CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	0.7354	0.7355	0.0001	0.0%	0.7382
High	0.7371	0.7382	0.0011	0.1%	0.7412
Low	0.7349	0.7335	-0.0014	-0.2%	0.7333
Close	0.7353	0.7374	0.0021	0.3%	0.7358
Range	0.0023	0.0048	0.0025	111.1%	0.0080
ATR	0.0038	0.0039	0.0001	1.7%	0.0000
Volume	49,400	77,402	28,002	56.7%	318,124

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7506	0.7487	0.7400
R3	0.7458	0.7440	0.7387
R2	0.7411	0.7411	0.7382
R1	0.7392	0.7392	0.7378	0.7402
PP	0.7363	0.7363	0.7363	0.7368
S1	0.7345	0.7345	0.7369	0.7354
S2	0.7316	0.7316	0.7365
S3	0.7268	0.7297	0.7360
S4	0.7221	0.7250	0.7347

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%	0.0040	0.5%	57%	False	False	67,362
10	0.7424	0.7333	0.0091	1.2%	0.0037	0.5%	45%	False	False	63,560
20	0.7544	0.7333	0.0212	2.9%	0.0037	0.5%	19%	False	False	66,676
40	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	13%	False	False	66,891
60	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	13%	False	False	63,036
80	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	13%	False	False	47,564
100	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	13%	False	False	38,078
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	32%	False	False	31,755

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7584
2.618	0.7506
1.618	0.7459
1.000	0.7430
0.618	0.7411
HIGH	0.7382
0.618	0.7364
0.500	0.7358
0.382	0.7353
LOW	0.7335
0.618	0.7305
1.000	0.7287
1.618	0.7258
2.618	0.7210
4.250	0.7133

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	0.7368	0.7368
PP	0.7363	0.7363
S1	0.7358	0.7357

Download as Excel Spreadsheet

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

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