CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 04-May-2023

Day Change Summary
	Previous	Current
	03-May-2023	04-May-2023	Change	Change %	Previous Week
Open	0.7346	0.7353	0.0007	0.1%	0.7392
High	0.7370	0.7404	0.0034	0.5%	0.7403
Low	0.7339	0.7343	0.0004	0.0%	0.7323
Close	0.7364	0.7394	0.0030	0.4%	0.7395
Range	0.0031	0.0062	0.0031	98.4%	0.0080
ATR	0.0043	0.0045	0.0001	3.0%	0.0000
Volume	64,946	69,483	4,537	7.0%	386,971

Daily Pivots for day following 04-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7565	0.7541	0.7427
R3	0.7503	0.7479	0.7410
R2	0.7442	0.7442	0.7405
R1	0.7418	0.7418	0.7399	0.7430
PP	0.7380	0.7380	0.7380	0.7386
S1	0.7356	0.7356	0.7388	0.7368
S2	0.7319	0.7319	0.7382
S3	0.7257	0.7295	0.7377
S4	0.7196	0.7233	0.7360

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	0.7404	0.7323	0.0081	1.1%	0.0051	0.7%	87%	True	False	71,596
10	0.7430	0.7323	0.0107	1.4%	0.0045	0.6%	66%	False	False	71,447
20	0.7527	0.7323	0.0204	2.8%	0.0042	0.6%	35%	False	False	68,134
40	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	56%	False	False	80,156
60	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	55%	False	False	56,818
80	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	52%	False	False	42,661
100	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	52%	False	False	34,162
120	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	47%	False	False	28,484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7665
2.618	0.7565
1.618	0.7504
1.000	0.7466
0.618	0.7442
HIGH	0.7404
0.618	0.7381
0.500	0.7373
0.382	0.7366
LOW	0.7343
0.618	0.7304
1.000	0.7281
1.618	0.7243
2.618	0.7181
4.250	0.7081

Fisher Pivots for day following 04-May-2023
Pivot	1 day	3 day
R1	0.7387	0.7386
PP	0.7380	0.7379
S1	0.7373	0.7372

Download as Excel Spreadsheet

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

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