CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	0.7386	0.7382	-0.0004	0.0%	0.7442
High	0.7403	0.7399	-0.0004	-0.1%	0.7445
Low	0.7375	0.7353	-0.0022	-0.3%	0.7369
Close	0.7379	0.7387	0.0008	0.1%	0.7385
Range	0.0029	0.0046	0.0018	61.4%	0.0077
ATR	0.0039	0.0039	0.0001	1.3%	0.0000
Volume	53,538	70,328	16,790	31.4%	321,557

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7498	0.7412
R3	0.7472	0.7452	0.7400
R2	0.7426	0.7426	0.7395
R1	0.7406	0.7406	0.7391	0.7416
PP	0.7380	0.7380	0.7380	0.7385
S1	0.7360	0.7360	0.7383	0.7370
S2	0.7334	0.7334	0.7379
S3	0.7288	0.7314	0.7374
S4	0.7242	0.7268	0.7362

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	0.7412	0.7353	0.0059	0.8%	0.0035	0.5%	58%	False	True	60,211
10	0.7482	0.7353	0.0129	1.7%	0.0034	0.5%	26%	False	True	63,240
20	0.7609	0.7353	0.0256	3.5%	0.0040	0.5%	13%	False	True	68,987
40	0.7644	0.7353	0.0291	3.9%	0.0042	0.6%	12%	False	True	66,771
60	0.7644	0.7345	0.0299	4.0%	0.0042	0.6%	14%	False	False	58,709
80	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	15%	False	False	44,253
100	0.7644	0.7337	0.0307	4.2%	0.0040	0.5%	16%	False	False	35,418
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	36%	False	False	29,549

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7595
2.618	0.7519
1.618	0.7473
1.000	0.7445
0.618	0.7427
HIGH	0.7399
0.618	0.7381
0.500	0.7376
0.382	0.7371
LOW	0.7353
0.618	0.7325
1.000	0.7307
1.618	0.7279
2.618	0.7233
4.250	0.7158

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	0.7383	0.7386
PP	0.7380	0.7384
S1	0.7376	0.7383

Download as Excel Spreadsheet

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

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