CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	0.7552	0.7587	0.0035	0.5%	0.7570
High	0.7609	0.7589	-0.0021	-0.3%	0.7612
Low	0.7545	0.7523	-0.0022	-0.3%	0.7547
Close	0.7595	0.7529	-0.0066	-0.9%	0.7558
Range	0.0064	0.0066	0.0002	2.3%	0.0065
ATR	0.0044	0.0046	0.0002	4.4%	0.0000
Volume	67,150	104,698	37,548	55.9%	304,914

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7701	0.7565
R3	0.7678	0.7636	0.7547
R2	0.7612	0.7612	0.7541
R1	0.7570	0.7570	0.7535	0.7559
PP	0.7547	0.7547	0.7547	0.7541
S1	0.7505	0.7505	0.7522	0.7493
S2	0.7481	0.7481	0.7516
S3	0.7416	0.7439	0.7510
S4	0.7350	0.7374	0.7492

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7726	0.7593
R3	0.7701	0.7662	0.7575
R2	0.7637	0.7637	0.7569
R1	0.7597	0.7597	0.7563	0.7585
PP	0.7572	0.7572	0.7572	0.7566
S1	0.7533	0.7533	0.7552	0.7520
S2	0.7508	0.7508	0.7546
S3	0.7443	0.7468	0.7540
S4	0.7379	0.7404	0.7522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7609	0.7523	0.0086	1.1%	0.0050	0.7%	6%	False	True	74,825
10	0.7629	0.7523	0.0106	1.4%	0.0044	0.6%	5%	False	True	63,644
20	0.7644	0.7478	0.0166	2.2%	0.0047	0.6%	30%	False	False	67,107
40	0.7644	0.7445	0.0200	2.6%	0.0044	0.6%	42%	False	False	61,216
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	62%	False	False	41,194
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	62%	False	False	30,929
100	0.7644	0.7244	0.0400	5.3%	0.0041	0.5%	71%	False	False	24,771
120	0.7644	0.7244	0.0400	5.3%	0.0039	0.5%	71%	False	False	20,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7760
1.618	0.7694
1.000	0.7654
0.618	0.7629
HIGH	0.7589
0.618	0.7563
0.500	0.7556
0.382	0.7548
LOW	0.7523
0.618	0.7483
1.000	0.7458
1.618	0.7417
2.618	0.7352
4.250	0.7245

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	0.7556	0.7566
PP	0.7547	0.7554
S1	0.7538	0.7541

Download as Excel Spreadsheet

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

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