CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	0.7357	0.7370	0.0014	0.2%	0.7412
High	0.7373	0.7446	0.0073	1.0%	0.7421
Low	0.7328	0.7364	0.0036	0.5%	0.7327
Close	0.7370	0.7439	0.0070	0.9%	0.7348
Range	0.0045	0.0082	0.0037	83.1%	0.0094
ATR	0.0042	0.0045	0.0003	6.6%	0.0000
Volume	91,367	87,509	-3,858	-4.2%	320,734

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7631	0.7484
R3	0.7579	0.7550	0.7461
R2	0.7498	0.7498	0.7454
R1	0.7468	0.7468	0.7446	0.7483
PP	0.7416	0.7416	0.7416	0.7424
S1	0.7387	0.7387	0.7432	0.7402
S2	0.7335	0.7335	0.7424
S3	0.7253	0.7305	0.7417
S4	0.7172	0.7224	0.7394

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	0.7446	0.7327	0.0119	1.6%	0.0043	0.6%	95%	True	False	79,219
10	0.7446	0.7327	0.0119	1.6%	0.0040	0.5%	95%	True	False	69,879
20	0.7518	0.7327	0.0191	2.6%	0.0047	0.6%	59%	False	False	73,257
40	0.7527	0.7323	0.0204	2.7%	0.0044	0.6%	57%	False	False	70,536
60	0.7527	0.7227	0.0301	4.0%	0.0046	0.6%	71%	False	False	78,275
80	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	70%	False	False	60,060
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	66%	False	False	48,087
120	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	66%	False	False	40,101

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	0.0007
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7792
2.618	0.7659
1.618	0.7577
1.000	0.7527
0.618	0.7496
HIGH	0.7446
0.618	0.7414
0.500	0.7405
0.382	0.7395
LOW	0.7364
0.618	0.7314
1.000	0.7283
1.618	0.7232
2.618	0.7151
4.250	0.7018

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	0.7428	0.7422
PP	0.7416	0.7404
S1	0.7405	0.7387

Download as Excel Spreadsheet

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

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