CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	0.7441	0.7416	-0.0025	-0.3%	0.7488
High	0.7450	0.7425	-0.0026	-0.3%	0.7499
Low	0.7419	0.7396	-0.0024	-0.3%	0.7420
Close	0.7423	0.7400	-0.0023	-0.3%	0.7449
Range	0.0031	0.0029	-0.0002	-6.5%	0.0079
ATR	0.0037	0.0036	-0.0001	-1.5%	0.0000
Volume	123	155	32	26.0%	1,122

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7494	0.7476	0.7415
R3	0.7465	0.7447	0.7407
R2	0.7436	0.7436	0.7405
R1	0.7418	0.7418	0.7402	0.7412
PP	0.7407	0.7407	0.7407	0.7404
S1	0.7389	0.7389	0.7397	0.7383
S2	0.7378	0.7378	0.7394
S3	0.7349	0.7360	0.7392
S4	0.7320	0.7331	0.7384

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	0.7396	0.0094	1.3%	0.0029	0.4%	4%	False	True	175
10	0.7521	0.7396	0.0125	1.7%	0.0033	0.4%	3%	False	True	216
20	0.7636	0.7396	0.0241	3.3%	0.0036	0.5%	2%	False	True	168
40	0.7652	0.7396	0.0257	3.5%	0.0037	0.5%	2%	False	True	172
60	0.7652	0.7351	0.0301	4.1%	0.0033	0.4%	16%	False	False	162
80	0.7652	0.7349	0.0303	4.1%	0.0031	0.4%	17%	False	False	126
100	0.7652	0.7346	0.0307	4.1%	0.0027	0.4%	18%	False	False	103
120	0.7652	0.7264	0.0389	5.3%	0.0028	0.4%	35%	False	False	94

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7500
1.618	0.7471
1.000	0.7454
0.618	0.7442
HIGH	0.7425
0.618	0.7413
0.500	0.7410
0.382	0.7407
LOW	0.7396
0.618	0.7378
1.000	0.7367
1.618	0.7349
2.618	0.7320
4.250	0.7272

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	0.7410	0.7424
PP	0.7407	0.7416
S1	0.7403	0.7408

Download as Excel Spreadsheet

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

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