CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	0.7376	0.7364	-0.0012	-0.2%	0.7400
High	0.7382	0.7380	-0.0002	0.0%	0.7418
Low	0.7344	0.7359	0.0015	0.2%	0.7344
Close	0.7368	0.7363	-0.0005	-0.1%	0.7368
Range	0.0038	0.0022	-0.0017	-43.4%	0.0074
ATR	0.0036	0.0035	-0.0001	-2.9%	0.0000
Volume	754	321	-433	-57.4%	1,939

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7419	0.7374
R3	0.7410	0.7397	0.7368
R2	0.7389	0.7389	0.7366
R1	0.7376	0.7376	0.7364	0.7371
PP	0.7367	0.7367	0.7367	0.7365
S1	0.7354	0.7354	0.7361	0.7350
S2	0.7346	0.7346	0.7359
S3	0.7324	0.7333	0.7357
S4	0.7303	0.7311	0.7351

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	0.7412	0.7344	0.0068	0.9%	0.0034	0.5%	28%	False	False	421
10	0.7450	0.7344	0.0107	1.4%	0.0032	0.4%	18%	False	False	284
20	0.7580	0.7344	0.0237	3.2%	0.0034	0.5%	8%	False	False	259
40	0.7652	0.7344	0.0309	4.2%	0.0037	0.5%	6%	False	False	208
60	0.7652	0.7344	0.0309	4.2%	0.0034	0.5%	6%	False	False	193
80	0.7652	0.7344	0.0309	4.2%	0.0031	0.4%	6%	False	False	155
100	0.7652	0.7344	0.0309	4.2%	0.0029	0.4%	6%	False	False	126
120	0.7652	0.7264	0.0389	5.3%	0.0029	0.4%	25%	False	False	110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7471
2.618	0.7436
1.618	0.7415
1.000	0.7402
0.618	0.7393
HIGH	0.7380
0.618	0.7372
0.500	0.7369
0.382	0.7367
LOW	0.7359
0.618	0.7345
1.000	0.7337
1.618	0.7324
2.618	0.7302
4.250	0.7267

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	0.7369	0.7378
PP	0.7367	0.7373
S1	0.7365	0.7368

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

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