CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	0.7364	0.7367	0.0003	0.0%	0.7400
High	0.7380	0.7391	0.0011	0.1%	0.7418
Low	0.7359	0.7345	-0.0014	-0.2%	0.7344
Close	0.7363	0.7384	0.0021	0.3%	0.7368
Range	0.0022	0.0046	0.0025	114.0%	0.0074
ATR	0.0035	0.0036	0.0001	2.3%	0.0000
Volume	321	1,507	1,186	369.5%	1,939

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7511	0.7493	0.7409
R3	0.7465	0.7447	0.7396
R2	0.7419	0.7419	0.7392
R1	0.7401	0.7401	0.7388	0.7410
PP	0.7373	0.7373	0.7373	0.7378
S1	0.7355	0.7355	0.7379	0.7364
S2	0.7327	0.7327	0.7375
S3	0.7281	0.7309	0.7371
S4	0.7235	0.7263	0.7358

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%	0.0038	0.5%	59%	False	False	696
10	0.7425	0.7344	0.0081	1.1%	0.0034	0.5%	49%	False	False	422
20	0.7548	0.7344	0.0204	2.8%	0.0034	0.5%	20%	False	False	327
40	0.7652	0.7344	0.0309	4.2%	0.0037	0.5%	13%	False	False	244
60	0.7652	0.7344	0.0309	4.2%	0.0034	0.5%	13%	False	False	217
80	0.7652	0.7344	0.0309	4.2%	0.0031	0.4%	13%	False	False	174
100	0.7652	0.7344	0.0309	4.2%	0.0029	0.4%	13%	False	False	142
120	0.7652	0.7264	0.0389	5.3%	0.0029	0.4%	31%	False	False	123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7587
2.618	0.7511
1.618	0.7465
1.000	0.7437
0.618	0.7419
HIGH	0.7391
0.618	0.7373
0.500	0.7368
0.382	0.7363
LOW	0.7345
0.618	0.7317
1.000	0.7299
1.618	0.7271
2.618	0.7225
4.250	0.7150

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	0.7378	0.7378
PP	0.7373	0.7373
S1	0.7368	0.7367

Download as Excel Spreadsheet

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

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