CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	0.7442	0.7464	0.0022	0.3%	0.7350
High	0.7470	0.7549	0.0079	1.1%	0.7461
Low	0.7436	0.7450	0.0015	0.2%	0.7328
Close	0.7464	0.7480	0.0016	0.2%	0.7448
Range	0.0035	0.0099	0.0065	187.0%	0.0133
ATR	0.0042	0.0046	0.0004	9.8%	0.0000
Volume	56,786	104,229	47,443	83.5%	324,506

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7790	0.7734	0.7534
R3	0.7691	0.7635	0.7507
R2	0.7592	0.7592	0.7498
R1	0.7536	0.7536	0.7489	0.7564
PP	0.7493	0.7493	0.7493	0.7507
S1	0.7437	0.7437	0.7471	0.7465
S2	0.7394	0.7394	0.7462
S3	0.7295	0.7338	0.7453
S4	0.7196	0.7239	0.7426

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	0.7549	0.7364	0.0185	2.5%	0.0053	0.7%	63%	True	False	74,926
10	0.7549	0.7327	0.0223	3.0%	0.0046	0.6%	69%	True	False	77,098
20	0.7549	0.7327	0.0223	3.0%	0.0045	0.6%	69%	True	False	72,145
40	0.7549	0.7323	0.0226	3.0%	0.0045	0.6%	69%	True	False	72,169
60	0.7549	0.7250	0.0299	4.0%	0.0045	0.6%	77%	True	False	74,696
80	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	79%	True	False	63,637
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	79%	True	False	50,953
120	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	79%	True	False	42,479

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 104 trading days

Fibonacci Retracements and Extensions
4.250	0.7970
2.618	0.7808
1.618	0.7709
1.000	0.7648
0.618	0.7610
HIGH	0.7549
0.618	0.7511
0.500	0.7500
0.382	0.7488
LOW	0.7450
0.618	0.7389
1.000	0.7351
1.618	0.7290
2.618	0.7191
4.250	0.7029

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	0.7500	0.7490
PP	0.7493	0.7487
S1	0.7487	0.7483

Download as Excel Spreadsheet

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

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