CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	0.7395	0.7394	-0.0001	0.0%	0.7453
High	0.7412	0.7409	-0.0003	0.0%	0.7453
Low	0.7387	0.7364	-0.0024	-0.3%	0.7378
Close	0.7388	0.7397	0.0009	0.1%	0.7394
Range	0.0025	0.0045	0.0021	83.7%	0.0075
ATR	0.0035	0.0035	0.0001	2.1%	0.0000
Volume	131	404	273	208.4%	933

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7525	0.7506	0.7421
R3	0.7480	0.7461	0.7409
R2	0.7435	0.7435	0.7405
R1	0.7416	0.7416	0.7401	0.7425
PP	0.7390	0.7390	0.7390	0.7394
S1	0.7371	0.7371	0.7392	0.7380
S2	0.7345	0.7345	0.7388
S3	0.7300	0.7326	0.7384
S4	0.7255	0.7281	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	0.7420	0.7364	0.0057	0.8%	0.0033	0.4%	58%	False	True	198
10	0.7489	0.7364	0.0126	1.7%	0.0031	0.4%	26%	False	True	186
20	0.7613	0.7364	0.0250	3.4%	0.0036	0.5%	13%	False	True	201
40	0.7652	0.7364	0.0289	3.9%	0.0037	0.5%	11%	False	True	180
60	0.7652	0.7358	0.0295	4.0%	0.0034	0.5%	13%	False	False	176
80	0.7652	0.7351	0.0301	4.1%	0.0031	0.4%	15%	False	False	137
100	0.7652	0.7349	0.0303	4.1%	0.0028	0.4%	16%	False	False	113
120	0.7652	0.7264	0.0389	5.3%	0.0028	0.4%	34%	False	False	101

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	0.0009
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7600
2.618	0.7526
1.618	0.7481
1.000	0.7454
0.618	0.7436
HIGH	0.7409
0.618	0.7391
0.500	0.7386
0.382	0.7381
LOW	0.7364
0.618	0.7336
1.000	0.7319
1.618	0.7291
2.618	0.7246
4.250	0.7172

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	0.7393	0.7395
PP	0.7390	0.7393
S1	0.7386	0.7391

Download as Excel Spreadsheet

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

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