CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 19-May-2023

Day Change Summary
	Previous	Current
	18-May-2023	19-May-2023	Change	Change %	Previous Week
Open	0.7438	0.7412	-0.0027	-0.4%	0.7381
High	0.7439	0.7429	-0.0010	-0.1%	0.7466
Low	0.7399	0.7399	0.0000	0.0%	0.7376
Close	0.7406	0.7408	0.0002	0.0%	0.7408
Range	0.0040	0.0030	-0.0010	-24.1%	0.0090
ATR	0.0048	0.0047	-0.0001	-2.7%	0.0000
Volume	58,157	64,532	6,375	11.0%	336,309

Daily Pivots for day following 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7502	0.7485	0.7424
R3	0.7472	0.7455	0.7416
R2	0.7442	0.7442	0.7413
R1	0.7425	0.7425	0.7410	0.7418
PP	0.7412	0.7412	0.7412	0.7409
S1	0.7395	0.7395	0.7405	0.7388
S2	0.7382	0.7382	0.7402
S3	0.7352	0.7365	0.7399
S4	0.7322	0.7335	0.7391

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7636	0.7457
R3	0.7595	0.7546	0.7432
R2	0.7506	0.7506	0.7424
R1	0.7457	0.7457	0.7416	0.7481
PP	0.7416	0.7416	0.7416	0.7429
S1	0.7367	0.7367	0.7399	0.7392
S2	0.7327	0.7327	0.7391
S3	0.7237	0.7278	0.7383
S4	0.7148	0.7188	0.7358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7466	0.7376	0.0090	1.2%	0.0046	0.6%	35%	False	False	67,261
10	0.7518	0.7376	0.0142	1.9%	0.0046	0.6%	22%	False	False	73,431
20	0.7518	0.7323	0.0195	2.6%	0.0048	0.6%	43%	False	False	73,495
40	0.7527	0.7254	0.0273	3.7%	0.0045	0.6%	56%	False	False	71,016
60	0.7527	0.7227	0.0301	4.1%	0.0047	0.6%	60%	False	False	70,359
80	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	56%	False	False	52,886
100	0.7549	0.7227	0.0323	4.4%	0.0048	0.6%	56%	False	False	42,334
120	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	56%	False	False	35,309

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7557
2.618	0.7508
1.618	0.7478
1.000	0.7459
0.618	0.7448
HIGH	0.7429
0.618	0.7418
0.500	0.7414
0.382	0.7410
LOW	0.7399
0.618	0.7380
1.000	0.7369
1.618	0.7350
2.618	0.7320
4.250	0.7272

Fisher Pivots for day following 19-May-2023
Pivot	1 day	3 day
R1	0.7414	0.7420
PP	0.7412	0.7416
S1	0.7410	0.7412

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

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