CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 14-Jun-2023

Day Change Summary
	Previous	Current
	13-Jun-2023	14-Jun-2023	Change	Change %	Previous Week
Open	0.7482	0.7511	0.0029	0.4%	0.7447
High	0.7528	0.7536	0.0008	0.1%	0.7549
Low	0.7476	0.7490	0.0014	0.2%	0.7431
Close	0.7514	0.7511	-0.0003	0.0%	0.7491
Range	0.0052	0.0046	-0.0006	-11.7%	0.0118
ATR	0.0044	0.0044	0.0000	0.2%	0.0000
Volume	98,718	107,499	8,781	8.9%	378,580

Daily Pivots for day following 14-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7649	0.7625	0.7536
R3	0.7603	0.7580	0.7524
R2	0.7558	0.7558	0.7519
R1	0.7534	0.7534	0.7515	0.7534
PP	0.7512	0.7512	0.7512	0.7512
S1	0.7489	0.7489	0.7507	0.7488
S2	0.7467	0.7467	0.7503
S3	0.7421	0.7443	0.7498
S4	0.7376	0.7398	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	0.7536	0.7471	0.0065	0.9%	0.0040	0.5%	62%	True	False	94,143
10	0.7549	0.7364	0.0185	2.5%	0.0046	0.6%	79%	False	False	84,535
20	0.7549	0.7327	0.0223	3.0%	0.0042	0.6%	83%	False	False	76,242
40	0.7549	0.7323	0.0226	3.0%	0.0045	0.6%	83%	False	False	74,735
60	0.7549	0.7254	0.0295	3.9%	0.0044	0.6%	87%	False	False	73,810
80	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	88%	False	False	69,490
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	88%	False	False	55,650
120	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	88%	False	False	46,397

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7729
2.618	0.7655
1.618	0.7609
1.000	0.7581
0.618	0.7564
HIGH	0.7536
0.618	0.7518
0.500	0.7513
0.382	0.7507
LOW	0.7490
0.618	0.7462
1.000	0.7445
1.618	0.7416
2.618	0.7371
4.250	0.7297

Fisher Pivots for day following 14-Jun-2023
Pivot	1 day	3 day
R1	0.7513	0.7509
PP	0.7512	0.7507
S1	0.7512	0.7504

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

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