CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	0.7476	0.7483	0.0007	0.1%	0.7552
High	0.7492	0.7485	-0.0007	-0.1%	0.7609
Low	0.7467	0.7410	-0.0057	-0.8%	0.7470
Close	0.7485	0.7456	-0.0029	-0.4%	0.7476
Range	0.0025	0.0075	0.0050	204.1%	0.0139
ATR	0.0044	0.0046	0.0002	5.2%	0.0000
Volume	43,310	93,479	50,169	115.8%	399,524

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7674	0.7639	0.7497
R3	0.7599	0.7565	0.7476
R2	0.7525	0.7525	0.7470
R1	0.7490	0.7490	0.7463	0.7470
PP	0.7450	0.7450	0.7450	0.7440
S1	0.7416	0.7416	0.7449	0.7396
S2	0.7376	0.7376	0.7442
S3	0.7301	0.7341	0.7436
S4	0.7227	0.7267	0.7415

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	0.7544	0.7410	0.0134	1.8%	0.0044	0.6%	34%	False	True	72,893
10	0.7609	0.7410	0.0199	2.7%	0.0047	0.6%	23%	False	True	73,859
20	0.7644	0.7410	0.0234	3.1%	0.0046	0.6%	20%	False	True	68,111
40	0.7644	0.7410	0.0234	3.1%	0.0045	0.6%	20%	False	True	69,116
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	38%	False	False	47,243
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	39%	False	False	35,482
100	0.7644	0.7264	0.0380	5.1%	0.0041	0.5%	51%	False	False	28,400
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	53%	False	False	23,699

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	0.0009
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7801
2.618	0.7680
1.618	0.7605
1.000	0.7559
0.618	0.7531
HIGH	0.7485
0.618	0.7456
0.500	0.7447
0.382	0.7438
LOW	0.7410
0.618	0.7364
1.000	0.7336
1.618	0.7289
2.618	0.7215
4.250	0.7093

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	0.7453	0.7461
PP	0.7450	0.7459
S1	0.7447	0.7458

Download as Excel Spreadsheet

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

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