CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	0.7401	0.7400	-0.0001	0.0%	0.7453
High	0.7405	0.7418	0.0013	0.2%	0.7453
Low	0.7378	0.7379	0.0001	0.0%	0.7378
Close	0.7394	0.7393	-0.0001	0.0%	0.7394
Range	0.0027	0.0039	0.0012	42.6%	0.0075
ATR	0.0035	0.0036	0.0000	0.6%	0.0000
Volume	221	154	-67	-30.3%	933

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7491	0.7414
R3	0.7474	0.7453	0.7404
R2	0.7435	0.7435	0.7400
R1	0.7414	0.7414	0.7397	0.7405
PP	0.7397	0.7397	0.7397	0.7392
S1	0.7376	0.7376	0.7389	0.7367
S2	0.7358	0.7358	0.7386
S3	0.7320	0.7337	0.7382
S4	0.7281	0.7299	0.7372

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	0.7450	0.7378	0.0072	1.0%	0.0031	0.4%	21%	False	False	146
10	0.7492	0.7378	0.0114	1.5%	0.0034	0.5%	13%	False	False	214
20	0.7615	0.7378	0.0237	3.2%	0.0035	0.5%	6%	False	False	181
40	0.7652	0.7378	0.0274	3.7%	0.0036	0.5%	5%	False	False	176
60	0.7652	0.7351	0.0301	4.1%	0.0034	0.5%	14%	False	False	168
80	0.7652	0.7349	0.0303	4.1%	0.0031	0.4%	15%	False	False	131
100	0.7652	0.7349	0.0303	4.1%	0.0028	0.4%	15%	False	False	107
120	0.7652	0.7264	0.0389	5.3%	0.0028	0.4%	33%	False	False	97

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7581
2.618	0.7518
1.618	0.7480
1.000	0.7456
0.618	0.7441
HIGH	0.7418
0.618	0.7403
0.500	0.7398
0.382	0.7394
LOW	0.7379
0.618	0.7355
1.000	0.7341
1.618	0.7317
2.618	0.7278
4.250	0.7215

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	0.7398	0.7399
PP	0.7397	0.7397
S1	0.7395	0.7395

Download as Excel Spreadsheet

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

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