CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	0.7439	0.7447	0.0008	0.1%	0.7350
High	0.7461	0.7456	-0.0006	-0.1%	0.7461
Low	0.7437	0.7431	-0.0006	-0.1%	0.7328
Close	0.7448	0.7444	-0.0004	0.0%	0.7448
Range	0.0024	0.0025	0.0001	2.1%	0.0133
ATR	0.0044	0.0042	-0.0001	-3.1%	0.0000
Volume	69,133	56,975	-12,158	-17.6%	324,506

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7517	0.7505	0.7457
R3	0.7493	0.7481	0.7451
R2	0.7468	0.7468	0.7448
R1	0.7456	0.7456	0.7446	0.7450
PP	0.7444	0.7444	0.7444	0.7440
S1	0.7432	0.7432	0.7442	0.7425
S2	0.7419	0.7419	0.7440
S3	0.7395	0.7407	0.7437
S4	0.7370	0.7383	0.7431

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7811	0.7762	0.7521
R3	0.7678	0.7629	0.7484
R2	0.7545	0.7545	0.7472
R1	0.7496	0.7496	0.7460	0.7521
PP	0.7412	0.7412	0.7412	0.7424
S1	0.7363	0.7363	0.7435	0.7388
S2	0.7279	0.7279	0.7423
S3	0.7146	0.7230	0.7411
S4	0.7013	0.7097	0.7374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7461	0.7328	0.0133	1.8%	0.0040	0.5%	87%	False	False	76,296
10	0.7461	0.7327	0.0135	1.8%	0.0038	0.5%	87%	False	False	70,221
20	0.7518	0.7327	0.0191	2.6%	0.0042	0.6%	62%	False	False	71,826
40	0.7527	0.7323	0.0204	2.7%	0.0043	0.6%	59%	False	False	70,626
60	0.7527	0.7227	0.0301	4.0%	0.0045	0.6%	72%	False	False	76,901
80	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	72%	False	False	61,634
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	67%	False	False	49,346
120	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	67%	False	False	41,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7560
2.618	0.7520
1.618	0.7495
1.000	0.7480
0.618	0.7471
HIGH	0.7456
0.618	0.7446
0.500	0.7443
0.382	0.7440
LOW	0.7431
0.618	0.7416
1.000	0.7407
1.618	0.7391
2.618	0.7367
4.250	0.7327

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	0.7444	0.7434
PP	0.7444	0.7423
S1	0.7443	0.7413

Download as Excel Spreadsheet

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

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