CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 17-May-2023

Day Change Summary
	Previous	Current
	16-May-2023	17-May-2023	Change	Change %	Previous Week
Open	0.7432	0.7425	-0.0007	-0.1%	0.7483
High	0.7466	0.7447	-0.0019	-0.2%	0.7518
Low	0.7416	0.7393	-0.0023	-0.3%	0.7377
Close	0.7430	0.7439	0.0010	0.1%	0.7380
Range	0.0050	0.0054	0.0005	9.1%	0.0141
ATR	0.0049	0.0049	0.0000	0.8%	0.0000
Volume	74,936	68,205	-6,731	-9.0%	398,010

Daily Pivots for day following 17-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7568	0.7469
R3	0.7534	0.7514	0.7454
R2	0.7480	0.7480	0.7449
R1	0.7460	0.7460	0.7444	0.7470
PP	0.7426	0.7426	0.7426	0.7432
S1	0.7406	0.7406	0.7434	0.7416
S2	0.7372	0.7372	0.7429
S3	0.7318	0.7352	0.7424
S4	0.7264	0.7298	0.7409

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	0.7490	0.7376	0.0114	1.5%	0.0057	0.8%	56%	False	False	74,721
10	0.7518	0.7343	0.0175	2.4%	0.0055	0.7%	55%	False	False	76,635
20	0.7518	0.7323	0.0195	2.6%	0.0048	0.6%	60%	False	False	73,197
40	0.7527	0.7254	0.0273	3.7%	0.0046	0.6%	68%	False	False	72,517
60	0.7527	0.7227	0.0301	4.0%	0.0047	0.6%	71%	False	False	68,340
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	66%	False	False	51,354
100	0.7549	0.7227	0.0323	4.3%	0.0048	0.6%	66%	False	False	41,108
120	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	66%	False	False	34,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7677
2.618	0.7588
1.618	0.7534
1.000	0.7501
0.618	0.7480
HIGH	0.7447
0.618	0.7426
0.500	0.7420
0.382	0.7414
LOW	0.7393
0.618	0.7360
1.000	0.7339
1.618	0.7306
2.618	0.7252
4.250	0.7164

Fisher Pivots for day following 17-May-2023
Pivot	1 day	3 day
R1	0.7433	0.7433
PP	0.7426	0.7427
S1	0.7420	0.7421

Download as Excel Spreadsheet

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

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