CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 22-May-2023

Day Change Summary
	Previous	Current
	19-May-2023	22-May-2023	Change	Change %	Previous Week
Open	0.7412	0.7412	0.0001	0.0%	0.7381
High	0.7429	0.7420	-0.0009	-0.1%	0.7466
Low	0.7399	0.7402	0.0003	0.0%	0.7376
Close	0.7408	0.7408	0.0000	0.0%	0.7408
Range	0.0030	0.0019	-0.0012	-38.3%	0.0090
ATR	0.0047	0.0045	-0.0002	-4.3%	0.0000
Volume	64,532	31,554	-32,978	-51.1%	336,309

Daily Pivots for day following 22-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7455	0.7418
R3	0.7447	0.7436	0.7413
R2	0.7428	0.7428	0.7411
R1	0.7418	0.7418	0.7409	0.7414
PP	0.7410	0.7410	0.7410	0.7408
S1	0.7399	0.7399	0.7406	0.7395
S2	0.7391	0.7391	0.7404
S3	0.7373	0.7381	0.7402
S4	0.7354	0.7362	0.7397

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	0.7393	0.0073	1.0%	0.0038	0.5%	20%	False	False	59,476
10	0.7506	0.7376	0.0130	1.7%	0.0044	0.6%	24%	False	False	67,213
20	0.7518	0.7323	0.0195	2.6%	0.0048	0.6%	43%	False	False	72,315
40	0.7527	0.7286	0.0242	3.3%	0.0044	0.6%	51%	False	False	69,535
60	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	60%	False	False	70,870
80	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	56%	False	False	53,274
100	0.7549	0.7227	0.0323	4.4%	0.0048	0.6%	56%	False	False	42,649
120	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	56%	False	False	35,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	0.7499
2.618	0.7468
1.618	0.7450
1.000	0.7439
0.618	0.7431
HIGH	0.7420
0.618	0.7413
0.500	0.7411
0.382	0.7409
LOW	0.7402
0.618	0.7390
1.000	0.7383
1.618	0.7372
2.618	0.7353
4.250	0.7323

Fisher Pivots for day following 22-May-2023
Pivot	1 day	3 day
R1	0.7411	0.7419
PP	0.7410	0.7415
S1	0.7409	0.7411

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

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