CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 25-May-2023

Day Change Summary
	Previous	Current
	24-May-2023	25-May-2023	Change	Change %	Previous Week
Open	0.7411	0.7359	-0.0052	-0.7%	0.7381
High	0.7414	0.7364	-0.0050	-0.7%	0.7466
Low	0.7354	0.7333	-0.0022	-0.3%	0.7376
Close	0.7358	0.7336	-0.0022	-0.3%	0.7408
Range	0.0060	0.0032	-0.0029	-47.5%	0.0090
ATR	0.0045	0.0044	-0.0001	-2.2%	0.0000
Volume	87,765	68,890	-18,875	-21.5%	336,309

Daily Pivots for day following 25-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7439	0.7419	0.7353
R3	0.7407	0.7387	0.7344
R2	0.7376	0.7376	0.7341
R1	0.7356	0.7356	0.7338	0.7350
PP	0.7344	0.7344	0.7344	0.7341
S1	0.7324	0.7324	0.7333	0.7318
S2	0.7313	0.7313	0.7330
S3	0.7281	0.7293	0.7327
S4	0.7250	0.7261	0.7318

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	0.7429	0.7333	0.0097	1.3%	0.0035	0.5%	3%	False	True	62,686
10	0.7466	0.7333	0.0133	1.8%	0.0042	0.6%	2%	False	True	66,249
20	0.7518	0.7323	0.0195	2.7%	0.0048	0.6%	6%	False	False	71,322
40	0.7527	0.7323	0.0204	2.8%	0.0044	0.6%	6%	False	False	70,060
60	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	36%	False	False	74,419
80	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	34%	False	False	55,984
100	0.7549	0.7227	0.0323	4.4%	0.0048	0.6%	34%	False	False	44,822
120	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	34%	False	False	37,380

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7498
2.618	0.7446
1.618	0.7415
1.000	0.7396
0.618	0.7383
HIGH	0.7364
0.618	0.7352
0.500	0.7348
0.382	0.7345
LOW	0.7333
0.618	0.7313
1.000	0.7301
1.618	0.7282
2.618	0.7250
4.250	0.7199

Fisher Pivots for day following 25-May-2023
Pivot	1 day	3 day
R1	0.7348	0.7377
PP	0.7344	0.7363
S1	0.7340	0.7349

Download as Excel Spreadsheet

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

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