CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	0.7404	0.7421	0.0017	0.2%	0.7286
High	0.7413	0.7466	0.0053	0.7%	0.7413
Low	0.7382	0.7397	0.0016	0.2%	0.7286
Close	0.7399	0.7462	0.0063	0.9%	0.7399
Range	0.0031	0.0069	0.0038	121.0%	0.0127
ATR	0.0048	0.0049	0.0001	3.1%	0.0000
Volume	71,832	98,477	26,645	37.1%	330,816

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7647	0.7623	0.7500
R3	0.7579	0.7555	0.7481
R2	0.7510	0.7510	0.7475
R1	0.7486	0.7486	0.7468	0.7498
PP	0.7442	0.7442	0.7442	0.7448
S1	0.7418	0.7418	0.7456	0.7430
S2	0.7373	0.7373	0.7449
S3	0.7305	0.7349	0.7443
S4	0.7236	0.7281	0.7424

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7700	0.7469
R3	0.7620	0.7573	0.7434
R2	0.7493	0.7493	0.7422
R1	0.7446	0.7446	0.7411	0.7469
PP	0.7366	0.7366	0.7366	0.7377
S1	0.7319	0.7319	0.7387	0.7342
S2	0.7239	0.7239	0.7376
S3	0.7112	0.7192	0.7364
S4	0.6985	0.7065	0.7329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7466	0.7313	0.0153	2.1%	0.0045	0.6%	98%	True	False	73,328
10	0.7466	0.7254	0.0212	2.8%	0.0048	0.6%	98%	True	False	77,409
20	0.7466	0.7227	0.0239	3.2%	0.0052	0.7%	99%	True	False	92,853
40	0.7530	0.7227	0.0304	4.1%	0.0048	0.6%	78%	False	False	47,707
60	0.7549	0.7227	0.0323	4.3%	0.0049	0.7%	73%	False	False	31,870
80	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	73%	False	False	23,944
100	0.7581	0.7227	0.0354	4.7%	0.0044	0.6%	67%	False	False	19,171
120	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	69%	False	False	15,980

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7645
1.618	0.7576
1.000	0.7534
0.618	0.7508
HIGH	0.7466
0.618	0.7439
0.500	0.7431
0.382	0.7423
LOW	0.7397
0.618	0.7355
1.000	0.7329
1.618	0.7286
2.618	0.7218
4.250	0.7106

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	0.7452	0.7448
PP	0.7442	0.7433
S1	0.7431	0.7419

Download as Excel Spreadsheet

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

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