CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	0.7511	0.7504	-0.0007	-0.1%	0.7447
High	0.7536	0.7571	0.0036	0.5%	0.7549
Low	0.7490	0.7489	-0.0002	0.0%	0.7431
Close	0.7511	0.7571	0.0060	0.8%	0.7491
Range	0.0046	0.0083	0.0037	81.3%	0.0118
ATR	0.0044	0.0047	0.0003	6.2%	0.0000
Volume	107,499	77,954	-29,545	-27.5%	378,580

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7791	0.7763	0.7616
R3	0.7708	0.7681	0.7593
R2	0.7626	0.7626	0.7586
R1	0.7598	0.7598	0.7578	0.7612
PP	0.7543	0.7543	0.7543	0.7550
S1	0.7516	0.7516	0.7563	0.7530
S2	0.7461	0.7461	0.7555
S3	0.7378	0.7433	0.7548
S4	0.7296	0.7351	0.7525

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	0.7571	0.7473	0.0098	1.3%	0.0050	0.7%	99%	True	False	95,289
10	0.7571	0.7431	0.0140	1.8%	0.0046	0.6%	100%	True	False	83,579
20	0.7571	0.7327	0.0245	3.2%	0.0043	0.6%	100%	True	False	76,729
40	0.7571	0.7323	0.0248	3.3%	0.0045	0.6%	100%	True	False	74,963
60	0.7571	0.7254	0.0317	4.2%	0.0045	0.6%	100%	True	False	73,921
80	0.7571	0.7227	0.0345	4.6%	0.0046	0.6%	100%	True	False	70,437
100	0.7571	0.7227	0.0345	4.6%	0.0046	0.6%	100%	True	False	56,429
120	0.7571	0.7227	0.0345	4.6%	0.0047	0.6%	100%	True	False	47,045

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7922
2.618	0.7787
1.618	0.7704
1.000	0.7654
0.618	0.7622
HIGH	0.7571
0.618	0.7539
0.500	0.7530
0.382	0.7520
LOW	0.7489
0.618	0.7438
1.000	0.7406
1.618	0.7355
2.618	0.7273
4.250	0.7138

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	0.7557	0.7555
PP	0.7543	0.7539
S1	0.7530	0.7524

Download as Excel Spreadsheet

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

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