CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	0.7365	0.7354	-0.0011	-0.1%	0.7382
High	0.7372	0.7371	-0.0001	0.0%	0.7412
Low	0.7333	0.7349	0.0016	0.2%	0.7333
Close	0.7358	0.7353	-0.0005	-0.1%	0.7358
Range	0.0039	0.0023	-0.0017	-42.3%	0.0080
ATR	0.0040	0.0038	-0.0001	-3.1%	0.0000
Volume	78,559	49,400	-29,159	-37.1%	318,124

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7425	0.7411	0.7365
R3	0.7402	0.7389	0.7359
R2	0.7380	0.7380	0.7357
R1	0.7366	0.7366	0.7355	0.7362
PP	0.7357	0.7357	0.7357	0.7355
S1	0.7344	0.7344	0.7350	0.7339
S2	0.7335	0.7335	0.7348
S3	0.7312	0.7321	0.7346
S4	0.7290	0.7299	0.7340

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7561	0.7401
R3	0.7526	0.7482	0.7379
R2	0.7447	0.7447	0.7372
R1	0.7402	0.7402	0.7365	0.7385
PP	0.7367	0.7367	0.7367	0.7359
S1	0.7323	0.7323	0.7350	0.7305
S2	0.7288	0.7288	0.7343
S3	0.7208	0.7243	0.7336
S4	0.7129	0.7164	0.7314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7405	0.7333	0.0072	1.0%	0.0036	0.5%	28%	False	False	62,589
10	0.7444	0.7333	0.0112	1.5%	0.0035	0.5%	18%	False	False	63,036
20	0.7589	0.7333	0.0256	3.5%	0.0038	0.5%	8%	False	False	68,041
40	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	6%	False	False	66,095
60	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	6%	False	False	61,773
80	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	6%	False	False	46,601
100	0.7644	0.7333	0.0312	4.2%	0.0040	0.6%	6%	False	False	37,305
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	27%	False	False	31,113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.7467
2.618	0.7430
1.618	0.7407
1.000	0.7394
0.618	0.7385
HIGH	0.7371
0.618	0.7362
0.500	0.7360
0.382	0.7357
LOW	0.7349
0.618	0.7335
1.000	0.7326
1.618	0.7312
2.618	0.7290
4.250	0.7253

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	0.7360	0.7369
PP	0.7357	0.7363
S1	0.7355	0.7358

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols