CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	0.7412	0.7392	-0.0020	-0.3%	0.7476
High	0.7424	0.7412	-0.0012	-0.2%	0.7492
Low	0.7386	0.7381	-0.0005	-0.1%	0.7410
Close	0.7391	0.7382	-0.0009	-0.1%	0.7440
Range	0.0038	0.0031	-0.0007	-18.4%	0.0082
ATR	0.0041	0.0040	-0.0001	-1.8%	0.0000
Volume	68,065	63,078	-4,987	-7.3%	339,367

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7485	0.7464	0.7399
R3	0.7454	0.7433	0.7391
R2	0.7423	0.7423	0.7388
R1	0.7402	0.7402	0.7385	0.7397
PP	0.7392	0.7392	0.7392	0.7389
S1	0.7371	0.7371	0.7379	0.7366
S2	0.7361	0.7361	0.7376
S3	0.7330	0.7340	0.7373
S4	0.7299	0.7309	0.7365

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	0.7459	0.7381	0.0078	1.1%	0.0031	0.4%	1%	False	True	65,572
10	0.7512	0.7381	0.0131	1.8%	0.0037	0.5%	1%	False	True	68,757
20	0.7612	0.7381	0.0231	3.1%	0.0041	0.6%	0%	False	True	68,465
40	0.7644	0.7381	0.0263	3.6%	0.0042	0.6%	0%	False	True	67,635
60	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	13%	False	False	54,945
80	0.7644	0.7337	0.0307	4.2%	0.0042	0.6%	15%	False	False	41,286
100	0.7644	0.7335	0.0309	4.2%	0.0040	0.5%	15%	False	False	33,041
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	35%	False	False	27,570

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7544
2.618	0.7493
1.618	0.7462
1.000	0.7443
0.618	0.7431
HIGH	0.7412
0.618	0.7400
0.500	0.7397
0.382	0.7393
LOW	0.7381
0.618	0.7362
1.000	0.7350
1.618	0.7331
2.618	0.7300
4.250	0.7249

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	0.7397	0.7413
PP	0.7392	0.7402
S1	0.7387	0.7392

Download as Excel Spreadsheet

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

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