CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	0.7380	0.7391	0.0011	0.1%	0.7382
High	0.7402	0.7407	0.0005	0.1%	0.7412
Low	0.7368	0.7378	0.0010	0.1%	0.7333
Close	0.7392	0.7399	0.0007	0.1%	0.7358
Range	0.0035	0.0029	-0.0006	-15.9%	0.0080
ATR	0.0039	0.0038	-0.0001	-1.8%	0.0000
Volume	74,462	78,723	4,261	5.7%	318,124

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7481	0.7469	0.7414
R3	0.7452	0.7440	0.7406
R2	0.7423	0.7423	0.7404
R1	0.7411	0.7411	0.7401	0.7417
PP	0.7394	0.7394	0.7394	0.7397
S1	0.7382	0.7382	0.7396	0.7388
S2	0.7365	0.7365	0.7393
S3	0.7336	0.7353	0.7391
S4	0.7307	0.7324	0.7383

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	0.7407	0.7333	0.0074	1.0%	0.0035	0.5%	89%	True	False	71,709
10	0.7412	0.7333	0.0080	1.1%	0.0036	0.5%	83%	False	False	65,764
20	0.7512	0.7333	0.0179	2.4%	0.0036	0.5%	37%	False	False	67,261
40	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	21%	False	False	66,435
60	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	21%	False	False	65,485
80	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	21%	False	False	49,474
100	0.7644	0.7333	0.0312	4.2%	0.0041	0.6%	21%	False	False	39,610
120	0.7644	0.7263	0.0382	5.2%	0.0040	0.5%	36%	False	False	33,026

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7530
2.618	0.7482
1.618	0.7453
1.000	0.7436
0.618	0.7424
HIGH	0.7407
0.618	0.7395
0.500	0.7392
0.382	0.7389
LOW	0.7378
0.618	0.7360
1.000	0.7349
1.618	0.7331
2.618	0.7302
4.250	0.7254

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	0.7396	0.7389
PP	0.7394	0.7380
S1	0.7392	0.7371

Download as Excel Spreadsheet

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

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