	0.7474	0.7474	0.7497
S3	0.7429	0.7445	0.7493
S4	0.7384	0.7400	0.7481

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7745	0.7710	0.7595
R3	0.7690	0.7655	0.7580
R2	0.7636	0.7636	0.7575
R1	0.7601	0.7601	0.7570	0.7591
PP	0.7581	0.7581	0.7581	0.7576
S1	0.7546	0.7546	0.7561	0.7536
S2	0.7527	0.7527	0.7556
S3	0.7472	0.7492	0.7551
S4	0.7418	0.7437	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7613	0.7503	0.0111	1.5%	0.0043	0.6%	3%	False	True	173
10	0.7636	0.7503	0.0134	1.8%	0.0038	0.5%	2%	False	True	121
20	0.7652	0.7489	0.0163	2.2%	0.0040	0.5%	10%	False	False	159
40	0.7652	0.7463	0.0190	2.5%	0.0035	0.5%	23%	False	False	170
60	0.7652	0.7351	0.0301	4.0%	0.0030	0.4%	51%	False	False	128
80	0.7652	0.7349	0.0303	4.0%	0.0029	0.4%	52%	False	False	99
100	0.7652	0.7270	0.0382	5.1%	0.0028	0.4%	62%	False	False	84
120	0.7652	0.7264	0.0389	5.2%	0.0027	0.4%	62%	False	False	77

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7739
2.618	0.7665
1.618	0.7620
1.000	0.7593
0.618	0.7575
HIGH	0.7548
0.618	0.7530
0.500	0.7525
0.382	0.7520
LOW	0.7503
0.618	0.7475
1.000	0.7458
1.618	0.7430
2.618	0.7385
4.250	0.7311

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	0.7525	0.7558
PP	0.7519	0.7540
S1	0.7512	0.7523

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

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