CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	0.7335	0.7350	0.0015	0.2%	0.7412
High	0.7356	0.7375	0.0019	0.3%	0.7421
Low	0.7327	0.7349	0.0022	0.3%	0.7327
Close	0.7348	0.7356	0.0008	0.1%	0.7348
Range	0.0030	0.0026	-0.0004	-11.9%	0.0094
ATR	0.0043	0.0042	-0.0001	-2.7%	0.0000
Volume	71,832	76,497	4,665	6.5%	320,734

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7438	0.7423	0.7370
R3	0.7412	0.7397	0.7363
R2	0.7386	0.7386	0.7360
R1	0.7371	0.7371	0.7358	0.7378
PP	0.7360	0.7360	0.7360	0.7363
S1	0.7345	0.7345	0.7353	0.7352
S2	0.7334	0.7334	0.7351
S3	0.7308	0.7319	0.7348
S4	0.7282	0.7293	0.7341

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%	0.0037	0.5%	31%	False	False	73,135
10	0.7466	0.7327	0.0139	1.9%	0.0037	0.5%	21%	False	False	66,306
20	0.7518	0.7327	0.0191	2.6%	0.0045	0.6%	15%	False	False	71,439
40	0.7527	0.7323	0.0204	2.8%	0.0043	0.6%	16%	False	False	70,407
60	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	43%	False	False	76,646
80	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	43%	False	False	57,832
100	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	40%	False	False	46,302
120	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	40%	False	False	38,613

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7485
2.618	0.7443
1.618	0.7417
1.000	0.7401
0.618	0.7391
HIGH	0.7375
0.618	0.7365
0.500	0.7362
0.382	0.7358
LOW	0.7349
0.618	0.7332
1.000	0.7323
1.618	0.7306
2.618	0.7280
4.250	0.7238

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	0.7362	0.7354
PP	0.7360	0.7352
S1	0.7358	0.7351

Download as Excel Spreadsheet

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

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