CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.7481	0.7487	0.0006	0.1%	0.7447
High	0.7501	0.7513	0.0012	0.2%	0.7549
Low	0.7471	0.7480	0.0009	0.1%	0.7431
Close	0.7488	0.7491	0.0004	0.0%	0.7491
Range	0.0030	0.0033	0.0003	8.3%	0.0118
ATR	0.0045	0.0044	-0.0001	-1.9%	0.0000
Volume	72,224	88,366	16,142	22.3%	378,580

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7574	0.7509
R3	0.7560	0.7542	0.7500
R2	0.7527	0.7527	0.7497
R1	0.7509	0.7509	0.7494	0.7518
PP	0.7495	0.7495	0.7495	0.7499
S1	0.7477	0.7477	0.7488	0.7486
S2	0.7462	0.7462	0.7485
S3	0.7430	0.7444	0.7482
S4	0.7397	0.7412	0.7473

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7786	0.7556
R3	0.7726	0.7668	0.7523
R2	0.7608	0.7608	0.7513
R1	0.7550	0.7550	0.7502	0.7579
PP	0.7490	0.7490	0.7490	0.7505
S1	0.7432	0.7432	0.7480	0.7461
S2	0.7372	0.7372	0.7469
S3	0.7254	0.7314	0.7459
S4	0.7136	0.7196	0.7426

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%	0.0044	0.6%	51%	False	False	75,716
10	0.7549	0.7327	0.0223	3.0%	0.0043	0.6%	74%	False	False	77,491
20	0.7549	0.7327	0.0223	3.0%	0.0043	0.6%	74%	False	False	71,870
40	0.7549	0.7323	0.0226	3.0%	0.0044	0.6%	74%	False	False	72,834
60	0.7549	0.7254	0.0295	3.9%	0.0044	0.6%	80%	False	False	73,341
80	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	82%	False	False	65,638
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	82%	False	False	52,555
120	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	82%	False	False	43,816

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7651
2.618	0.7598
1.618	0.7565
1.000	0.7545
0.618	0.7533
HIGH	0.7513
0.618	0.7500
0.500	0.7496
0.382	0.7492
LOW	0.7480
0.618	0.7460
1.000	0.7448
1.618	0.7427
2.618	0.7395
4.250	0.7342

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.7496	0.7500
PP	0.7495	0.7497
S1	0.7493	0.7494

Download as Excel Spreadsheet

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

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