CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 10-May-2023

Day Change Summary
	Previous	Current
	09-May-2023	10-May-2023	Change	Change %	Previous Week
Open	0.7483	0.7478	-0.0005	-0.1%	0.7392
High	0.7489	0.7506	0.0017	0.2%	0.7486
Low	0.7466	0.7461	-0.0005	-0.1%	0.7339
Close	0.7482	0.7479	-0.0003	0.0%	0.7485
Range	0.0023	0.0045	0.0022	93.5%	0.0147
ATR	0.0046	0.0046	0.0000	-0.2%	0.0000
Volume	60,892	83,392	22,500	37.0%	348,627

Daily Pivots for day following 10-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7592	0.7503
R3	0.7571	0.7547	0.7491
R2	0.7526	0.7526	0.7487
R1	0.7503	0.7503	0.7483	0.7515
PP	0.7482	0.7482	0.7482	0.7488
S1	0.7458	0.7458	0.7475	0.7470
S2	0.7437	0.7437	0.7471
S3	0.7393	0.7414	0.7467
S4	0.7348	0.7369	0.7455

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	0.7343	0.0175	2.3%	0.0053	0.7%	78%	False	False	78,549
10	0.7518	0.7323	0.0195	2.6%	0.0049	0.6%	80%	False	False	75,997
20	0.7527	0.7323	0.0204	2.7%	0.0045	0.6%	76%	False	False	73,079
40	0.7527	0.7250	0.0277	3.7%	0.0045	0.6%	83%	False	False	75,399
60	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	83%	False	False	62,189
80	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	78%	False	False	46,696
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	78%	False	False	37,378
120	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	78%	False	False	31,176

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7695
2.618	0.7622
1.618	0.7578
1.000	0.7550
0.618	0.7533
HIGH	0.7506
0.618	0.7489
0.500	0.7483
0.382	0.7478
LOW	0.7461
0.618	0.7433
1.000	0.7417
1.618	0.7389
2.618	0.7344
4.250	0.7272

Fisher Pivots for day following 10-May-2023
Pivot	1 day	3 day
R1	0.7483	0.7489
PP	0.7482	0.7486
S1	0.7480	0.7482

Download as Excel Spreadsheet

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

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