CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 07-Aug-2023

Day Change Summary
	Previous	Current
	04-Aug-2023	07-Aug-2023	Change	Change %	Previous Week
Open	0.7501	0.7488	-0.0014	-0.2%	0.7557
High	0.7521	0.7499	-0.0022	-0.3%	0.7613
Low	0.7478	0.7477	-0.0001	0.0%	0.7478
Close	0.7485	0.7494	0.0009	0.1%	0.7485
Range	0.0043	0.0022	-0.0021	-48.2%	0.0135
ATR	0.0040	0.0039	-0.0001	-3.2%	0.0000
Volume	311	64	-247	-79.4%	1,027

Daily Pivots for day following 07-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7556	0.7547	0.7506
R3	0.7534	0.7525	0.7500
R2	0.7512	0.7512	0.7498
R1	0.7503	0.7503	0.7496	0.7508
PP	0.7490	0.7490	0.7490	0.7492
S1	0.7481	0.7481	0.7492	0.7486
S2	0.7468	0.7468	0.7490
S3	0.7446	0.7459	0.7488
S4	0.7424	0.7437	0.7482

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7843	0.7559
R3	0.7795	0.7708	0.7522
R2	0.7660	0.7660	0.7510
R1	0.7573	0.7573	0.7497	0.7549
PP	0.7525	0.7525	0.7525	0.7514
S1	0.7438	0.7438	0.7473	0.7414
S2	0.7390	0.7390	0.7460
S3	0.7255	0.7303	0.7448
S4	0.7120	0.7168	0.7411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7580	0.7477	0.0103	1.4%	0.0037	0.5%	17%	False	True	188
10	0.7615	0.7477	0.0138	1.8%	0.0036	0.5%	12%	False	True	148
20	0.7652	0.7477	0.0175	2.3%	0.0038	0.5%	10%	False	True	166
40	0.7652	0.7477	0.0175	2.3%	0.0036	0.5%	10%	False	True	169
60	0.7652	0.7351	0.0301	4.0%	0.0031	0.4%	48%	False	False	135
80	0.7652	0.7349	0.0303	4.0%	0.0030	0.4%	48%	False	False	105
100	0.7652	0.7274	0.0378	5.0%	0.0027	0.4%	58%	False	False	88
120	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	59%	False	False	81

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7593
2.618	0.7557
1.618	0.7535
1.000	0.7521
0.618	0.7513
HIGH	0.7499
0.618	0.7491
0.500	0.7488
0.382	0.7485
LOW	0.7477
0.618	0.7463
1.000	0.7455
1.618	0.7441
2.618	0.7419
4.250	0.7384

Fisher Pivots for day following 07-Aug-2023
Pivot	1 day	3 day
R1	0.7492	0.7499
PP	0.7490	0.7497
S1	0.7488	0.7496

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

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