CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	0.7456	0.7446	-0.0011	-0.1%	0.7286
High	0.7468	0.7459	-0.0010	-0.1%	0.7413
Low	0.7434	0.7425	-0.0009	-0.1%	0.7286
Close	0.7440	0.7440	0.0000	0.0%	0.7399
Range	0.0035	0.0034	-0.0001	-2.9%	0.0127
ATR	0.0048	0.0047	-0.0001	-2.2%	0.0000
Volume	75,251	63,088	-12,163	-16.2%	330,816

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7542	0.7524	0.7458
R3	0.7508	0.7491	0.7449
R2	0.7475	0.7475	0.7446
R1	0.7457	0.7457	0.7443	0.7449
PP	0.7441	0.7441	0.7441	0.7437
S1	0.7424	0.7424	0.7437	0.7416
S2	0.7408	0.7408	0.7434
S3	0.7374	0.7390	0.7431
S4	0.7341	0.7357	0.7422

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	0.7468	0.7373	0.0096	1.3%	0.0041	0.5%	71%	False	False	74,251
10	0.7468	0.7254	0.0214	2.9%	0.0045	0.6%	87%	False	False	75,605
20	0.7468	0.7227	0.0242	3.2%	0.0050	0.7%	88%	False	False	92,177
40	0.7530	0.7227	0.0304	4.1%	0.0048	0.6%	70%	False	False	51,160
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	66%	False	False	34,171
80	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	66%	False	False	25,670
100	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	60%	False	False	20,553
120	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	63%	False	False	17,133

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7601
2.618	0.7546
1.618	0.7513
1.000	0.7492
0.618	0.7479
HIGH	0.7459
0.618	0.7446
0.500	0.7442
0.382	0.7438
LOW	0.7425
0.618	0.7404
1.000	0.7392
1.618	0.7371
2.618	0.7337
4.250	0.7283

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	0.7442	0.7438
PP	0.7441	0.7435
S1	0.7441	0.7433

Download as Excel Spreadsheet

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

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