CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 30-Aug-2023

Day Change Summary
	Previous	Current
	29-Aug-2023	30-Aug-2023	Change	Change %	Previous Week
Open	0.7355	0.7380	0.0025	0.3%	0.7382
High	0.7382	0.7402	0.0020	0.3%	0.7412
Low	0.7335	0.7368	0.0033	0.4%	0.7333
Close	0.7374	0.7392	0.0019	0.3%	0.7358
Range	0.0048	0.0035	-0.0013	-27.4%	0.0080
ATR	0.0039	0.0039	0.0000	-0.8%	0.0000
Volume	77,402	74,462	-2,940	-3.8%	318,124

Daily Pivots for day following 30-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7491	0.7476	0.7411
R3	0.7456	0.7441	0.7401
R2	0.7422	0.7422	0.7398
R1	0.7407	0.7407	0.7395	0.7414
PP	0.7387	0.7387	0.7387	0.7391
S1	0.7372	0.7372	0.7389	0.7380
S2	0.7353	0.7353	0.7386
S3	0.7318	0.7338	0.7383
S4	0.7284	0.7303	0.7373

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%	0.0037	0.5%	83%	False	False	68,189
10	0.7412	0.7333	0.0080	1.1%	0.0036	0.5%	75%	False	False	64,200
20	0.7512	0.7333	0.0179	2.4%	0.0036	0.5%	33%	False	False	66,808
40	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	19%	False	False	66,497
60	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	19%	False	False	64,241
80	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	19%	False	False	48,493
100	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	19%	False	False	38,823
120	0.7644	0.7263	0.0382	5.2%	0.0040	0.5%	34%	False	False	32,371

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7549
2.618	0.7492
1.618	0.7458
1.000	0.7437
0.618	0.7423
HIGH	0.7402
0.618	0.7389
0.500	0.7385
0.382	0.7381
LOW	0.7368
0.618	0.7346
1.000	0.7333
1.618	0.7312
2.618	0.7277
4.250	0.7221

Fisher Pivots for day following 30-Aug-2023
Pivot	1 day	3 day
R1	0.7390	0.7384
PP	0.7387	0.7376
S1	0.7385	0.7368

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

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