CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 26-Apr-2023

Day Change Summary
	Previous	Current
	25-Apr-2023	26-Apr-2023	Change	Change %	Previous Week
Open	0.7392	0.7346	-0.0047	-0.6%	0.7491
High	0.7402	0.7361	-0.0041	-0.6%	0.7503
Low	0.7335	0.7333	-0.0002	0.0%	0.7381
Close	0.7337	0.7335	-0.0002	0.0%	0.7389
Range	0.0067	0.0028	-0.0040	-59.0%	0.0123
ATR	0.0044	0.0043	-0.0001	-2.7%	0.0000
Volume	74,519	83,969	9,450	12.7%	309,675

Daily Pivots for day following 26-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7425	0.7407	0.7350
R3	0.7398	0.7380	0.7342
R2	0.7370	0.7370	0.7340
R1	0.7352	0.7352	0.7337	0.7348
PP	0.7343	0.7343	0.7343	0.7340
S1	0.7325	0.7325	0.7332	0.7320
S2	0.7315	0.7315	0.7329
S3	0.7288	0.7297	0.7327
S4	0.7260	0.7270	0.7319

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	0.7444	0.7333	0.0111	1.5%	0.0038	0.5%	1%	False	True	66,072
10	0.7527	0.7333	0.0194	2.6%	0.0042	0.6%	1%	False	True	70,160
20	0.7527	0.7333	0.0194	2.6%	0.0040	0.5%	1%	False	True	68,196
40	0.7527	0.7227	0.0301	4.1%	0.0045	0.6%	36%	False	False	74,053
60	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	33%	False	False	49,565
80	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	33%	False	False	37,213
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	33%	False	False	29,805
120	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	31%	False	False	24,846

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	0.7477
2.618	0.7432
1.618	0.7405
1.000	0.7388
0.618	0.7377
HIGH	0.7361
0.618	0.7350
0.500	0.7347
0.382	0.7344
LOW	0.7333
0.618	0.7316
1.000	0.7306
1.618	0.7289
2.618	0.7261
4.250	0.7216

Fisher Pivots for day following 26-Apr-2023
Pivot	1 day	3 day
R1	0.7347	0.7368
PP	0.7343	0.7357
S1	0.7339	0.7346

Download as Excel Spreadsheet

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

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