CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 13-Apr-2023

Day Change Summary
	Previous	Current
	12-Apr-2023	13-Apr-2023	Change	Change %	Previous Week
Open	0.7434	0.7447	0.0013	0.2%	0.7421
High	0.7456	0.7509	0.0053	0.7%	0.7468
Low	0.7422	0.7444	0.0023	0.3%	0.7397
Close	0.7454	0.7508	0.0054	0.7%	0.7432
Range	0.0035	0.0065	0.0030	87.0%	0.0071
ATR	0.0044	0.0046	0.0001	3.3%	0.0000
Volume	65,679	68,314	2,635	4.0%	296,228

Daily Pivots for day following 13-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7680	0.7658	0.7543
R3	0.7616	0.7594	0.7525
R2	0.7551	0.7551	0.7519
R1	0.7529	0.7529	0.7513	0.7540
PP	0.7487	0.7487	0.7487	0.7492
S1	0.7465	0.7465	0.7502	0.7476
S2	0.7422	0.7422	0.7496
S3	0.7358	0.7400	0.7490
S4	0.7293	0.7336	0.7472

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	0.7509	0.7387	0.0122	1.6%	0.0040	0.5%	99%	True	False	58,535
10	0.7509	0.7373	0.0136	1.8%	0.0040	0.5%	99%	True	False	66,393
20	0.7509	0.7254	0.0255	3.4%	0.0044	0.6%	100%	True	False	74,356
40	0.7509	0.7227	0.0282	3.8%	0.0047	0.6%	100%	True	False	58,442
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	87%	False	False	39,035
80	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	87%	False	False	29,306
100	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	87%	False	False	23,478
120	0.7581	0.7227	0.0354	4.7%	0.0044	0.6%	79%	False	False	19,571

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7783
2.618	0.7677
1.618	0.7613
1.000	0.7573
0.618	0.7548
HIGH	0.7509
0.618	0.7484
0.500	0.7476
0.382	0.7469
LOW	0.7444
0.618	0.7404
1.000	0.7380
1.618	0.7340
2.618	0.7275
4.250	0.7170

Fisher Pivots for day following 13-Apr-2023
Pivot	1 day	3 day
R1	0.7497	0.7491
PP	0.7487	0.7474
S1	0.7476	0.7458

Download as Excel Spreadsheet

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

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