CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	0.7498	0.7482	-0.0016	-0.2%	0.7447
High	0.7512	0.7528	0.0016	0.2%	0.7549
Low	0.7473	0.7476	0.0003	0.0%	0.7431
Close	0.7480	0.7514	0.0035	0.5%	0.7491
Range	0.0039	0.0052	0.0013	33.8%	0.0118
ATR	0.0043	0.0044	0.0001	1.3%	0.0000
Volume	103,912	98,718	-5,194	-5.0%	378,580

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7660	0.7639	0.7542
R3	0.7609	0.7587	0.7528
R2	0.7557	0.7557	0.7523
R1	0.7536	0.7536	0.7519	0.7547
PP	0.7506	0.7506	0.7506	0.7511
S1	0.7484	0.7484	0.7509	0.7495
S2	0.7454	0.7454	0.7505
S3	0.7403	0.7433	0.7500
S4	0.7351	0.7381	0.7486

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	0.7450	0.0099	1.3%	0.0050	0.7%	65%	False	False	93,489
10	0.7549	0.7328	0.0221	2.9%	0.0046	0.6%	84%	False	False	82,921
20	0.7549	0.7327	0.0223	3.0%	0.0042	0.6%	84%	False	False	74,614
40	0.7549	0.7323	0.0226	3.0%	0.0044	0.6%	85%	False	False	73,547
60	0.7549	0.7254	0.0295	3.9%	0.0044	0.6%	88%	False	False	73,535
80	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	89%	False	False	68,155
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	89%	False	False	54,577
120	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	89%	False	False	45,501

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7746
2.618	0.7662
1.618	0.7611
1.000	0.7579
0.618	0.7559
HIGH	0.7528
0.618	0.7508
0.500	0.7502
0.382	0.7496
LOW	0.7476
0.618	0.7444
1.000	0.7425
1.618	0.7393
2.618	0.7341
4.250	0.7257

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	0.7510	0.7509
PP	0.7506	0.7505
S1	0.7502	0.7500

Download as Excel Spreadsheet

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

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