CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	0.7442	0.7431	-0.0011	-0.1%	0.7476
High	0.7445	0.7444	-0.0001	0.0%	0.7492
Low	0.7422	0.7410	-0.0012	-0.2%	0.7410
Close	0.7427	0.7414	-0.0013	-0.2%	0.7440
Range	0.0024	0.0035	0.0011	46.8%	0.0082
ATR	0.0042	0.0041	-0.0001	-1.3%	0.0000
Volume	58,721	72,158	13,437	22.9%	339,367

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7526	0.7505	0.7433
R3	0.7492	0.7470	0.7423
R2	0.7457	0.7457	0.7420
R1	0.7436	0.7436	0.7417	0.7429
PP	0.7423	0.7423	0.7423	0.7419
S1	0.7401	0.7401	0.7411	0.7395
S2	0.7388	0.7388	0.7408
S3	0.7354	0.7367	0.7405
S4	0.7319	0.7332	0.7395

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	0.7482	0.7410	0.0072	1.0%	0.0032	0.4%	6%	False	True	66,691
10	0.7544	0.7410	0.0135	1.8%	0.0038	0.5%	3%	False	True	69,792
20	0.7629	0.7410	0.0219	3.0%	0.0041	0.6%	2%	False	True	66,718
40	0.7644	0.7410	0.0235	3.2%	0.0043	0.6%	2%	False	True	68,847
60	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	24%	False	False	52,769
80	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	25%	False	False	39,648
100	0.7644	0.7264	0.0380	5.1%	0.0040	0.5%	39%	False	False	31,731
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	43%	False	False	26,477

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7591
2.618	0.7534
1.618	0.7500
1.000	0.7479
0.618	0.7465
HIGH	0.7444
0.618	0.7431
0.500	0.7427
0.382	0.7423
LOW	0.7410
0.618	0.7388
1.000	0.7375
1.618	0.7354
2.618	0.7319
4.250	0.7263

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	0.7427	0.7434
PP	0.7423	0.7428
S1	0.7418	0.7421

Download as Excel Spreadsheet

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

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