CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 16-May-2023

Day Change Summary
	Previous	Current
	15-May-2023	16-May-2023	Change	Change %	Previous Week
Open	0.7381	0.7432	0.0051	0.7%	0.7483
High	0.7435	0.7466	0.0031	0.4%	0.7518
Low	0.7376	0.7416	0.0040	0.5%	0.7377
Close	0.7430	0.7430	-0.0001	0.0%	0.7380
Range	0.0059	0.0050	-0.0010	-16.1%	0.0141
ATR	0.0048	0.0049	0.0000	0.2%	0.0000
Volume	70,479	74,936	4,457	6.3%	398,010

Daily Pivots for day following 16-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7586	0.7557	0.7457
R3	0.7536	0.7508	0.7443
R2	0.7487	0.7487	0.7439
R1	0.7458	0.7458	0.7434	0.7448
PP	0.7437	0.7437	0.7437	0.7432
S1	0.7409	0.7409	0.7425	0.7398
S2	0.7388	0.7388	0.7420
S3	0.7338	0.7359	0.7416
S4	0.7289	0.7310	0.7402

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7846	0.7754	0.7457
R3	0.7706	0.7613	0.7419
R2	0.7565	0.7565	0.7406
R1	0.7473	0.7473	0.7393	0.7449
PP	0.7425	0.7425	0.7425	0.7413
S1	0.7332	0.7332	0.7367	0.7308
S2	0.7284	0.7284	0.7354
S3	0.7144	0.7192	0.7341
S4	0.7003	0.7051	0.7303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7506	0.7376	0.0130	1.7%	0.0055	0.7%	41%	False	False	77,759
10	0.7518	0.7339	0.0179	2.4%	0.0052	0.7%	51%	False	False	76,309
20	0.7518	0.7323	0.0195	2.6%	0.0048	0.6%	55%	False	False	73,228
40	0.7527	0.7254	0.0273	3.7%	0.0045	0.6%	64%	False	False	72,594
60	0.7527	0.7227	0.0301	4.0%	0.0047	0.6%	68%	False	False	67,239
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	63%	False	False	50,502
100	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	63%	False	False	40,428
120	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	63%	False	False	33,718

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7595
1.618	0.7546
1.000	0.7515
0.618	0.7496
HIGH	0.7466
0.618	0.7447
0.500	0.7441
0.382	0.7435
LOW	0.7416
0.618	0.7385
1.000	0.7367
1.618	0.7336
2.618	0.7286
4.250	0.7206

Fisher Pivots for day following 16-May-2023
Pivot	1 day	3 day
R1	0.7441	0.7427
PP	0.7437	0.7424
S1	0.7433	0.7421

Download as Excel Spreadsheet

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

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