CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	0.7539	0.7497	-0.0043	-0.6%	0.7570
High	0.7544	0.7507	-0.0038	-0.5%	0.7612
Low	0.7493	0.7479	-0.0014	-0.2%	0.7547
Close	0.7498	0.7493	-0.0005	-0.1%	0.7558
Range	0.0052	0.0028	-0.0024	-46.6%	0.0065
ATR	0.0047	0.0045	-0.0001	-2.9%	0.0000
Volume	71,819	69,668	-2,151	-3.0%	304,914

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7561	0.7508
R3	0.7548	0.7534	0.7500
R2	0.7520	0.7520	0.7498
R1	0.7506	0.7506	0.7495	0.7500
PP	0.7493	0.7493	0.7493	0.7489
S1	0.7479	0.7479	0.7490	0.7472
S2	0.7465	0.7465	0.7487
S3	0.7438	0.7451	0.7485
S4	0.7410	0.7424	0.7477

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	0.7479	0.0130	1.7%	0.0048	0.6%	10%	False	True	75,776
10	0.7612	0.7479	0.0133	1.8%	0.0045	0.6%	10%	False	True	68,174
20	0.7644	0.7478	0.0166	2.2%	0.0045	0.6%	9%	False	False	65,609
40	0.7644	0.7465	0.0179	2.4%	0.0044	0.6%	15%	False	False	64,597
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	50%	False	False	43,545
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	51%	False	False	32,697
100	0.7644	0.7263	0.0382	5.1%	0.0041	0.5%	60%	False	False	26,179
120	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	62%	False	False	21,842

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7623
2.618	0.7578
1.618	0.7551
1.000	0.7534
0.618	0.7523
HIGH	0.7507
0.618	0.7496
0.500	0.7493
0.382	0.7490
LOW	0.7479
0.618	0.7462
1.000	0.7452
1.618	0.7435
2.618	0.7407
4.250	0.7362

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	0.7493	0.7534
PP	0.7493	0.7520
S1	0.7493	0.7506

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

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