CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 23-May-2023

Day Change Summary
	Previous	Current
	22-May-2023	23-May-2023	Change	Change %	Previous Week
Open	0.7412	0.7410	-0.0003	0.0%	0.7381
High	0.7420	0.7421	0.0001	0.0%	0.7466
Low	0.7402	0.7385	-0.0017	-0.2%	0.7376
Close	0.7408	0.7411	0.0004	0.0%	0.7408
Range	0.0019	0.0036	0.0017	91.9%	0.0090
ATR	0.0045	0.0044	-0.0001	-1.5%	0.0000
Volume	31,554	60,693	29,139	92.3%	336,309

Daily Pivots for day following 23-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7497	0.7431
R3	0.7477	0.7462	0.7421
R2	0.7441	0.7441	0.7418
R1	0.7426	0.7426	0.7414	0.7434
PP	0.7406	0.7406	0.7406	0.7409
S1	0.7391	0.7391	0.7408	0.7398
S2	0.7370	0.7370	0.7404
S3	0.7335	0.7355	0.7401
S4	0.7299	0.7320	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	0.7447	0.7385	0.0062	0.8%	0.0036	0.5%	42%	False	True	56,628
10	0.7506	0.7376	0.0130	1.7%	0.0045	0.6%	27%	False	False	67,193
20	0.7518	0.7323	0.0195	2.6%	0.0046	0.6%	45%	False	False	71,624
40	0.7527	0.7313	0.0215	2.9%	0.0043	0.6%	46%	False	False	69,486
60	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	61%	False	False	71,871
80	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	57%	False	False	54,031
100	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	57%	False	False	43,256
120	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	57%	False	False	36,076

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7571
2.618	0.7513
1.618	0.7478
1.000	0.7456
0.618	0.7442
HIGH	0.7421
0.618	0.7407
0.500	0.7403
0.382	0.7399
LOW	0.7385
0.618	0.7363
1.000	0.7350
1.618	0.7328
2.618	0.7292
4.250	0.7234

Fisher Pivots for day following 23-May-2023
Pivot	1 day	3 day
R1	0.7408	0.7410
PP	0.7406	0.7408
S1	0.7403	0.7407

Download as Excel Spreadsheet

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

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