CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	0.7410	0.7411	0.0001	0.0%	0.7381
High	0.7421	0.7414	-0.0007	-0.1%	0.7466
Low	0.7385	0.7354	-0.0031	-0.4%	0.7376
Close	0.7411	0.7358	-0.0054	-0.7%	0.7408
Range	0.0036	0.0060	0.0025	69.0%	0.0090
ATR	0.0044	0.0045	0.0001	2.5%	0.0000
Volume	60,693	87,765	27,072	44.6%	336,309

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7555	0.7516	0.7391
R3	0.7495	0.7456	0.7374
R2	0.7435	0.7435	0.7369
R1	0.7396	0.7396	0.7363	0.7386
PP	0.7375	0.7375	0.7375	0.7370
S1	0.7336	0.7336	0.7352	0.7326
S2	0.7315	0.7315	0.7347
S3	0.7255	0.7276	0.7341
S4	0.7195	0.7216	0.7325

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	0.7439	0.7354	0.0085	1.1%	0.0037	0.5%	4%	False	True	60,540
10	0.7490	0.7354	0.0136	1.8%	0.0047	0.6%	3%	False	True	67,630
20	0.7518	0.7323	0.0195	2.6%	0.0048	0.6%	18%	False	False	71,814
40	0.7527	0.7323	0.0204	2.8%	0.0044	0.6%	17%	False	False	70,005
60	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	44%	False	False	73,307
80	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	41%	False	False	55,127
100	0.7549	0.7227	0.0323	4.4%	0.0048	0.6%	41%	False	False	44,133
120	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	41%	False	False	36,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7669
2.618	0.7571
1.618	0.7511
1.000	0.7474
0.618	0.7451
HIGH	0.7414
0.618	0.7391
0.500	0.7384
0.382	0.7377
LOW	0.7354
0.618	0.7317
1.000	0.7294
1.618	0.7257
2.618	0.7197
4.250	0.7099

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	0.7384	0.7387
PP	0.7375	0.7377
S1	0.7366	0.7367

Download as Excel Spreadsheet

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

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