CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 11-Apr-2023

Day Change Summary
	Previous	Current
	10-Apr-2023	11-Apr-2023	Change	Change %	Previous Week
Open	0.7408	0.7411	0.0004	0.0%	0.7421
High	0.7424	0.7437	0.0013	0.2%	0.7468
Low	0.7387	0.7407	0.0021	0.3%	0.7397
Close	0.7410	0.7434	0.0024	0.3%	0.7432
Range	0.0038	0.0030	-0.0008	-20.0%	0.0071
ATR	0.0046	0.0045	-0.0001	-2.5%	0.0000
Volume	44,384	54,890	10,506	23.7%	296,228

Daily Pivots for day following 11-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7516	0.7505	0.7450
R3	0.7486	0.7475	0.7442
R2	0.7456	0.7456	0.7439
R1	0.7445	0.7445	0.7436	0.7450
PP	0.7426	0.7426	0.7426	0.7429
S1	0.7415	0.7415	0.7431	0.7420
S2	0.7396	0.7396	0.7428
S3	0.7366	0.7385	0.7425
S4	0.7336	0.7355	0.7417

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%	0.0034	0.5%	58%	False	False	59,405
10	0.7468	0.7313	0.0156	2.1%	0.0039	0.5%	78%	False	False	66,366
20	0.7468	0.7250	0.0218	2.9%	0.0046	0.6%	84%	False	False	79,750
40	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	68%	False	False	55,105
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	64%	False	False	36,809
80	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	64%	False	False	27,634
100	0.7558	0.7227	0.0332	4.5%	0.0043	0.6%	62%	False	False	22,139
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	58%	False	False	18,454

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7516
1.618	0.7486
1.000	0.7467
0.618	0.7456
HIGH	0.7437
0.618	0.7426
0.500	0.7422
0.382	0.7418
LOW	0.7407
0.618	0.7388
1.000	0.7377
1.618	0.7358
2.618	0.7328
4.250	0.7280

Fisher Pivots for day following 11-Apr-2023
Pivot	1 day	3 day
R1	0.7430	0.7428
PP	0.7426	0.7422
S1	0.7422	0.7416

Download as Excel Spreadsheet

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

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