CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 06-Apr-2023

Day Change Summary
	Previous	Current
	05-Apr-2023	06-Apr-2023	Change	Change %	Previous Week
Open	0.7446	0.7439	-0.0007	-0.1%	0.7421
High	0.7459	0.7445	-0.0014	-0.2%	0.7468
Low	0.7425	0.7412	-0.0013	-0.2%	0.7397
Close	0.7440	0.7432	-0.0009	-0.1%	0.7432
Range	0.0034	0.0033	-0.0001	-1.5%	0.0071
ATR	0.0047	0.0046	-0.0001	-2.2%	0.0000
Volume	63,088	59,412	-3,676	-5.8%	296,228

Daily Pivots for day following 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7529	0.7513	0.7450
R3	0.7496	0.7480	0.7441
R2	0.7463	0.7463	0.7438
R1	0.7447	0.7447	0.7435	0.7438
PP	0.7430	0.7430	0.7430	0.7425
S1	0.7414	0.7414	0.7428	0.7405
S2	0.7397	0.7397	0.7425
S3	0.7364	0.7381	0.7422
S4	0.7331	0.7348	0.7413

Weekly Pivots for week ending 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7645	0.7609	0.7471
R3	0.7574	0.7538	0.7451
R2	0.7503	0.7503	0.7445
R1	0.7467	0.7467	0.7438	0.7485
PP	0.7432	0.7432	0.7432	0.7441
S1	0.7396	0.7396	0.7425	0.7414
S2	0.7361	0.7361	0.7418
S3	0.7290	0.7325	0.7412
S4	0.7219	0.7254	0.7392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7468	0.7382	0.0087	1.2%	0.0040	0.5%	58%	False	False	73,612
10	0.7468	0.7254	0.0214	2.9%	0.0042	0.6%	83%	False	False	71,783
20	0.7468	0.7227	0.0242	3.2%	0.0049	0.7%	85%	False	False	89,453
40	0.7530	0.7227	0.0304	4.1%	0.0048	0.6%	68%	False	False	52,642
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	64%	False	False	35,160
80	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	64%	False	False	26,398
100	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	58%	False	False	21,147
120	0.7581	0.7224	0.0357	4.8%	0.0044	0.6%	58%	False	False	17,627

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7531
1.618	0.7498
1.000	0.7478
0.618	0.7465
HIGH	0.7445
0.618	0.7432
0.500	0.7429
0.382	0.7425
LOW	0.7412
0.618	0.7392
1.000	0.7379
1.618	0.7359
2.618	0.7326
4.250	0.7272

Fisher Pivots for day following 06-Apr-2023
Pivot	1 day	3 day
R1	0.7431	0.7440
PP	0.7430	0.7437
S1	0.7429	0.7434

Download as Excel Spreadsheet

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

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