CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.7504	0.7513	0.0009	0.1%	0.7472
High	0.7505	0.7528	0.0024	0.3%	0.7530
Low	0.7504	0.7500	-0.0005	-0.1%	0.7463
Close	0.7505	0.7509	0.0005	0.1%	0.7509
Range	0.0001	0.0029	0.0028	5,600.0%	0.0068
ATR	0.0029	0.0029	0.0000	-0.1%	0.0000
Volume	96	64	-32	-33.3%	578

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7582	0.7525
R3	0.7569	0.7553	0.7517
R2	0.7541	0.7541	0.7514
R1	0.7525	0.7525	0.7512	0.7519
PP	0.7512	0.7512	0.7512	0.7509
S1	0.7496	0.7496	0.7506	0.7490
S2	0.7484	0.7484	0.7504
S3	0.7455	0.7468	0.7501
S4	0.7427	0.7439	0.7493

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7674	0.7546
R3	0.7636	0.7606	0.7528
R2	0.7568	0.7568	0.7521
R1	0.7539	0.7539	0.7515	0.7553
PP	0.7501	0.7501	0.7501	0.7508
S1	0.7471	0.7471	0.7503	0.7486
S2	0.7433	0.7433	0.7497
S3	0.7366	0.7404	0.7490
S4	0.7298	0.7336	0.7472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7530	0.7463	0.0068	0.9%	0.0019	0.3%	69%	False	False	115
10	0.7530	0.7351	0.0179	2.4%	0.0025	0.3%	88%	False	False	121
20	0.7530	0.7351	0.0179	2.4%	0.0021	0.3%	88%	False	False	70
40	0.7538	0.7349	0.0189	2.5%	0.0022	0.3%	85%	False	False	42
60	0.7545	0.7274	0.0271	3.6%	0.0022	0.3%	87%	False	False	35
80	0.7545	0.7264	0.0282	3.7%	0.0023	0.3%	87%	False	False	38
100	0.7550	0.7264	0.0287	3.8%	0.0023	0.3%	86%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7649
2.618	0.7603
1.618	0.7574
1.000	0.7557
0.618	0.7546
HIGH	0.7528
0.618	0.7517
0.500	0.7514
0.382	0.7510
LOW	0.7500
0.618	0.7482
1.000	0.7471
1.618	0.7453
2.618	0.7425
4.250	0.7378

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.7514	0.7514
PP	0.7512	0.7512
S1	0.7511	0.7511

Download as Excel Spreadsheet

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

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