CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 07-Aug-2023

Day Change Summary
	Previous	Current
	04-Aug-2023	07-Aug-2023	Change	Change %	Previous Week
Open	0.7493	0.7476	-0.0017	-0.2%	0.7552
High	0.7512	0.7492	-0.0020	-0.3%	0.7609
Low	0.7470	0.7467	-0.0003	0.0%	0.7470
Close	0.7476	0.7485	0.0009	0.1%	0.7476
Range	0.0042	0.0025	-0.0017	-41.0%	0.0139
ATR	0.0045	0.0044	-0.0001	-3.3%	0.0000
Volume	86,189	43,310	-42,879	-49.7%	399,524

Daily Pivots for day following 07-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7555	0.7544	0.7498
R3	0.7530	0.7520	0.7492
R2	0.7506	0.7506	0.7489
R1	0.7495	0.7495	0.7487	0.7501
PP	0.7481	0.7481	0.7481	0.7484
S1	0.7471	0.7471	0.7483	0.7476
S2	0.7457	0.7457	0.7481
S3	0.7432	0.7446	0.7478
S4	0.7408	0.7422	0.7472

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	0.7589	0.7467	0.0122	1.6%	0.0042	0.6%	15%	False	True	75,136
10	0.7612	0.7467	0.0145	1.9%	0.0043	0.6%	12%	False	True	69,247
20	0.7644	0.7467	0.0177	2.4%	0.0044	0.6%	10%	False	True	65,744
40	0.7644	0.7467	0.0177	2.4%	0.0044	0.6%	10%	False	True	67,298
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	47%	False	False	45,688
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	48%	False	False	34,315
100	0.7644	0.7264	0.0380	5.1%	0.0041	0.5%	58%	False	False	27,466
120	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	60%	False	False	22,921

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7596
2.618	0.7556
1.618	0.7531
1.000	0.7516
0.618	0.7507
HIGH	0.7492
0.618	0.7482
0.500	0.7479
0.382	0.7476
LOW	0.7467
0.618	0.7452
1.000	0.7443
1.618	0.7427
2.618	0.7403
4.250	0.7363

Fisher Pivots for day following 07-Aug-2023
Pivot	1 day	3 day
R1	0.7483	0.7489
PP	0.7481	0.7488
S1	0.7479	0.7486

Download as Excel Spreadsheet

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

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