CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	0.7411	0.7376	-0.0035	-0.5%	0.7400
High	0.7412	0.7382	-0.0030	-0.4%	0.7418
Low	0.7373	0.7344	-0.0029	-0.4%	0.7344
Close	0.7379	0.7368	-0.0011	-0.1%	0.7368
Range	0.0039	0.0038	-0.0001	-2.6%	0.0074
ATR	0.0036	0.0036	0.0000	0.5%	0.0000
Volume	496	754	258	52.0%	1,939

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7461	0.7388
R3	0.7440	0.7423	0.7378
R2	0.7402	0.7402	0.7374
R1	0.7385	0.7385	0.7371	0.7375
PP	0.7364	0.7364	0.7364	0.7359
S1	0.7347	0.7347	0.7364	0.7337
S2	0.7326	0.7326	0.7361
S3	0.7288	0.7309	0.7357
S4	0.7250	0.7271	0.7347

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7557	0.7408
R3	0.7524	0.7483	0.7388
R2	0.7450	0.7450	0.7381
R1	0.7409	0.7409	0.7374	0.7393
PP	0.7376	0.7376	0.7376	0.7368
S1	0.7335	0.7335	0.7361	0.7319
S2	0.7302	0.7302	0.7354
S3	0.7228	0.7261	0.7347
S4	0.7154	0.7187	0.7327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7418	0.7344	0.0074	1.0%	0.0037	0.5%	32%	False	True	387
10	0.7453	0.7344	0.0110	1.5%	0.0032	0.4%	22%	False	True	287
20	0.7613	0.7344	0.0270	3.7%	0.0036	0.5%	9%	False	True	251
40	0.7652	0.7344	0.0309	4.2%	0.0037	0.5%	8%	False	True	203
60	0.7652	0.7344	0.0309	4.2%	0.0035	0.5%	8%	False	True	188
80	0.7652	0.7344	0.0309	4.2%	0.0031	0.4%	8%	False	True	153
100	0.7652	0.7344	0.0309	4.2%	0.0029	0.4%	8%	False	True	123
120	0.7652	0.7264	0.0389	5.3%	0.0028	0.4%	27%	False	False	109

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	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7543
2.618	0.7481
1.618	0.7443
1.000	0.7420
0.618	0.7405
HIGH	0.7382
0.618	0.7367
0.500	0.7363
0.382	0.7358
LOW	0.7344
0.618	0.7320
1.000	0.7306
1.618	0.7282
2.618	0.7244
4.250	0.7182

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	0.7366	0.7378
PP	0.7364	0.7374
S1	0.7363	0.7371

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

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