CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	0.7458	0.7455	-0.0003	0.0%	0.7552
High	0.7465	0.7482	0.0017	0.2%	0.7609
Low	0.7437	0.7439	0.0002	0.0%	0.7470
Close	0.7458	0.7457	-0.0002	0.0%	0.7476
Range	0.0028	0.0043	0.0015	53.6%	0.0139
ATR	0.0045	0.0044	0.0000	-0.2%	0.0000
Volume	70,173	66,565	-3,608	-5.1%	399,524

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7565	0.7480
R3	0.7545	0.7522	0.7468
R2	0.7502	0.7502	0.7464
R1	0.7479	0.7479	0.7460	0.7491
PP	0.7459	0.7459	0.7459	0.7465
S1	0.7436	0.7436	0.7453	0.7448
S2	0.7416	0.7416	0.7449
S3	0.7373	0.7393	0.7445
S4	0.7330	0.7350	0.7433

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%	0.0042	0.6%	46%	False	False	71,943
10	0.7609	0.7410	0.0199	2.7%	0.0045	0.6%	23%	False	False	73,859
20	0.7644	0.7410	0.0234	3.1%	0.0045	0.6%	20%	False	False	66,607
40	0.7644	0.7410	0.0234	3.1%	0.0045	0.6%	20%	False	False	70,482
60	0.7644	0.7343	0.0301	4.0%	0.0042	0.6%	38%	False	False	49,517
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	39%	False	False	37,190
100	0.7644	0.7264	0.0380	5.1%	0.0041	0.5%	51%	False	False	29,766
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	53%	False	False	24,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7664
2.618	0.7594
1.618	0.7551
1.000	0.7525
0.618	0.7508
HIGH	0.7482
0.618	0.7465
0.500	0.7460
0.382	0.7455
LOW	0.7439
0.618	0.7412
1.000	0.7396
1.618	0.7369
2.618	0.7326
4.250	0.7256

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	0.7460	0.7453
PP	0.7459	0.7450
S1	0.7458	0.7447

Download as Excel Spreadsheet

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

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