CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	0.7440	0.7442	0.0002	0.0%	0.7476
High	0.7459	0.7445	-0.0014	-0.2%	0.7492
Low	0.7430	0.7422	-0.0008	-0.1%	0.7410
Close	0.7440	0.7427	-0.0014	-0.2%	0.7440
Range	0.0030	0.0024	-0.0006	-20.3%	0.0082
ATR	0.0043	0.0042	-0.0001	-3.3%	0.0000
Volume	65,840	58,721	-7,119	-10.8%	339,367

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7502	0.7488	0.7439
R3	0.7478	0.7464	0.7433
R2	0.7455	0.7455	0.7431
R1	0.7441	0.7441	0.7429	0.7436
PP	0.7431	0.7431	0.7431	0.7429
S1	0.7417	0.7417	0.7424	0.7412
S2	0.7408	0.7408	0.7422
S3	0.7384	0.7394	0.7420
S4	0.7361	0.7370	0.7414

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	0.7485	0.7410	0.0075	1.0%	0.0040	0.5%	22%	False	False	70,955
10	0.7589	0.7410	0.0179	2.4%	0.0041	0.6%	9%	False	False	73,046
20	0.7629	0.7410	0.0219	2.9%	0.0041	0.6%	8%	False	False	66,335
40	0.7644	0.7410	0.0234	3.2%	0.0043	0.6%	7%	False	False	69,288
60	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	28%	False	False	51,578
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	29%	False	False	38,747
100	0.7644	0.7264	0.0380	5.1%	0.0041	0.5%	43%	False	False	31,011
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	46%	False	False	25,876

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7545
2.618	0.7507
1.618	0.7483
1.000	0.7469
0.618	0.7460
HIGH	0.7445
0.618	0.7436
0.500	0.7433
0.382	0.7430
LOW	0.7422
0.618	0.7407
1.000	0.7398
1.618	0.7383
2.618	0.7360
4.250	0.7322

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	0.7433	0.7452
PP	0.7431	0.7443
S1	0.7429	0.7435

Download as Excel Spreadsheet

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

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