CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	0.7382	0.7394	0.0012	0.2%	0.7442
High	0.7399	0.7405	0.0006	0.1%	0.7445
Low	0.7353	0.7361	0.0008	0.1%	0.7369
Close	0.7387	0.7369	-0.0018	-0.2%	0.7385
Range	0.0046	0.0044	-0.0003	-5.4%	0.0077
ATR	0.0039	0.0040	0.0000	0.7%	0.0000
Volume	70,328	61,122	-9,206	-13.1%	321,557

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7509	0.7482	0.7393
R3	0.7465	0.7439	0.7381
R2	0.7422	0.7422	0.7377
R1	0.7395	0.7395	0.7373	0.7387
PP	0.7378	0.7378	0.7378	0.7374
S1	0.7352	0.7352	0.7365	0.7343
S2	0.7335	0.7335	0.7361
S3	0.7291	0.7308	0.7357
S4	0.7248	0.7265	0.7345

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%	0.0038	0.5%	27%	False	False	59,820
10	0.7459	0.7353	0.0106	1.4%	0.0035	0.5%	15%	False	False	62,696
20	0.7609	0.7353	0.0256	3.5%	0.0040	0.5%	6%	False	False	68,277
40	0.7644	0.7353	0.0291	3.9%	0.0042	0.6%	5%	False	False	66,409
60	0.7644	0.7345	0.0299	4.1%	0.0042	0.6%	8%	False	False	59,720
80	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	9%	False	False	45,016
100	0.7644	0.7337	0.0307	4.2%	0.0040	0.5%	10%	False	False	36,028
120	0.7644	0.7244	0.0400	5.4%	0.0041	0.6%	31%	False	False	30,056

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7589
2.618	0.7518
1.618	0.7475
1.000	0.7448
0.618	0.7431
HIGH	0.7405
0.618	0.7388
0.500	0.7383
0.382	0.7378
LOW	0.7361
0.618	0.7334
1.000	0.7318
1.618	0.7291
2.618	0.7247
4.250	0.7176

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	0.7383	0.7379
PP	0.7378	0.7376
S1	0.7374	0.7372

Download as Excel Spreadsheet

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

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