CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 30-Aug-2023

Day Change Summary
	Previous	Current
	29-Aug-2023	30-Aug-2023	Change	Change %	Previous Week
Open	0.7367	0.7388	0.0022	0.3%	0.7400
High	0.7391	0.7411	0.0020	0.3%	0.7418
Low	0.7345	0.7380	0.0035	0.5%	0.7344
Close	0.7384	0.7402	0.0018	0.2%	0.7368
Range	0.0046	0.0031	-0.0015	-32.6%	0.0074
ATR	0.0036	0.0035	0.0000	-0.9%	0.0000
Volume	1,507	1,862	355	23.6%	1,939

Daily Pivots for day following 30-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7490	0.7477	0.7419
R3	0.7459	0.7446	0.7410
R2	0.7428	0.7428	0.7407
R1	0.7415	0.7415	0.7404	0.7422
PP	0.7397	0.7397	0.7397	0.7401
S1	0.7384	0.7384	0.7399	0.7391
S2	0.7366	0.7366	0.7396
S3	0.7335	0.7353	0.7393
S4	0.7304	0.7322	0.7384

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%	0.0035	0.5%	85%	False	False	988
10	0.7420	0.7344	0.0077	1.0%	0.0034	0.5%	76%	False	False	593
20	0.7521	0.7344	0.0177	2.4%	0.0034	0.5%	33%	False	False	404
40	0.7652	0.7344	0.0309	4.2%	0.0037	0.5%	19%	False	False	282
60	0.7652	0.7344	0.0309	4.2%	0.0035	0.5%	19%	False	False	248
80	0.7652	0.7344	0.0309	4.2%	0.0031	0.4%	19%	False	False	197
100	0.7652	0.7344	0.0309	4.2%	0.0030	0.4%	19%	False	False	160
120	0.7652	0.7270	0.0382	5.2%	0.0029	0.4%	34%	False	False	138

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7542
2.618	0.7492
1.618	0.7461
1.000	0.7442
0.618	0.7430
HIGH	0.7411
0.618	0.7399
0.500	0.7395
0.382	0.7391
LOW	0.7380
0.618	0.7360
1.000	0.7349
1.618	0.7329
2.618	0.7298
4.250	0.7248

Fisher Pivots for day following 30-Aug-2023
Pivot	1 day	3 day
R1	0.7399	0.7394
PP	0.7397	0.7386
S1	0.7395	0.7378

Download as Excel Spreadsheet

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

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