CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	0.7464	0.7481	0.0017	0.2%	0.7350
High	0.7549	0.7501	-0.0048	-0.6%	0.7461
Low	0.7450	0.7471	0.0021	0.3%	0.7328
Close	0.7480	0.7488	0.0008	0.1%	0.7448
Range	0.0099	0.0030	-0.0069	-69.7%	0.0133
ATR	0.0046	0.0045	-0.0001	-2.5%	0.0000
Volume	104,229	72,224	-32,005	-30.7%	324,506

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7577	0.7562	0.7504
R3	0.7547	0.7532	0.7496
R2	0.7517	0.7517	0.7493
R1	0.7502	0.7502	0.7490	0.7509
PP	0.7487	0.7487	0.7487	0.7490
S1	0.7472	0.7472	0.7485	0.7479
S2	0.7457	0.7457	0.7482
S3	0.7427	0.7442	0.7479
S4	0.7397	0.7412	0.7471

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	0.7431	0.0118	1.6%	0.0042	0.6%	48%	False	False	71,869
10	0.7549	0.7327	0.0223	3.0%	0.0043	0.6%	72%	False	False	75,544
20	0.7549	0.7327	0.0223	3.0%	0.0045	0.6%	72%	False	False	71,587
40	0.7549	0.7323	0.0226	3.0%	0.0045	0.6%	73%	False	False	72,333
60	0.7549	0.7250	0.0299	4.0%	0.0045	0.6%	79%	False	False	74,128
80	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	81%	False	False	64,538
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	81%	False	False	51,674
120	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	81%	False	False	43,080

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7629
2.618	0.7580
1.618	0.7550
1.000	0.7531
0.618	0.7520
HIGH	0.7501
0.618	0.7490
0.500	0.7486
0.382	0.7482
LOW	0.7471
0.618	0.7452
1.000	0.7441
1.618	0.7422
2.618	0.7392
4.250	0.7344

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	0.7487	0.7492
PP	0.7487	0.7491
S1	0.7486	0.7489

Download as Excel Spreadsheet

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

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