CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	0.7455	0.7440	-0.0015	-0.2%	0.7476
High	0.7482	0.7459	-0.0023	-0.3%	0.7492
Low	0.7439	0.7430	-0.0009	-0.1%	0.7410
Close	0.7457	0.7440	-0.0017	-0.2%	0.7440
Range	0.0043	0.0030	-0.0014	-31.4%	0.0082
ATR	0.0044	0.0043	-0.0001	-2.4%	0.0000
Volume	66,565	65,840	-725	-1.1%	339,367

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7531	0.7515	0.7456
R3	0.7502	0.7486	0.7448
R2	0.7472	0.7472	0.7445
R1	0.7456	0.7456	0.7443	0.7455
PP	0.7443	0.7443	0.7443	0.7442
S1	0.7427	0.7427	0.7437	0.7425
S2	0.7413	0.7413	0.7435
S3	0.7384	0.7397	0.7432
S4	0.7354	0.7368	0.7424

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7692	0.7647	0.7485
R3	0.7610	0.7566	0.7462
R2	0.7529	0.7529	0.7455
R1	0.7484	0.7484	0.7447	0.7466
PP	0.7447	0.7447	0.7447	0.7438
S1	0.7403	0.7403	0.7433	0.7384
S2	0.7366	0.7366	0.7425
S3	0.7284	0.7321	0.7418
S4	0.7203	0.7240	0.7395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7492	0.7410	0.0082	1.1%	0.0040	0.5%	37%	False	False	67,873
10	0.7609	0.7410	0.0199	2.7%	0.0045	0.6%	15%	False	False	73,889
20	0.7629	0.7410	0.0219	2.9%	0.0042	0.6%	14%	False	False	66,216
40	0.7644	0.7410	0.0234	3.1%	0.0044	0.6%	13%	False	False	70,417
60	0.7644	0.7343	0.0301	4.0%	0.0042	0.6%	32%	False	False	50,604
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	34%	False	False	38,013
100	0.7644	0.7264	0.0380	5.1%	0.0041	0.5%	46%	False	False	30,424
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	49%	False	False	25,387

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

Fibonacci Retracements and Extensions
4.250	0.7584
2.618	0.7536
1.618	0.7507
1.000	0.7489
0.618	0.7477
HIGH	0.7459
0.618	0.7448
0.500	0.7444
0.382	0.7441
LOW	0.7430
0.618	0.7411
1.000	0.7400
1.618	0.7382
2.618	0.7352
4.250	0.7304

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	0.7444	0.7456
PP	0.7443	0.7450
S1	0.7441	0.7445

Download as Excel Spreadsheet

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

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