CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 26-May-2023

Day Change Summary
	Previous	Current
	25-May-2023	26-May-2023	Change	Change %	Previous Week
Open	0.7359	0.7335	-0.0025	-0.3%	0.7412
High	0.7364	0.7356	-0.0008	-0.1%	0.7421
Low	0.7333	0.7327	-0.0006	-0.1%	0.7327
Close	0.7336	0.7348	0.0012	0.2%	0.7348
Range	0.0032	0.0030	-0.0002	-6.3%	0.0094
ATR	0.0044	0.0043	-0.0001	-2.4%	0.0000
Volume	68,890	71,832	2,942	4.3%	320,734

Daily Pivots for day following 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7419	0.7364
R3	0.7402	0.7390	0.7356
R2	0.7373	0.7373	0.7353
R1	0.7360	0.7360	0.7350	0.7367
PP	0.7343	0.7343	0.7343	0.7347
S1	0.7331	0.7331	0.7345	0.7337
S2	0.7314	0.7314	0.7342
S3	0.7284	0.7301	0.7339
S4	0.7255	0.7272	0.7331

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7647	0.7591	0.7399
R3	0.7553	0.7497	0.7373
R2	0.7459	0.7459	0.7365
R1	0.7403	0.7403	0.7356	0.7384
PP	0.7365	0.7365	0.7365	0.7355
S1	0.7309	0.7309	0.7339	0.7290
S2	0.7271	0.7271	0.7330
S3	0.7177	0.7215	0.7322
S4	0.7083	0.7121	0.7296

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7421	0.7327	0.0094	1.3%	0.0035	0.5%	22%	False	True	64,146
10	0.7466	0.7327	0.0139	1.9%	0.0041	0.6%	15%	False	True	65,704
20	0.7518	0.7327	0.0191	2.6%	0.0046	0.6%	11%	False	True	70,184
40	0.7527	0.7323	0.0204	2.8%	0.0043	0.6%	12%	False	False	70,290
60	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	40%	False	False	75,545
80	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	38%	False	False	56,879
100	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	38%	False	False	45,539
120	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	38%	False	False	37,978

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7481
2.618	0.7433
1.618	0.7404
1.000	0.7386
0.618	0.7374
HIGH	0.7356
0.618	0.7345
0.500	0.7341
0.382	0.7338
LOW	0.7327
0.618	0.7308
1.000	0.7297
1.618	0.7279
2.618	0.7249
4.250	0.7201

Fisher Pivots for day following 26-May-2023
Pivot	1 day	3 day
R1	0.7345	0.7370
PP	0.7343	0.7363
S1	0.7341	0.7355

Download as Excel Spreadsheet

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

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