CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 08-May-2023

Day Change Summary
	Previous	Current
	05-May-2023	08-May-2023	Change	Change %	Previous Week
Open	0.7393	0.7483	0.0091	1.2%	0.7392
High	0.7486	0.7518	0.0032	0.4%	0.7486
Low	0.7392	0.7477	0.0085	1.1%	0.7339
Close	0.7485	0.7486	0.0002	0.0%	0.7485
Range	0.0094	0.0041	-0.0053	-56.1%	0.0147
ATR	0.0048	0.0048	-0.0001	-1.0%	0.0000
Volume	85,240	93,738	8,498	10.0%	348,627

Daily Pivots for day following 08-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7616	0.7592	0.7509
R3	0.7575	0.7551	0.7497
R2	0.7534	0.7534	0.7494
R1	0.7510	0.7510	0.7490	0.7522
PP	0.7493	0.7493	0.7493	0.7499
S1	0.7469	0.7469	0.7482	0.7481
S2	0.7452	0.7452	0.7478
S3	0.7411	0.7428	0.7475
S4	0.7370	0.7387	0.7463

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7876	0.7827	0.7565
R3	0.7729	0.7680	0.7525
R2	0.7583	0.7583	0.7511
R1	0.7534	0.7534	0.7498	0.7558
PP	0.7436	0.7436	0.7436	0.7449
S1	0.7387	0.7387	0.7471	0.7412
S2	0.7290	0.7290	0.7458
S3	0.7143	0.7241	0.7444
S4	0.6997	0.7094	0.7404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7518	0.7339	0.0179	2.4%	0.0057	0.8%	82%	True	False	78,195
10	0.7518	0.7323	0.0195	2.6%	0.0051	0.7%	84%	True	False	77,417
20	0.7527	0.7323	0.0204	2.7%	0.0045	0.6%	80%	False	False	71,893
40	0.7527	0.7249	0.0278	3.7%	0.0047	0.6%	85%	False	False	78,102
60	0.7530	0.7227	0.0304	4.1%	0.0047	0.6%	86%	False	False	59,795
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	80%	False	False	44,897
100	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	80%	False	False	35,939
120	0.7581	0.7227	0.0354	4.7%	0.0044	0.6%	73%	False	False	29,974

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7625
1.618	0.7584
1.000	0.7559
0.618	0.7543
HIGH	0.7518
0.618	0.7502
0.500	0.7497
0.382	0.7492
LOW	0.7477
0.618	0.7451
1.000	0.7436
1.618	0.7410
2.618	0.7369
4.250	0.7302

Fisher Pivots for day following 08-May-2023
Pivot	1 day	3 day
R1	0.7497	0.7467
PP	0.7493	0.7449
S1	0.7490	0.7430

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

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