CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	0.7388	0.7400	0.0012	0.2%	0.7400
High	0.7411	0.7416	0.0006	0.1%	0.7418
Low	0.7380	0.7390	0.0010	0.1%	0.7344
Close	0.7402	0.7408	0.0007	0.1%	0.7368
Range	0.0031	0.0027	-0.0005	-14.5%	0.0074
ATR	0.0035	0.0035	-0.0001	-1.8%	0.0000
Volume	1,862	824	-1,038	-55.7%	1,939

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7484	0.7473	0.7423
R3	0.7458	0.7446	0.7415
R2	0.7431	0.7431	0.7413
R1	0.7420	0.7420	0.7410	0.7425
PP	0.7405	0.7405	0.7405	0.7407
S1	0.7393	0.7393	0.7406	0.7399
S2	0.7378	0.7378	0.7403
S3	0.7352	0.7367	0.7401
S4	0.7325	0.7340	0.7393

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	0.7416	0.7344	0.0073	1.0%	0.0033	0.4%	89%	True	False	1,053
10	0.7418	0.7344	0.0074	1.0%	0.0034	0.5%	87%	False	False	667
20	0.7521	0.7344	0.0177	2.4%	0.0034	0.5%	36%	False	False	440
40	0.7652	0.7344	0.0309	4.2%	0.0036	0.5%	21%	False	False	298
60	0.7652	0.7344	0.0309	4.2%	0.0035	0.5%	21%	False	False	259
80	0.7652	0.7344	0.0309	4.2%	0.0031	0.4%	21%	False	False	207
100	0.7652	0.7344	0.0309	4.2%	0.0030	0.4%	21%	False	False	168
120	0.7652	0.7270	0.0382	5.2%	0.0028	0.4%	36%	False	False	144

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7529
2.618	0.7485
1.618	0.7459
1.000	0.7443
0.618	0.7432
HIGH	0.7416
0.618	0.7406
0.500	0.7403
0.382	0.7400
LOW	0.7390
0.618	0.7373
1.000	0.7363
1.618	0.7347
2.618	0.7320
4.250	0.7277

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	0.7406	0.7399
PP	0.7405	0.7390
S1	0.7403	0.7381

Download as Excel Spreadsheet

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

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