CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 01-May-2023

Day Change Summary
	Previous	Current
	28-Apr-2023	01-May-2023	Change	Change %	Previous Week
Open	0.7363	0.7392	0.0029	0.4%	0.7392
High	0.7395	0.7399	0.0004	0.0%	0.7403
Low	0.7323	0.7370	0.0047	0.6%	0.7323
Close	0.7395	0.7391	-0.0004	0.0%	0.7395
Range	0.0072	0.0029	-0.0043	-59.7%	0.0080
ATR	0.0044	0.0043	-0.0001	-2.4%	0.0000
Volume	94,594	51,390	-43,204	-45.7%	386,971

Daily Pivots for day following 01-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7473	0.7461	0.7407
R3	0.7444	0.7432	0.7399
R2	0.7415	0.7415	0.7396
R1	0.7403	0.7403	0.7394	0.7395
PP	0.7386	0.7386	0.7386	0.7382
S1	0.7374	0.7374	0.7388	0.7366
S2	0.7357	0.7357	0.7386
S3	0.7328	0.7345	0.7383
S4	0.7299	0.7316	0.7375

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	0.7402	0.7323	0.0079	1.1%	0.0045	0.6%	87%	False	False	76,640
10	0.7494	0.7323	0.0171	2.3%	0.0039	0.5%	40%	False	False	68,390
20	0.7527	0.7323	0.0204	2.8%	0.0041	0.6%	33%	False	False	69,375
40	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	55%	False	False	79,249
60	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	54%	False	False	53,296
80	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	51%	False	False	40,018
100	0.7549	0.7227	0.0323	4.4%	0.0043	0.6%	51%	False	False	32,047
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	46%	False	False	26,718

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7474
1.618	0.7445
1.000	0.7428
0.618	0.7416
HIGH	0.7399
0.618	0.7387
0.500	0.7384
0.382	0.7381
LOW	0.7370
0.618	0.7352
1.000	0.7341
1.618	0.7323
2.618	0.7294
4.250	0.7246

Fisher Pivots for day following 01-May-2023
Pivot	1 day	3 day
R1	0.7389	0.7381
PP	0.7386	0.7371
S1	0.7384	0.7361

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols