CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 10-Apr-2023

Day Change Summary
	Previous	Current
	06-Apr-2023	10-Apr-2023	Change	Change %	Previous Week
Open	0.7439	0.7408	-0.0032	-0.4%	0.7421
High	0.7445	0.7424	-0.0021	-0.3%	0.7468
Low	0.7412	0.7387	-0.0026	-0.3%	0.7397
Close	0.7432	0.7410	-0.0022	-0.3%	0.7432
Range	0.0033	0.0038	0.0005	13.6%	0.0071
ATR	0.0046	0.0046	0.0000	-0.2%	0.0000
Volume	59,412	44,384	-15,028	-25.3%	296,228

Daily Pivots for day following 10-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7519	0.7502	0.7431
R3	0.7482	0.7465	0.7420
R2	0.7444	0.7444	0.7417
R1	0.7427	0.7427	0.7413	0.7436
PP	0.7407	0.7407	0.7407	0.7411
S1	0.7390	0.7390	0.7407	0.7398
S2	0.7369	0.7369	0.7403
S3	0.7332	0.7352	0.7400
S4	0.7294	0.7315	0.7389

Weekly Pivots for week ending 07-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	0.7387	0.0082	1.1%	0.0041	0.6%	29%	False	True	68,122
10	0.7468	0.7286	0.0183	2.5%	0.0041	0.6%	68%	False	False	67,142
20	0.7468	0.7249	0.0219	3.0%	0.0048	0.7%	74%	False	False	84,312
40	0.7530	0.7227	0.0304	4.1%	0.0048	0.6%	60%	False	False	53,746
60	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	57%	False	False	35,898
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	57%	False	False	26,951
100	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	52%	False	False	21,591
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	52%	False	False	17,997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7583
2.618	0.7522
1.618	0.7485
1.000	0.7462
0.618	0.7447
HIGH	0.7424
0.618	0.7410
0.500	0.7405
0.382	0.7401
LOW	0.7387
0.618	0.7363
1.000	0.7349
1.618	0.7326
2.618	0.7288
4.250	0.7227

Fisher Pivots for day following 10-Apr-2023
Pivot	1 day	3 day
R1	0.7408	0.7423
PP	0.7407	0.7418
S1	0.7405	0.7414

Download as Excel Spreadsheet

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

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