CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	0.7382	0.7386	0.0004	0.0%	0.7442
High	0.7412	0.7403	-0.0009	-0.1%	0.7445
Low	0.7370	0.7375	0.0005	0.1%	0.7369
Close	0.7384	0.7379	-0.0005	-0.1%	0.7385
Range	0.0043	0.0029	-0.0014	-32.9%	0.0077
ATR	0.0040	0.0039	-0.0001	-2.0%	0.0000
Volume	54,577	53,538	-1,039	-1.9%	321,557

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7454	0.7395
R3	0.7443	0.7425	0.7387
R2	0.7414	0.7414	0.7384
R1	0.7397	0.7397	0.7382	0.7391
PP	0.7386	0.7386	0.7386	0.7383
S1	0.7368	0.7368	0.7376	0.7363
S2	0.7357	0.7357	0.7374
S3	0.7329	0.7340	0.7371
S4	0.7300	0.7311	0.7363

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	0.7424	0.7369	0.0055	0.7%	0.0034	0.5%	19%	False	False	59,758
10	0.7482	0.7369	0.0113	1.5%	0.0033	0.4%	9%	False	False	63,225
20	0.7609	0.7369	0.0241	3.3%	0.0040	0.5%	4%	False	False	68,542
40	0.7644	0.7369	0.0276	3.7%	0.0042	0.6%	4%	False	False	66,742
60	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	12%	False	False	57,555
80	0.7644	0.7337	0.0307	4.2%	0.0042	0.6%	14%	False	False	43,375
100	0.7644	0.7337	0.0307	4.2%	0.0040	0.5%	14%	False	False	34,715
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	34%	False	False	28,964

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7478
1.618	0.7449
1.000	0.7432
0.618	0.7421
HIGH	0.7403
0.618	0.7392
0.500	0.7389
0.382	0.7385
LOW	0.7375
0.618	0.7357
1.000	0.7346
1.618	0.7328
2.618	0.7300
4.250	0.7253

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	0.7389	0.7390
PP	0.7386	0.7387
S1	0.7382	0.7383

Download as Excel Spreadsheet

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

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