CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	0.7400	0.7395	-0.0005	-0.1%	0.7453
High	0.7418	0.7412	-0.0006	-0.1%	0.7453
Low	0.7379	0.7387	0.0008	0.1%	0.7378
Close	0.7393	0.7388	-0.0005	-0.1%	0.7394
Range	0.0039	0.0025	-0.0014	-36.4%	0.0075
ATR	0.0036	0.0035	-0.0001	-2.2%	0.0000
Volume	154	131	-23	-14.9%	933

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7453	0.7401
R3	0.7445	0.7429	0.7395
R2	0.7420	0.7420	0.7392
R1	0.7404	0.7404	0.7390	0.7400
PP	0.7396	0.7396	0.7396	0.7393
S1	0.7380	0.7380	0.7386	0.7375
S2	0.7371	0.7371	0.7384
S3	0.7347	0.7355	0.7381
S4	0.7322	0.7331	0.7375

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	0.7425	0.7378	0.0047	0.6%	0.0030	0.4%	22%	False	False	148
10	0.7489	0.7378	0.0111	1.5%	0.0029	0.4%	9%	False	False	168
20	0.7613	0.7378	0.0235	3.2%	0.0035	0.5%	4%	False	False	182
40	0.7652	0.7378	0.0274	3.7%	0.0037	0.5%	4%	False	False	177
60	0.7652	0.7351	0.0301	4.1%	0.0034	0.5%	12%	False	False	170
80	0.7652	0.7349	0.0303	4.1%	0.0031	0.4%	13%	False	False	132
100	0.7652	0.7349	0.0303	4.1%	0.0028	0.4%	13%	False	False	109
120	0.7652	0.7264	0.0389	5.3%	0.0028	0.4%	32%	False	False	98

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7516
2.618	0.7476
1.618	0.7451
1.000	0.7436
0.618	0.7427
HIGH	0.7412
0.618	0.7402
0.500	0.7399
0.382	0.7396
LOW	0.7387
0.618	0.7372
1.000	0.7363
1.618	0.7347
2.618	0.7323
4.250	0.7283

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	0.7399	0.7398
PP	0.7396	0.7395
S1	0.7392	0.7391

Download as Excel Spreadsheet

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

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