CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	0.7350	0.7357	0.0007	0.1%	0.7412
High	0.7375	0.7373	-0.0002	0.0%	0.7421
Low	0.7349	0.7328	-0.0021	-0.3%	0.7327
Close	0.7356	0.7370	0.0014	0.2%	0.7348
Range	0.0026	0.0045	0.0019	71.2%	0.0094
ATR	0.0042	0.0042	0.0000	0.4%	0.0000
Volume	76,497	91,367	14,870	19.4%	320,734

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7490	0.7474	0.7394
R3	0.7446	0.7430	0.7382
R2	0.7401	0.7401	0.7378
R1	0.7385	0.7385	0.7374	0.7393
PP	0.7357	0.7357	0.7357	0.7361
S1	0.7341	0.7341	0.7365	0.7349
S2	0.7312	0.7312	0.7361
S3	0.7268	0.7296	0.7357
S4	0.7223	0.7252	0.7345

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	0.7414	0.7327	0.0088	1.2%	0.0038	0.5%	49%	False	False	79,270
10	0.7447	0.7327	0.0121	1.6%	0.0037	0.5%	36%	False	False	67,949
20	0.7518	0.7327	0.0191	2.6%	0.0045	0.6%	23%	False	False	72,129
40	0.7527	0.7323	0.0204	2.8%	0.0043	0.6%	23%	False	False	70,229
60	0.7527	0.7227	0.0301	4.1%	0.0046	0.6%	48%	False	False	77,770
80	0.7530	0.7227	0.0304	4.1%	0.0045	0.6%	47%	False	False	58,968
100	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	44%	False	False	47,213
120	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	44%	False	False	39,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7562
2.618	0.7489
1.618	0.7445
1.000	0.7417
0.618	0.7400
HIGH	0.7373
0.618	0.7356
0.500	0.7350
0.382	0.7345
LOW	0.7328
0.618	0.7300
1.000	0.7284
1.618	0.7256
2.618	0.7211
4.250	0.7139

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	0.7363	0.7363
PP	0.7357	0.7357
S1	0.7350	0.7351

Download as Excel Spreadsheet

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

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