CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	0.7470	0.7441	-0.0029	-0.4%	0.7307
High	0.7476	0.7456	-0.0020	-0.3%	0.7420
Low	0.7451	0.7441	-0.0010	-0.1%	0.7306
Close	0.7451	0.7450	-0.0001	0.0%	0.7410
Range	0.0025	0.0016	-0.0010	-38.0%	0.0114
ATR	0.0041	0.0039	-0.0002	-4.4%	0.0000
Volume	278	31	-247	-88.8%	371

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7495	0.7488	0.7459
R3	0.7480	0.7473	0.7454
R2	0.7464	0.7464	0.7453
R1	0.7457	0.7457	0.7451	0.7461
PP	0.7449	0.7449	0.7449	0.7451
S1	0.7442	0.7442	0.7449	0.7445
S2	0.7433	0.7433	0.7447
S3	0.7418	0.7426	0.7446
S4	0.7402	0.7411	0.7441

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7719	0.7678	0.7472
R3	0.7605	0.7564	0.7441
R2	0.7492	0.7492	0.7430
R1	0.7451	0.7451	0.7420	0.7471
PP	0.7378	0.7378	0.7378	0.7389
S1	0.7337	0.7337	0.7399	0.7358
S2	0.7265	0.7265	0.7389
S3	0.7151	0.7224	0.7378
S4	0.7038	0.7110	0.7347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7476	0.7381	0.0095	1.3%	0.0032	0.4%	73%	False	False	115
10	0.7476	0.7264	0.0212	2.8%	0.0036	0.5%	88%	False	False	101
20	0.7476	0.7244	0.0232	3.1%	0.0040	0.5%	89%	False	False	157
40	0.7520	0.7244	0.0276	3.7%	0.0035	0.5%	75%	False	False	130
60	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	70%	False	False	89
80	0.7537	0.7244	0.0293	3.9%	0.0027	0.4%	70%	False	False	68
100	0.7593	0.7244	0.0349	4.7%	0.0025	0.3%	59%	False	False	58

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7497
1.618	0.7481
1.000	0.7472
0.618	0.7466
HIGH	0.7456
0.618	0.7450
0.500	0.7448
0.382	0.7446
LOW	0.7441
0.618	0.7431
1.000	0.7425
1.618	0.7415
2.618	0.7400
4.250	0.7375

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	0.7449	0.7449
PP	0.7449	0.7448
S1	0.7448	0.7448

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

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