CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	0.7478	0.7486	0.0008	0.1%	0.7392
High	0.7506	0.7490	-0.0016	-0.2%	0.7486
Low	0.7461	0.7416	-0.0046	-0.6%	0.7339
Close	0.7479	0.7421	-0.0058	-0.8%	0.7485
Range	0.0045	0.0074	0.0030	66.3%	0.0147
ATR	0.0046	0.0048	0.0002	4.4%	0.0000
Volume	83,392	82,704	-688	-0.8%	348,627

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7664	0.7617	0.7462
R3	0.7590	0.7543	0.7441
R2	0.7516	0.7516	0.7435
R1	0.7469	0.7469	0.7428	0.7455
PP	0.7442	0.7442	0.7442	0.7435
S1	0.7395	0.7395	0.7414	0.7381
S2	0.7368	0.7368	0.7407
S3	0.7294	0.7321	0.7401
S4	0.7220	0.7247	0.7380

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	0.7392	0.0126	1.7%	0.0055	0.7%	23%	False	False	81,193
10	0.7518	0.7323	0.0195	2.6%	0.0053	0.7%	50%	False	False	76,394
20	0.7527	0.7323	0.0204	2.7%	0.0046	0.6%	48%	False	False	73,798
40	0.7527	0.7254	0.0273	3.7%	0.0045	0.6%	61%	False	False	74,077
60	0.7527	0.7227	0.0301	4.0%	0.0047	0.6%	65%	False	False	63,561
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	60%	False	False	47,726
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	60%	False	False	38,205
120	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	60%	False	False	31,865

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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7804
2.618	0.7683
1.618	0.7609
1.000	0.7564
0.618	0.7535
HIGH	0.7490
0.618	0.7461
0.500	0.7453
0.382	0.7444
LOW	0.7416
0.618	0.7370
1.000	0.7342
1.618	0.7296
2.618	0.7222
4.250	0.7101

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	0.7453	0.7461
PP	0.7442	0.7447
S1	0.7432	0.7434

Download as Excel Spreadsheet

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

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