CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 27-Apr-2023

Day Change Summary
	Previous	Current
	26-Apr-2023	27-Apr-2023	Change	Change %	Previous Week
Open	0.7346	0.7341	-0.0005	-0.1%	0.7491
High	0.7361	0.7366	0.0006	0.1%	0.7503
Low	0.7333	0.7336	0.0003	0.0%	0.7381
Close	0.7335	0.7359	0.0024	0.3%	0.7389
Range	0.0028	0.0030	0.0003	9.1%	0.0123
ATR	0.0043	0.0042	-0.0001	-1.9%	0.0000
Volume	83,969	78,731	-5,238	-6.2%	309,675

Daily Pivots for day following 27-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7444	0.7431	0.7375
R3	0.7414	0.7401	0.7367
R2	0.7384	0.7384	0.7364
R1	0.7371	0.7371	0.7361	0.7377
PP	0.7354	0.7354	0.7354	0.7357
S1	0.7341	0.7341	0.7356	0.7347
S2	0.7324	0.7324	0.7353
S3	0.7294	0.7311	0.7350
S4	0.7264	0.7281	0.7342

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	0.7430	0.7333	0.0097	1.3%	0.0040	0.5%	26%	False	False	71,299
10	0.7527	0.7333	0.0194	2.6%	0.0039	0.5%	13%	False	False	71,202
20	0.7527	0.7333	0.0194	2.6%	0.0040	0.5%	13%	False	False	68,798
40	0.7527	0.7227	0.0301	4.1%	0.0045	0.6%	44%	False	False	75,968
60	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	41%	False	False	50,872
80	0.7549	0.7227	0.0323	4.4%	0.0048	0.6%	41%	False	False	38,197
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	41%	False	False	30,592
120	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	37%	False	False	25,502

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7494
2.618	0.7445
1.618	0.7415
1.000	0.7396
0.618	0.7385
HIGH	0.7366
0.618	0.7355
0.500	0.7351
0.382	0.7347
LOW	0.7336
0.618	0.7317
1.000	0.7306
1.618	0.7287
2.618	0.7257
4.250	0.7209

Fisher Pivots for day following 27-Apr-2023
Pivot	1 day	3 day
R1	0.7356	0.7367
PP	0.7354	0.7364
S1	0.7351	0.7361

Download as Excel Spreadsheet

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

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