CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	0.7587	0.7539	-0.0048	-0.6%	0.7570
High	0.7589	0.7544	-0.0045	-0.6%	0.7612
Low	0.7523	0.7493	-0.0031	-0.4%	0.7547
Close	0.7529	0.7498	-0.0031	-0.4%	0.7558
Range	0.0066	0.0052	-0.0014	-21.4%	0.0065
ATR	0.0046	0.0047	0.0000	0.8%	0.0000
Volume	104,698	71,819	-32,879	-31.4%	304,914

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7633	0.7526
R3	0.7614	0.7582	0.7512
R2	0.7563	0.7563	0.7507
R1	0.7530	0.7530	0.7502	0.7521
PP	0.7511	0.7511	0.7511	0.7507
S1	0.7479	0.7479	0.7493	0.7469
S2	0.7460	0.7460	0.7488
S3	0.7408	0.7427	0.7483
S4	0.7357	0.7376	0.7469

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	0.7493	0.0117	1.6%	0.0053	0.7%	4%	False	True	76,903
10	0.7629	0.7493	0.0136	1.8%	0.0047	0.6%	4%	False	True	66,039
20	0.7644	0.7478	0.0166	2.2%	0.0047	0.6%	12%	False	False	66,186
40	0.7644	0.7450	0.0194	2.6%	0.0045	0.6%	24%	False	False	62,958
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	51%	False	False	42,388
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	52%	False	False	31,826
100	0.7644	0.7263	0.0382	5.1%	0.0041	0.5%	62%	False	False	25,483
120	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	63%	False	False	21,261

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	0.7763
2.618	0.7679
1.618	0.7627
1.000	0.7596
0.618	0.7576
HIGH	0.7544
0.618	0.7524
0.500	0.7518
0.382	0.7512
LOW	0.7493
0.618	0.7461
1.000	0.7441
1.618	0.7409
2.618	0.7358
4.250	0.7274

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	0.7518	0.7551
PP	0.7511	0.7533
S1	0.7504	0.7515

Download as Excel Spreadsheet

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

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