CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	0.7385	0.7382	-0.0003	0.0%	0.7442
High	0.7397	0.7412	0.0016	0.2%	0.7445
Low	0.7369	0.7370	0.0001	0.0%	0.7369
Close	0.7385	0.7384	-0.0001	0.0%	0.7385
Range	0.0028	0.0043	0.0015	51.8%	0.0077
ATR	0.0040	0.0040	0.0000	0.5%	0.0000
Volume	59,535	54,577	-4,958	-8.3%	321,557

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7516	0.7493	0.7407
R3	0.7474	0.7450	0.7396
R2	0.7431	0.7431	0.7392
R1	0.7408	0.7408	0.7388	0.7419
PP	0.7389	0.7389	0.7389	0.7394
S1	0.7365	0.7365	0.7380	0.7377
S2	0.7346	0.7346	0.7376
S3	0.7304	0.7323	0.7372
S4	0.7261	0.7280	0.7361

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7629	0.7584	0.7427
R3	0.7553	0.7507	0.7406
R2	0.7476	0.7476	0.7399
R1	0.7431	0.7431	0.7392	0.7415
PP	0.7400	0.7400	0.7400	0.7392
S1	0.7354	0.7354	0.7378	0.7339
S2	0.7323	0.7323	0.7371
S3	0.7247	0.7278	0.7364
S4	0.7170	0.7201	0.7343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7444	0.7369	0.0076	1.0%	0.0035	0.5%	21%	False	False	63,482
10	0.7485	0.7369	0.0116	1.6%	0.0037	0.5%	13%	False	False	67,219
20	0.7612	0.7369	0.0243	3.3%	0.0040	0.5%	6%	False	False	68,233
40	0.7644	0.7369	0.0276	3.7%	0.0042	0.6%	6%	False	False	67,128
60	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	14%	False	False	56,682
80	0.7644	0.7337	0.0307	4.2%	0.0042	0.6%	15%	False	False	42,707
100	0.7644	0.7337	0.0307	4.2%	0.0040	0.5%	15%	False	False	34,181
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	35%	False	False	28,518

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7593
2.618	0.7523
1.618	0.7481
1.000	0.7455
0.618	0.7438
HIGH	0.7412
0.618	0.7396
0.500	0.7391
0.382	0.7386
LOW	0.7370
0.618	0.7343
1.000	0.7327
1.618	0.7301
2.618	0.7258
4.250	0.7189

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	0.7391	0.7390
PP	0.7389	0.7388
S1	0.7386	0.7386

Download as Excel Spreadsheet

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

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