CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 12-Apr-2023

Day Change Summary
	Previous	Current
	11-Apr-2023	12-Apr-2023	Change	Change %	Previous Week
Open	0.7411	0.7434	0.0023	0.3%	0.7421
High	0.7437	0.7456	0.0019	0.3%	0.7468
Low	0.7407	0.7422	0.0015	0.2%	0.7397
Close	0.7434	0.7454	0.0020	0.3%	0.7432
Range	0.0030	0.0035	0.0005	15.0%	0.0071
ATR	0.0045	0.0044	-0.0001	-1.7%	0.0000
Volume	54,890	65,679	10,789	19.7%	296,228

Daily Pivots for day following 12-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7547	0.7535	0.7472
R3	0.7513	0.7500	0.7463
R2	0.7478	0.7478	0.7460
R1	0.7466	0.7466	0.7457	0.7472
PP	0.7444	0.7444	0.7444	0.7447
S1	0.7431	0.7431	0.7450	0.7438
S2	0.7409	0.7409	0.7447
S3	0.7375	0.7397	0.7444
S4	0.7340	0.7362	0.7435

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	0.7459	0.7387	0.0072	1.0%	0.0034	0.5%	93%	False	False	57,490
10	0.7468	0.7354	0.0114	1.5%	0.0037	0.5%	87%	False	False	66,232
20	0.7468	0.7250	0.0218	2.9%	0.0045	0.6%	93%	False	False	77,720
40	0.7530	0.7227	0.0304	4.1%	0.0047	0.6%	75%	False	False	56,743
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	70%	False	False	37,902
80	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	70%	False	False	28,453
100	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	70%	False	False	22,795
120	0.7581	0.7227	0.0354	4.7%	0.0044	0.6%	64%	False	False	19,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7603
2.618	0.7546
1.618	0.7512
1.000	0.7491
0.618	0.7477
HIGH	0.7456
0.618	0.7443
0.500	0.7439
0.382	0.7435
LOW	0.7422
0.618	0.7400
1.000	0.7387
1.618	0.7366
2.618	0.7331
4.250	0.7275

Fisher Pivots for day following 12-Apr-2023
Pivot	1 day	3 day
R1	0.7449	0.7443
PP	0.7444	0.7432
S1	0.7439	0.7421

Download as Excel Spreadsheet

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

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