CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	0.7452	0.7453	0.0001	0.0%	0.7488
High	0.7468	0.7453	-0.0015	-0.2%	0.7499
Low	0.7440	0.7432	-0.0008	-0.1%	0.7420
Close	0.7449	0.7436	-0.0014	-0.2%	0.7449
Range	0.0028	0.0021	-0.0007	-25.0%	0.0079
ATR	0.0039	0.0037	-0.0001	-3.3%	0.0000
Volume	74	353	279	377.0%	1,122

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7503	0.7490	0.7447
R3	0.7482	0.7469	0.7441
R2	0.7461	0.7461	0.7439
R1	0.7448	0.7448	0.7437	0.7444
PP	0.7440	0.7440	0.7440	0.7438
S1	0.7427	0.7427	0.7434	0.7423
S2	0.7419	0.7419	0.7432
S3	0.7398	0.7406	0.7430
S4	0.7377	0.7385	0.7424

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	0.7492	0.7420	0.0072	1.0%	0.0036	0.5%	22%	False	False	282
10	0.7580	0.7420	0.0160	2.2%	0.0036	0.5%	10%	False	False	235
20	0.7636	0.7420	0.0216	2.9%	0.0036	0.5%	7%	False	False	169
40	0.7652	0.7420	0.0232	3.1%	0.0037	0.5%	7%	False	False	174
60	0.7652	0.7351	0.0301	4.0%	0.0033	0.4%	28%	False	False	158
80	0.7652	0.7349	0.0303	4.1%	0.0031	0.4%	29%	False	False	122
100	0.7652	0.7274	0.0378	5.1%	0.0028	0.4%	43%	False	False	101
120	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	44%	False	False	93

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	0.0007
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7542
2.618	0.7508
1.618	0.7487
1.000	0.7474
0.618	0.7466
HIGH	0.7453
0.618	0.7445
0.500	0.7443
0.382	0.7440
LOW	0.7432
0.618	0.7419
1.000	0.7411
1.618	0.7398
2.618	0.7377
4.250	0.7343

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	0.7443	0.7461
PP	0.7440	0.7452
S1	0.7438	0.7444

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

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