CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	0.7497	0.7493	-0.0004	-0.1%	0.7552
High	0.7507	0.7512	0.0005	0.1%	0.7609
Low	0.7479	0.7470	-0.0009	-0.1%	0.7470
Close	0.7493	0.7476	-0.0017	-0.2%	0.7476
Range	0.0028	0.0042	0.0014	50.9%	0.0139
ATR	0.0045	0.0045	0.0000	-0.6%	0.0000
Volume	69,668	86,189	16,521	23.7%	399,524

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7610	0.7585	0.7499
R3	0.7569	0.7543	0.7487
R2	0.7527	0.7527	0.7484
R1	0.7502	0.7502	0.7480	0.7494
PP	0.7486	0.7486	0.7486	0.7482
S1	0.7460	0.7460	0.7472	0.7452
S2	0.7444	0.7444	0.7468
S3	0.7403	0.7419	0.7465
S4	0.7361	0.7377	0.7453

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7935	0.7845	0.7552
R3	0.7796	0.7706	0.7514
R2	0.7657	0.7657	0.7501
R1	0.7567	0.7567	0.7489	0.7543
PP	0.7518	0.7518	0.7518	0.7506
S1	0.7428	0.7428	0.7463	0.7404
S2	0.7379	0.7379	0.7451
S3	0.7240	0.7289	0.7438
S4	0.7101	0.7150	0.7400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7609	0.7470	0.0139	1.9%	0.0050	0.7%	4%	False	True	79,904
10	0.7612	0.7470	0.0142	1.9%	0.0045	0.6%	4%	False	True	70,443
20	0.7644	0.7470	0.0174	2.3%	0.0044	0.6%	3%	False	True	66,163
40	0.7644	0.7470	0.0174	2.3%	0.0044	0.6%	3%	False	True	66,432
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	44%	False	False	44,973
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	45%	False	False	33,774
100	0.7644	0.7263	0.0382	5.1%	0.0041	0.5%	56%	False	False	27,040
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	58%	False	False	22,560

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

Fibonacci Retracements and Extensions
4.250	0.7688
2.618	0.7620
1.618	0.7579
1.000	0.7553
0.618	0.7537
HIGH	0.7512
0.618	0.7496
0.500	0.7491
0.382	0.7486
LOW	0.7470
0.618	0.7444
1.000	0.7429
1.618	0.7403
2.618	0.7361
4.250	0.7294

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	0.7491	0.7507
PP	0.7486	0.7497
S1	0.7481	0.7486

Download as Excel Spreadsheet

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

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