CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 24-Apr-2023

Day Change Summary
	Previous	Current
	21-Apr-2023	24-Apr-2023	Change	Change %	Previous Week
Open	0.7429	0.7392	-0.0037	-0.5%	0.7491
High	0.7430	0.7403	-0.0027	-0.4%	0.7503
Low	0.7381	0.7378	-0.0003	0.0%	0.7381
Close	0.7389	0.7393	0.0004	0.1%	0.7389
Range	0.0049	0.0025	-0.0025	-50.0%	0.0123
ATR	0.0043	0.0042	-0.0001	-3.1%	0.0000
Volume	64,121	55,158	-8,963	-14.0%	309,675

Daily Pivots for day following 24-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7453	0.7406
R3	0.7440	0.7429	0.7400
R2	0.7416	0.7416	0.7397
R1	0.7404	0.7404	0.7395	0.7410
PP	0.7391	0.7391	0.7391	0.7394
S1	0.7380	0.7380	0.7391	0.7386
S2	0.7367	0.7367	0.7389
S3	0.7342	0.7355	0.7386
S4	0.7318	0.7331	0.7380

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	0.7494	0.7378	0.0116	1.6%	0.0033	0.4%	13%	False	True	60,140
10	0.7527	0.7378	0.0149	2.0%	0.0039	0.5%	10%	False	True	66,369
20	0.7527	0.7286	0.0242	3.3%	0.0040	0.5%	45%	False	False	66,755
40	0.7527	0.7227	0.0301	4.1%	0.0045	0.6%	55%	False	False	70,148
60	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	52%	False	False	46,926
80	0.7549	0.7227	0.0323	4.4%	0.0048	0.6%	52%	False	False	35,233
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	52%	False	False	28,222
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	47%	False	False	23,526

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7507
2.618	0.7467
1.618	0.7442
1.000	0.7427
0.618	0.7418
HIGH	0.7403
0.618	0.7393
0.500	0.7390
0.382	0.7387
LOW	0.7378
0.618	0.7363
1.000	0.7354
1.618	0.7338
2.618	0.7314
4.250	0.7274

Fisher Pivots for day following 24-Apr-2023
Pivot	1 day	3 day
R1	0.7392	0.7411
PP	0.7391	0.7405
S1	0.7390	0.7399

Download as Excel Spreadsheet

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

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