CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	0.7474	0.7478	0.0004	0.0%	0.7408
High	0.7494	0.7480	-0.0014	-0.2%	0.7527
Low	0.7470	0.7434	-0.0037	-0.5%	0.7387
Close	0.7475	0.7436	-0.0039	-0.5%	0.7494
Range	0.0024	0.0046	0.0023	95.7%	0.0141
ATR	0.0044	0.0045	0.0000	0.3%	0.0000
Volume	59,992	68,838	8,846	14.7%	343,241

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7558	0.7461
R3	0.7542	0.7512	0.7449
R2	0.7496	0.7496	0.7444
R1	0.7466	0.7466	0.7440	0.7458
PP	0.7450	0.7450	0.7450	0.7446
S1	0.7420	0.7420	0.7432	0.7412
S2	0.7404	0.7404	0.7428
S3	0.7358	0.7374	0.7423
S4	0.7312	0.7328	0.7411

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	0.7434	0.0094	1.3%	0.0046	0.6%	3%	False	True	74,249
10	0.7527	0.7387	0.0141	1.9%	0.0040	0.5%	35%	False	False	65,870
20	0.7527	0.7254	0.0273	3.7%	0.0043	0.6%	67%	False	False	71,838
40	0.7527	0.7227	0.0301	4.0%	0.0046	0.6%	70%	False	False	65,911
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	65%	False	False	44,073
80	0.7549	0.7227	0.0323	4.3%	0.0048	0.6%	65%	False	False	33,085
100	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	65%	False	False	26,505
120	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	59%	False	False	22,094

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7675
2.618	0.7600
1.618	0.7554
1.000	0.7526
0.618	0.7508
HIGH	0.7480
0.618	0.7462
0.500	0.7457
0.382	0.7451
LOW	0.7434
0.618	0.7405
1.000	0.7388
1.618	0.7359
2.618	0.7313
4.250	0.7238

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	0.7457	0.7468
PP	0.7450	0.7458
S1	0.7443	0.7447

Download as Excel Spreadsheet

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

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