CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 28-Apr-2023

Day Change Summary
	Previous	Current
	27-Apr-2023	28-Apr-2023	Change	Change %	Previous Week
Open	0.7341	0.7363	0.0022	0.3%	0.7392
High	0.7366	0.7395	0.0029	0.4%	0.7403
Low	0.7336	0.7323	-0.0013	-0.2%	0.7323
Close	0.7359	0.7395	0.0036	0.5%	0.7395
Range	0.0030	0.0072	0.0042	140.0%	0.0080
ATR	0.0042	0.0044	0.0002	5.1%	0.0000
Volume	78,731	94,594	15,863	20.1%	386,971

Daily Pivots for day following 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7587	0.7563	0.7434
R3	0.7515	0.7491	0.7414
R2	0.7443	0.7443	0.7408
R1	0.7419	0.7419	0.7401	0.7431
PP	0.7371	0.7371	0.7371	0.7377
S1	0.7347	0.7347	0.7388	0.7359
S2	0.7299	0.7299	0.7381
S3	0.7227	0.7275	0.7375
S4	0.7155	0.7203	0.7355

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7583	0.7438
R3	0.7532	0.7503	0.7416
R2	0.7453	0.7453	0.7409
R1	0.7424	0.7424	0.7402	0.7438
PP	0.7373	0.7373	0.7373	0.7381
S1	0.7344	0.7344	0.7387	0.7359
S2	0.7294	0.7294	0.7380
S3	0.7214	0.7265	0.7373
S4	0.7135	0.7185	0.7351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7403	0.7323	0.0080	1.1%	0.0044	0.6%	90%	False	True	77,394
10	0.7503	0.7323	0.0180	2.4%	0.0041	0.5%	40%	False	True	69,664
20	0.7527	0.7323	0.0204	2.8%	0.0041	0.6%	35%	False	True	70,397
40	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	56%	False	False	78,225
60	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	52%	False	False	52,444
80	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	52%	False	False	39,378
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	52%	False	False	31,537
120	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	47%	False	False	26,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7583
1.618	0.7511
1.000	0.7467
0.618	0.7439
HIGH	0.7395
0.618	0.7367
0.500	0.7359
0.382	0.7351
LOW	0.7323
0.618	0.7279
1.000	0.7251
1.618	0.7207
2.618	0.7135
4.250	0.7017

Fisher Pivots for day following 28-Apr-2023
Pivot	1 day	3 day
R1	0.7383	0.7383
PP	0.7371	0.7371
S1	0.7359	0.7359

Download as Excel Spreadsheet

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

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