CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 18-Apr-2023

Day Change Summary
	Previous	Current
	17-Apr-2023	18-Apr-2023	Change	Change %	Previous Week
Open	0.7491	0.7474	-0.0017	-0.2%	0.7408
High	0.7503	0.7494	-0.0010	-0.1%	0.7527
Low	0.7460	0.7470	0.0011	0.1%	0.7387
Close	0.7472	0.7475	0.0003	0.0%	0.7494
Range	0.0044	0.0024	-0.0020	-46.0%	0.0141
ATR	0.0046	0.0044	-0.0002	-3.5%	0.0000
Volume	64,129	59,992	-4,137	-6.5%	343,241

Daily Pivots for day following 18-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7550	0.7536	0.7488
R3	0.7527	0.7513	0.7481
R2	0.7503	0.7503	0.7479
R1	0.7489	0.7489	0.7477	0.7496
PP	0.7480	0.7480	0.7480	0.7483
S1	0.7466	0.7466	0.7473	0.7473
S2	0.7456	0.7456	0.7471
S3	0.7433	0.7442	0.7469
S4	0.7409	0.7419	0.7462

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	0.7422	0.0106	1.4%	0.0044	0.6%	51%	False	False	73,617
10	0.7527	0.7387	0.0141	1.9%	0.0039	0.5%	63%	False	False	66,511
20	0.7527	0.7254	0.0273	3.7%	0.0043	0.6%	81%	False	False	71,960
40	0.7527	0.7227	0.0301	4.0%	0.0046	0.6%	83%	False	False	64,245
60	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	77%	False	False	42,927
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	77%	False	False	32,228
100	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	77%	False	False	25,816
120	0.7581	0.7227	0.0354	4.7%	0.0043	0.6%	70%	False	False	21,521

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.7593
2.618	0.7555
1.618	0.7532
1.000	0.7517
0.618	0.7508
HIGH	0.7494
0.618	0.7485
0.500	0.7482
0.382	0.7479
LOW	0.7470
0.618	0.7455
1.000	0.7447
1.618	0.7432
2.618	0.7408
4.250	0.7370

Fisher Pivots for day following 18-Apr-2023
Pivot	1 day	3 day
R1	0.7482	0.7493
PP	0.7480	0.7487
S1	0.7477	0.7481

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

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