CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	0.7483	0.7458	-0.0025	-0.3%	0.7552
High	0.7485	0.7465	-0.0020	-0.3%	0.7609
Low	0.7410	0.7437	0.0027	0.4%	0.7470
Close	0.7456	0.7458	0.0002	0.0%	0.7476
Range	0.0075	0.0028	-0.0047	-62.4%	0.0139
ATR	0.0046	0.0045	-0.0001	-2.8%	0.0000
Volume	93,479	70,173	-23,306	-24.9%	399,524

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7537	0.7526	0.7473
R3	0.7509	0.7498	0.7466
R2	0.7481	0.7481	0.7463
R1	0.7470	0.7470	0.7461	0.7475
PP	0.7453	0.7453	0.7453	0.7456
S1	0.7442	0.7442	0.7455	0.7447
S2	0.7425	0.7425	0.7453
S3	0.7397	0.7414	0.7450
S4	0.7369	0.7386	0.7443

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	0.7512	0.7410	0.0102	1.4%	0.0039	0.5%	47%	False	False	72,563
10	0.7609	0.7410	0.0199	2.7%	0.0046	0.6%	24%	False	False	74,733
20	0.7644	0.7410	0.0234	3.1%	0.0045	0.6%	21%	False	False	67,217
40	0.7644	0.7410	0.0234	3.1%	0.0045	0.6%	21%	False	False	69,846
60	0.7644	0.7343	0.0301	4.0%	0.0043	0.6%	38%	False	False	48,409
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	39%	False	False	36,359
100	0.7644	0.7264	0.0380	5.1%	0.0041	0.5%	51%	False	False	29,101
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	54%	False	False	24,284

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

Fibonacci Retracements and Extensions
4.250	0.7584
2.618	0.7538
1.618	0.7510
1.000	0.7493
0.618	0.7482
HIGH	0.7465
0.618	0.7454
0.500	0.7451
0.382	0.7447
LOW	0.7437
0.618	0.7419
1.000	0.7409
1.618	0.7391
2.618	0.7363
4.250	0.7318

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	0.7456	0.7456
PP	0.7453	0.7453
S1	0.7451	0.7451

Download as Excel Spreadsheet

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

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