CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	0.7447	0.7442	-0.0005	-0.1%	0.7350
High	0.7456	0.7470	0.0015	0.2%	0.7461
Low	0.7431	0.7436	0.0005	0.1%	0.7328
Close	0.7444	0.7464	0.0020	0.3%	0.7448
Range	0.0025	0.0035	0.0010	40.8%	0.0133
ATR	0.0042	0.0042	-0.0001	-1.3%	0.0000
Volume	56,975	56,786	-189	-0.3%	324,506

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7547	0.7483
R3	0.7526	0.7512	0.7473
R2	0.7491	0.7491	0.7470
R1	0.7478	0.7478	0.7467	0.7484
PP	0.7457	0.7457	0.7457	0.7460
S1	0.7443	0.7443	0.7461	0.7450
S2	0.7422	0.7422	0.7458
S3	0.7388	0.7409	0.7455
S4	0.7353	0.7374	0.7445

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	0.7470	0.7328	0.0142	1.9%	0.0042	0.6%	96%	True	False	72,354
10	0.7470	0.7327	0.0144	1.9%	0.0039	0.5%	96%	True	False	72,744
20	0.7506	0.7327	0.0179	2.4%	0.0042	0.6%	77%	False	False	69,979
40	0.7527	0.7323	0.0204	2.7%	0.0043	0.6%	69%	False	False	70,936
60	0.7527	0.7249	0.0278	3.7%	0.0045	0.6%	77%	False	False	75,394
80	0.7530	0.7227	0.0304	4.1%	0.0045	0.6%	78%	False	False	62,341
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	74%	False	False	49,913
120	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	74%	False	False	41,613

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7617
2.618	0.7560
1.618	0.7526
1.000	0.7505
0.618	0.7491
HIGH	0.7470
0.618	0.7457
0.500	0.7453
0.382	0.7449
LOW	0.7436
0.618	0.7414
1.000	0.7401
1.618	0.7380
2.618	0.7345
4.250	0.7289

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	0.7460	0.7460
PP	0.7457	0.7455
S1	0.7453	0.7451

Download as Excel Spreadsheet

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

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