CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 21-Apr-2023

Day Change Summary
	Previous	Current
	20-Apr-2023	21-Apr-2023	Change	Change %	Previous Week
Open	0.7438	0.7429	-0.0010	-0.1%	0.7491
High	0.7444	0.7430	-0.0015	-0.2%	0.7503
Low	0.7421	0.7381	-0.0041	-0.5%	0.7381
Close	0.7429	0.7389	-0.0040	-0.5%	0.7389
Range	0.0023	0.0049	0.0026	113.0%	0.0123
ATR	0.0043	0.0043	0.0000	1.0%	0.0000
Volume	52,595	64,121	11,526	21.9%	309,675

Daily Pivots for day following 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7547	0.7517	0.7416
R3	0.7498	0.7468	0.7402
R2	0.7449	0.7449	0.7398
R1	0.7419	0.7419	0.7393	0.7409
PP	0.7400	0.7400	0.7400	0.7395
S1	0.7370	0.7370	0.7385	0.7360
S2	0.7351	0.7351	0.7380
S3	0.7302	0.7321	0.7376
S4	0.7253	0.7272	0.7362

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7792	0.7713	0.7456
R3	0.7669	0.7590	0.7423
R2	0.7547	0.7547	0.7411
R1	0.7468	0.7468	0.7400	0.7446
PP	0.7424	0.7424	0.7424	0.7413
S1	0.7345	0.7345	0.7378	0.7324
S2	0.7302	0.7302	0.7367
S3	0.7179	0.7223	0.7355
S4	0.7057	0.7100	0.7322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7503	0.7381	0.0123	1.7%	0.0037	0.5%	7%	False	True	61,935
10	0.7527	0.7381	0.0147	2.0%	0.0041	0.5%	6%	False	True	65,291
20	0.7527	0.7254	0.0273	3.7%	0.0041	0.6%	49%	False	False	68,537
40	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	54%	False	False	68,790
60	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	50%	False	False	46,017
80	0.7549	0.7227	0.0323	4.4%	0.0048	0.6%	50%	False	False	34,544
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	50%	False	False	27,671
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	46%	False	False	23,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7638
2.618	0.7558
1.618	0.7509
1.000	0.7479
0.618	0.7460
HIGH	0.7430
0.618	0.7411
0.500	0.7405
0.382	0.7399
LOW	0.7381
0.618	0.7350
1.000	0.7332
1.618	0.7301
2.618	0.7252
4.250	0.7172

Fisher Pivots for day following 21-Apr-2023
Pivot	1 day	3 day
R1	0.7405	0.7430
PP	0.7400	0.7416
S1	0.7394	0.7403

Download as Excel Spreadsheet

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

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