CME Canadian Dollar Future September 2023

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

Day Change Summary
	Previous	Current
	13-Apr-2023	14-Apr-2023	Change	Change %	Previous Week
Open	0.7464	0.7526	0.0063	0.8%	0.7421
High	0.7518	0.7534	0.0017	0.2%	0.7534
Low	0.7464	0.7486	0.0023	0.3%	0.7399
Close	0.7518	0.7505	-0.0013	-0.2%	0.7505
Range	0.0054	0.0048	-0.0006	-11.1%	0.0135
ATR	0.0037	0.0038	0.0001	2.1%	0.0000
Volume	59	81	22	37.3%	239

Daily Pivots for day following 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7652	0.7626	0.7531
R3	0.7604	0.7578	0.7518
R2	0.7556	0.7556	0.7513
R1	0.7530	0.7530	0.7509	0.7519
PP	0.7508	0.7508	0.7508	0.7503
S1	0.7482	0.7482	0.7500	0.7471
S2	0.7460	0.7460	0.7496
S3	0.7412	0.7434	0.7491
S4	0.7364	0.7386	0.7478

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7829	0.7579
R3	0.7749	0.7694	0.7542
R2	0.7614	0.7614	0.7529
R1	0.7559	0.7559	0.7517	0.7587
PP	0.7479	0.7479	0.7479	0.7493
S1	0.7424	0.7424	0.7492	0.7452
S2	0.7344	0.7344	0.7480
S3	0.7209	0.7289	0.7467
S4	0.7074	0.7154	0.7430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7534	0.7399	0.0135	1.8%	0.0038	0.5%	78%	True	False	47
10	0.7534	0.7399	0.0135	1.8%	0.0032	0.4%	78%	True	False	68
20	0.7534	0.7264	0.0270	3.6%	0.0035	0.5%	89%	True	False	71
40	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	90%	True	False	134
60	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	89%	False	False	92
80	0.7537	0.7244	0.0293	3.9%	0.0028	0.4%	89%	False	False	71
100	0.7548	0.7244	0.0304	4.0%	0.0026	0.3%	86%	False	False	60
120	0.7593	0.7244	0.0349	4.7%	0.0025	0.3%	75%	False	False	51

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	True
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7738
2.618	0.7660
1.618	0.7612
1.000	0.7582
0.618	0.7564
HIGH	0.7534
0.618	0.7516
0.500	0.7510
0.382	0.7504
LOW	0.7486
0.618	0.7456
1.000	0.7438
1.618	0.7408
2.618	0.7360
4.250	0.7282

Fisher Pivots for day following 14-Apr-2023
Pivot	1 day	3 day
R1	0.7510	0.7498
PP	0.7508	0.7492
S1	0.7506	0.7485

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

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