CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	0.7492	0.7462	-0.0030	-0.4%	0.7557
High	0.7492	0.7470	-0.0022	-0.3%	0.7613
Low	0.7420	0.7448	0.0028	0.4%	0.7478
Close	0.7465	0.7467	0.0002	0.0%	0.7485
Range	0.0072	0.0022	-0.0050	-69.2%	0.0135
ATR	0.0041	0.0040	-0.0001	-3.3%	0.0000
Volume	589	224	-365	-62.0%	1,027

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7527	0.7519	0.7479
R3	0.7505	0.7497	0.7473
R2	0.7483	0.7483	0.7471
R1	0.7475	0.7475	0.7469	0.7479
PP	0.7461	0.7461	0.7461	0.7463
S1	0.7453	0.7453	0.7465	0.7457
S2	0.7439	0.7439	0.7463
S3	0.7417	0.7431	0.7461
S4	0.7395	0.7409	0.7455

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	0.7521	0.7420	0.0101	1.3%	0.0037	0.5%	47%	False	False	257
10	0.7613	0.7420	0.0193	2.6%	0.0040	0.5%	24%	False	False	215
20	0.7652	0.7420	0.0232	3.1%	0.0039	0.5%	20%	False	False	179
40	0.7652	0.7420	0.0232	3.1%	0.0037	0.5%	20%	False	False	187
60	0.7652	0.7351	0.0301	4.0%	0.0032	0.4%	39%	False	False	148
80	0.7652	0.7349	0.0303	4.1%	0.0029	0.4%	39%	False	False	115
100	0.7652	0.7274	0.0378	5.1%	0.0028	0.4%	51%	False	False	96
120	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	52%	False	False	88

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7563
2.618	0.7527
1.618	0.7505
1.000	0.7492
0.618	0.7483
HIGH	0.7470
0.618	0.7461
0.500	0.7459
0.382	0.7456
LOW	0.7448
0.618	0.7434
1.000	0.7426
1.618	0.7412
2.618	0.7390
4.250	0.7354

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	0.7464	0.7465
PP	0.7461	0.7462
S1	0.7459	0.7460

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

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