CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	0.7396	0.7401	0.0005	0.1%	0.7453
High	0.7420	0.7405	-0.0015	-0.2%	0.7453
Low	0.7391	0.7378	-0.0013	-0.2%	0.7378
Close	0.7391	0.7394	0.0004	0.0%	0.7394
Range	0.0030	0.0027	-0.0003	-8.5%	0.0075
ATR	0.0036	0.0035	-0.0001	-1.8%	0.0000
Volume	81	221	140	172.8%	933

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7473	0.7461	0.7409
R3	0.7446	0.7434	0.7401
R2	0.7419	0.7419	0.7399
R1	0.7407	0.7407	0.7396	0.7400
PP	0.7392	0.7392	0.7392	0.7389
S1	0.7380	0.7380	0.7392	0.7373
S2	0.7365	0.7365	0.7389
S3	0.7338	0.7353	0.7387
S4	0.7311	0.7326	0.7379

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7633	0.7589	0.7435
R3	0.7558	0.7514	0.7415
R2	0.7483	0.7483	0.7408
R1	0.7439	0.7439	0.7401	0.7424
PP	0.7408	0.7408	0.7408	0.7401
S1	0.7364	0.7364	0.7387	0.7349
S2	0.7333	0.7333	0.7380
S3	0.7258	0.7289	0.7373
S4	0.7183	0.7214	0.7353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7453	0.7378	0.0075	1.0%	0.0028	0.4%	21%	False	True	186
10	0.7499	0.7378	0.0121	1.6%	0.0032	0.4%	13%	False	True	205
20	0.7616	0.7378	0.0238	3.2%	0.0034	0.5%	7%	False	True	178
40	0.7652	0.7378	0.0274	3.7%	0.0037	0.5%	6%	False	True	174
60	0.7652	0.7351	0.0301	4.1%	0.0034	0.5%	14%	False	False	167
80	0.7652	0.7349	0.0303	4.1%	0.0031	0.4%	15%	False	False	129
100	0.7652	0.7349	0.0303	4.1%	0.0028	0.4%	15%	False	False	106
120	0.7652	0.7264	0.0389	5.3%	0.0028	0.4%	34%	False	False	96

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7520
2.618	0.7476
1.618	0.7449
1.000	0.7432
0.618	0.7422
HIGH	0.7405
0.618	0.7395
0.500	0.7392
0.382	0.7388
LOW	0.7378
0.618	0.7361
1.000	0.7351
1.618	0.7334
2.618	0.7307
4.250	0.7263

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	0.7393	0.7401
PP	0.7392	0.7399
S1	0.7392	0.7396

Download as Excel Spreadsheet

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

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