CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	0.7394	0.7411	0.0017	0.2%	0.7453
High	0.7409	0.7412	0.0003	0.0%	0.7453
Low	0.7364	0.7373	0.0009	0.1%	0.7378
Close	0.7397	0.7379	-0.0018	-0.2%	0.7394
Range	0.0045	0.0039	-0.0006	-13.3%	0.0075
ATR	0.0035	0.0036	0.0000	0.7%	0.0000
Volume	404	496	92	22.8%	933

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7481	0.7400
R3	0.7466	0.7442	0.7389
R2	0.7427	0.7427	0.7386
R1	0.7403	0.7403	0.7382	0.7395
PP	0.7388	0.7388	0.7388	0.7384
S1	0.7364	0.7364	0.7375	0.7356
S2	0.7349	0.7349	0.7371
S3	0.7310	0.7325	0.7368
S4	0.7271	0.7286	0.7357

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	0.7418	0.7364	0.0054	0.7%	0.0035	0.5%	28%	False	False	281
10	0.7468	0.7364	0.0104	1.4%	0.0031	0.4%	14%	False	False	219
20	0.7613	0.7364	0.0250	3.4%	0.0035	0.5%	6%	False	False	218
40	0.7652	0.7364	0.0289	3.9%	0.0037	0.5%	5%	False	False	188
60	0.7652	0.7358	0.0295	4.0%	0.0035	0.5%	7%	False	False	179
80	0.7652	0.7351	0.0301	4.1%	0.0031	0.4%	9%	False	False	143
100	0.7652	0.7349	0.0303	4.1%	0.0029	0.4%	10%	False	False	117
120	0.7652	0.7264	0.0389	5.3%	0.0029	0.4%	30%	False	False	105

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	True
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7577
2.618	0.7514
1.618	0.7475
1.000	0.7451
0.618	0.7436
HIGH	0.7412
0.618	0.7397
0.500	0.7392
0.382	0.7387
LOW	0.7373
0.618	0.7348
1.000	0.7334
1.618	0.7309
2.618	0.7270
4.250	0.7207

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	0.7392	0.7388
PP	0.7388	0.7385
S1	0.7383	0.7382

Download as Excel Spreadsheet

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

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