CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 02-May-2023

Day Change Summary
	Previous	Current
	01-May-2023	02-May-2023	Change	Change %	Previous Week
Open	0.7392	0.7390	-0.0002	0.0%	0.7392
High	0.7399	0.7399	0.0001	0.0%	0.7403
Low	0.7370	0.7340	-0.0030	-0.4%	0.7323
Close	0.7391	0.7348	-0.0043	-0.6%	0.7395
Range	0.0029	0.0060	0.0031	105.2%	0.0080
ATR	0.0043	0.0044	0.0001	2.7%	0.0000
Volume	51,390	77,568	26,178	50.9%	386,971

Daily Pivots for day following 02-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7504	0.7381
R3	0.7481	0.7444	0.7364
R2	0.7422	0.7422	0.7359
R1	0.7385	0.7385	0.7353	0.7374
PP	0.7362	0.7362	0.7362	0.7357
S1	0.7325	0.7325	0.7343	0.7314
S2	0.7303	0.7303	0.7337
S3	0.7243	0.7266	0.7332
S4	0.7184	0.7206	0.7315

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	0.7399	0.7323	0.0076	1.0%	0.0044	0.6%	33%	True	False	77,250
10	0.7480	0.7323	0.0157	2.1%	0.0043	0.6%	16%	False	False	70,148
20	0.7527	0.7323	0.0204	2.8%	0.0041	0.6%	12%	False	False	68,329
40	0.7527	0.7227	0.0301	4.1%	0.0047	0.6%	40%	False	False	80,591
60	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	40%	False	False	54,581
80	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	38%	False	False	40,985
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	38%	False	False	32,821
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	34%	False	False	27,364

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7652
2.618	0.7555
1.618	0.7495
1.000	0.7459
0.618	0.7436
HIGH	0.7399
0.618	0.7376
0.500	0.7369
0.382	0.7362
LOW	0.7340
0.618	0.7303
1.000	0.7280
1.618	0.7243
2.618	0.7184
4.250	0.7087

Fisher Pivots for day following 02-May-2023
Pivot	1 day	3 day
R1	0.7369	0.7361
PP	0.7362	0.7357
S1	0.7355	0.7352

Download as Excel Spreadsheet

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

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