CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 03-May-2023

Day Change Summary
	Previous	Current
	02-May-2023	03-May-2023	Change	Change %	Previous Week
Open	0.7390	0.7346	-0.0044	-0.6%	0.7392
High	0.7399	0.7370	-0.0029	-0.4%	0.7403
Low	0.7340	0.7339	-0.0001	0.0%	0.7323
Close	0.7348	0.7364	0.0016	0.2%	0.7395
Range	0.0060	0.0031	-0.0029	-47.9%	0.0080
ATR	0.0044	0.0043	-0.0001	-2.1%	0.0000
Volume	77,568	64,946	-12,622	-16.3%	386,971

Daily Pivots for day following 03-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7451	0.7438	0.7381
R3	0.7420	0.7407	0.7373
R2	0.7389	0.7389	0.7370
R1	0.7376	0.7376	0.7367	0.7383
PP	0.7358	0.7358	0.7358	0.7361
S1	0.7345	0.7345	0.7361	0.7352
S2	0.7327	0.7327	0.7358
S3	0.7296	0.7314	0.7355
S4	0.7265	0.7283	0.7347

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%	54%	False	False	73,445
10	0.7444	0.7323	0.0121	1.6%	0.0041	0.6%	34%	False	False	69,759
20	0.7527	0.7323	0.0204	2.8%	0.0041	0.6%	20%	False	False	67,814
40	0.7527	0.7227	0.0301	4.1%	0.0045	0.6%	46%	False	False	80,785
60	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	45%	False	False	55,661
80	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	43%	False	False	41,794
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	43%	False	False	33,469
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	39%	False	False	27,905

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7502
2.618	0.7451
1.618	0.7420
1.000	0.7401
0.618	0.7389
HIGH	0.7370
0.618	0.7358
0.500	0.7355
0.382	0.7351
LOW	0.7339
0.618	0.7320
1.000	0.7308
1.618	0.7289
2.618	0.7258
4.250	0.7207

Fisher Pivots for day following 03-May-2023
Pivot	1 day	3 day
R1	0.7361	0.7369
PP	0.7358	0.7367
S1	0.7355	0.7366

Download as Excel Spreadsheet

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

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