CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 14-Apr-2023

Day Change Summary
	Previous	Current
	13-Apr-2023	14-Apr-2023	Change	Change %	Previous Week
Open	0.7447	0.7506	0.0059	0.8%	0.7408
High	0.7509	0.7527	0.0019	0.2%	0.7527
Low	0.7444	0.7474	0.0030	0.4%	0.7387
Close	0.7508	0.7494	-0.0014	-0.2%	0.7494
Range	0.0065	0.0054	-0.0011	-17.1%	0.0141
ATR	0.0046	0.0046	0.0001	1.2%	0.0000
Volume	68,314	109,974	41,660	61.0%	343,241

Daily Pivots for day following 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7659	0.7630	0.7523
R3	0.7605	0.7576	0.7508
R2	0.7552	0.7552	0.7503
R1	0.7523	0.7523	0.7498	0.7510
PP	0.7498	0.7498	0.7498	0.7492
S1	0.7469	0.7469	0.7489	0.7457
S2	0.7445	0.7445	0.7484
S3	0.7391	0.7416	0.7479
S4	0.7338	0.7362	0.7464

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7891	0.7833	0.7571
R3	0.7750	0.7692	0.7532
R2	0.7610	0.7610	0.7519
R1	0.7552	0.7552	0.7506	0.7581
PP	0.7469	0.7469	0.7469	0.7484
S1	0.7411	0.7411	0.7481	0.7440
S2	0.7329	0.7329	0.7468
S3	0.7188	0.7271	0.7455
S4	0.7048	0.7130	0.7416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7527	0.7387	0.0141	1.9%	0.0044	0.6%	76%	True	False	68,648
10	0.7527	0.7382	0.0146	1.9%	0.0042	0.6%	77%	True	False	71,130
20	0.7527	0.7254	0.0273	3.6%	0.0045	0.6%	88%	True	False	74,025
40	0.7527	0.7227	0.0301	4.0%	0.0047	0.6%	89%	True	False	61,174
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	83%	False	False	40,863
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	83%	False	False	30,677
100	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	83%	False	False	24,578
120	0.7581	0.7227	0.0354	4.7%	0.0044	0.6%	75%	False	False	20,487

Crabel Price Patterns
NR	True
NR4	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7754
2.618	0.7667
1.618	0.7614
1.000	0.7581
0.618	0.7560
HIGH	0.7527
0.618	0.7507
0.500	0.7500
0.382	0.7494
LOW	0.7474
0.618	0.7440
1.000	0.7420
1.618	0.7387
2.618	0.7333
4.250	0.7246

Fisher Pivots for day following 14-Apr-2023
Pivot	1 day	3 day
R1	0.7500	0.7487
PP	0.7498	0.7481
S1	0.7496	0.7474

Download as Excel Spreadsheet

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

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