CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 20-Apr-2023

Day Change Summary
	Previous	Current
	19-Apr-2023	20-Apr-2023	Change	Change %	Previous Week
Open	0.7478	0.7438	-0.0040	-0.5%	0.7408
High	0.7480	0.7444	-0.0036	-0.5%	0.7527
Low	0.7434	0.7421	-0.0013	-0.2%	0.7387
Close	0.7436	0.7429	-0.0007	-0.1%	0.7494
Range	0.0046	0.0023	-0.0023	-50.0%	0.0141
ATR	0.0045	0.0043	-0.0002	-3.5%	0.0000
Volume	68,838	52,595	-16,243	-23.6%	343,241

Daily Pivots for day following 20-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7500	0.7488	0.7442
R3	0.7477	0.7465	0.7435
R2	0.7454	0.7454	0.7433
R1	0.7442	0.7442	0.7431	0.7437
PP	0.7431	0.7431	0.7431	0.7429
S1	0.7419	0.7419	0.7427	0.7414
S2	0.7408	0.7408	0.7425
S3	0.7385	0.7396	0.7423
S4	0.7362	0.7373	0.7416

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	0.7421	0.0106	1.4%	0.0038	0.5%	8%	False	True	71,105
10	0.7527	0.7387	0.0141	1.9%	0.0039	0.5%	30%	False	False	64,820
20	0.7527	0.7254	0.0273	3.7%	0.0042	0.6%	64%	False	False	70,213
40	0.7527	0.7227	0.0301	4.0%	0.0046	0.6%	67%	False	False	67,196
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	63%	False	False	44,949
80	0.7549	0.7227	0.0323	4.3%	0.0048	0.6%	63%	False	False	33,742
100	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	63%	False	False	27,030
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	57%	False	False	22,532

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	0.7542
2.618	0.7504
1.618	0.7481
1.000	0.7467
0.618	0.7458
HIGH	0.7444
0.618	0.7435
0.500	0.7433
0.382	0.7430
LOW	0.7421
0.618	0.7407
1.000	0.7398
1.618	0.7384
2.618	0.7361
4.250	0.7323

Fisher Pivots for day following 20-Apr-2023
Pivot	1 day	3 day
R1	0.7433	0.7457
PP	0.7431	0.7448
S1	0.7430	0.7438

Download as Excel Spreadsheet

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

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