CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	0.7488	0.7492	0.0004	0.1%	0.7557
High	0.7499	0.7492	-0.0008	-0.1%	0.7613
Low	0.7477	0.7420	-0.0057	-0.8%	0.7478
Close	0.7494	0.7465	-0.0029	-0.4%	0.7485
Range	0.0022	0.0072	0.0050	225.0%	0.0135
ATR	0.0039	0.0041	0.0003	6.6%	0.0000
Volume	64	589	525	820.3%	1,027

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7673	0.7641	0.7504
R3	0.7602	0.7569	0.7485
R2	0.7530	0.7530	0.7478
R1	0.7498	0.7498	0.7472	0.7478
PP	0.7459	0.7459	0.7459	0.7449
S1	0.7426	0.7426	0.7458	0.7407
S2	0.7387	0.7387	0.7452
S3	0.7316	0.7355	0.7445
S4	0.7244	0.7283	0.7426

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	0.7548	0.7420	0.0128	1.7%	0.0041	0.6%	35%	False	True	274
10	0.7613	0.7420	0.0193	2.6%	0.0041	0.5%	23%	False	True	196
20	0.7652	0.7420	0.0232	3.1%	0.0041	0.5%	19%	False	True	182
40	0.7652	0.7420	0.0232	3.1%	0.0037	0.5%	19%	False	True	182
60	0.7652	0.7351	0.0301	4.0%	0.0032	0.4%	38%	False	False	145
80	0.7652	0.7349	0.0303	4.1%	0.0030	0.4%	38%	False	False	112
100	0.7652	0.7274	0.0378	5.1%	0.0028	0.4%	51%	False	False	94
120	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	52%	False	False	86

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	0.0008
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7795
2.618	0.7679
1.618	0.7607
1.000	0.7563
0.618	0.7536
HIGH	0.7492
0.618	0.7464
0.500	0.7456
0.382	0.7447
LOW	0.7420
0.618	0.7376
1.000	0.7349
1.618	0.7304
2.618	0.7233
4.250	0.7116

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	0.7462	0.7470
PP	0.7459	0.7469
S1	0.7456	0.7467

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

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