CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	0.7462	0.7480	0.0018	0.2%	0.7557
High	0.7470	0.7489	0.0020	0.3%	0.7613
Low	0.7448	0.7452	0.0004	0.1%	0.7478
Close	0.7467	0.7466	-0.0002	0.0%	0.7485
Range	0.0022	0.0038	0.0016	70.5%	0.0135
ATR	0.0040	0.0040	0.0000	-0.4%	0.0000
Volume	224	171	-53	-23.7%	1,027

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7581	0.7561	0.7486
R3	0.7544	0.7523	0.7476
R2	0.7506	0.7506	0.7472
R1	0.7486	0.7486	0.7469	0.7477
PP	0.7469	0.7469	0.7469	0.7464
S1	0.7448	0.7448	0.7462	0.7440
S2	0.7431	0.7431	0.7459
S3	0.7394	0.7411	0.7455
S4	0.7356	0.7373	0.7445

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%	0.0039	0.5%	45%	False	False	271
10	0.7613	0.7420	0.0193	2.6%	0.0040	0.5%	24%	False	False	218
20	0.7652	0.7420	0.0232	3.1%	0.0039	0.5%	20%	False	False	169
40	0.7652	0.7420	0.0232	3.1%	0.0038	0.5%	20%	False	False	175
60	0.7652	0.7351	0.0301	4.0%	0.0032	0.4%	38%	False	False	151
80	0.7652	0.7349	0.0303	4.1%	0.0030	0.4%	38%	False	False	117
100	0.7652	0.7274	0.0378	5.1%	0.0028	0.4%	51%	False	False	98
120	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	52%	False	False	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7648
2.618	0.7587
1.618	0.7550
1.000	0.7527
0.618	0.7512
HIGH	0.7489
0.618	0.7475
0.500	0.7470
0.382	0.7466
LOW	0.7452
0.618	0.7428
1.000	0.7414
1.618	0.7391
2.618	0.7353
4.250	0.7292

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	0.7470	0.7462
PP	0.7469	0.7459
S1	0.7467	0.7456

Download as Excel Spreadsheet

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

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