CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	0.7453	0.7441	-0.0013	-0.2%	0.7488
High	0.7453	0.7450	-0.0003	0.0%	0.7499
Low	0.7432	0.7419	-0.0013	-0.2%	0.7420
Close	0.7436	0.7423	-0.0013	-0.2%	0.7449
Range	0.0021	0.0031	0.0010	47.6%	0.0079
ATR	0.0037	0.0037	0.0000	-1.2%	0.0000
Volume	353	123	-230	-65.2%	1,122

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7524	0.7504	0.7440
R3	0.7493	0.7473	0.7431
R2	0.7462	0.7462	0.7428
R1	0.7442	0.7442	0.7425	0.7436
PP	0.7431	0.7431	0.7431	0.7428
S1	0.7411	0.7411	0.7420	0.7405
S2	0.7400	0.7400	0.7417
S3	0.7369	0.7380	0.7414
S4	0.7338	0.7349	0.7405

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	0.7489	0.7419	0.0070	0.9%	0.0028	0.4%	5%	False	True	189
10	0.7548	0.7419	0.0129	1.7%	0.0035	0.5%	3%	False	True	231
20	0.7636	0.7419	0.0217	2.9%	0.0035	0.5%	2%	False	True	171
40	0.7652	0.7419	0.0233	3.1%	0.0037	0.5%	2%	False	True	170
60	0.7652	0.7351	0.0301	4.1%	0.0033	0.4%	24%	False	False	160
80	0.7652	0.7349	0.0303	4.1%	0.0031	0.4%	24%	False	False	124
100	0.7652	0.7274	0.0378	5.1%	0.0028	0.4%	39%	False	False	102
120	0.7652	0.7264	0.0389	5.2%	0.0028	0.4%	41%	False	False	93

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7582
2.618	0.7531
1.618	0.7500
1.000	0.7481
0.618	0.7469
HIGH	0.7450
0.618	0.7438
0.500	0.7435
0.382	0.7431
LOW	0.7419
0.618	0.7400
1.000	0.7388
1.618	0.7369
2.618	0.7338
4.250	0.7287

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	0.7435	0.7443
PP	0.7431	0.7436
S1	0.7427	0.7429

Download as Excel Spreadsheet

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

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