CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	0.7480	0.7452	-0.0028	-0.4%	0.7488
High	0.7489	0.7468	-0.0022	-0.3%	0.7499
Low	0.7452	0.7440	-0.0012	-0.2%	0.7420
Close	0.7466	0.7449	-0.0017	-0.2%	0.7449
Range	0.0038	0.0028	-0.0010	-25.3%	0.0079
ATR	0.0040	0.0039	-0.0001	-2.1%	0.0000
Volume	171	74	-97	-56.7%	1,122

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7536	0.7521	0.7464
R3	0.7508	0.7493	0.7457
R2	0.7480	0.7480	0.7454
R1	0.7465	0.7465	0.7452	0.7458
PP	0.7452	0.7452	0.7452	0.7449
S1	0.7437	0.7437	0.7446	0.7430
S2	0.7424	0.7424	0.7444
S3	0.7396	0.7409	0.7441
S4	0.7368	0.7381	0.7434

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7650	0.7492
R3	0.7614	0.7571	0.7471
R2	0.7535	0.7535	0.7463
R1	0.7492	0.7492	0.7456	0.7474
PP	0.7456	0.7456	0.7456	0.7447
S1	0.7413	0.7413	0.7442	0.7395
S2	0.7377	0.7377	0.7435
S3	0.7298	0.7334	0.7427
S4	0.7219	0.7255	0.7406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7499	0.7420	0.0079	1.1%	0.0036	0.5%	37%	False	False	224
10	0.7613	0.7420	0.0193	2.6%	0.0040	0.5%	15%	False	False	214
20	0.7636	0.7420	0.0216	2.9%	0.0037	0.5%	13%	False	False	159
40	0.7652	0.7420	0.0232	3.1%	0.0038	0.5%	13%	False	False	172
60	0.7652	0.7351	0.0301	4.0%	0.0033	0.4%	33%	False	False	153
80	0.7652	0.7349	0.0303	4.1%	0.0030	0.4%	33%	False	False	118
100	0.7652	0.7274	0.0378	5.1%	0.0028	0.4%	46%	False	False	98
120	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	48%	False	False	90

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7587
2.618	0.7541
1.618	0.7513
1.000	0.7496
0.618	0.7485
HIGH	0.7468
0.618	0.7457
0.500	0.7454
0.382	0.7450
LOW	0.7440
0.618	0.7422
1.000	0.7412
1.618	0.7394
2.618	0.7366
4.250	0.7321

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	0.7454	0.7464
PP	0.7452	0.7459
S1	0.7451	0.7454

Download as Excel Spreadsheet

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

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