CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 18-Apr-2023

Day Change Summary
	Previous	Current
	17-Apr-2023	18-Apr-2023	Change	Change %	Previous Week
Open	0.7509	0.7496	-0.0014	-0.2%	0.7421
High	0.7515	0.7501	-0.0014	-0.2%	0.7534
Low	0.7480	0.7486	0.0006	0.1%	0.7399
Close	0.7484	0.7488	0.0004	0.0%	0.7505
Range	0.0035	0.0015	-0.0020	-58.0%	0.0135
ATR	0.0038	0.0036	-0.0002	-4.0%	0.0000
Volume	27	26	-1	-3.7%	239

Daily Pivots for day following 18-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7535	0.7526	0.7495
R3	0.7520	0.7511	0.7491
R2	0.7506	0.7506	0.7490
R1	0.7497	0.7497	0.7489	0.7494
PP	0.7491	0.7491	0.7491	0.7490
S1	0.7482	0.7482	0.7486	0.7480
S2	0.7477	0.7477	0.7485
S3	0.7462	0.7468	0.7484
S4	0.7448	0.7453	0.7480

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	0.7436	0.0098	1.3%	0.0036	0.5%	53%	False	False	51
10	0.7534	0.7399	0.0135	1.8%	0.0029	0.4%	66%	False	False	36
20	0.7534	0.7264	0.0270	3.6%	0.0034	0.4%	83%	False	False	70
40	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	84%	False	False	134
60	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	83%	False	False	93
80	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	83%	False	False	72
100	0.7548	0.7244	0.0304	4.1%	0.0026	0.3%	80%	False	False	58
120	0.7593	0.7244	0.0349	4.7%	0.0025	0.3%	70%	False	False	51

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.7562
2.618	0.7538
1.618	0.7524
1.000	0.7515
0.618	0.7509
HIGH	0.7501
0.618	0.7495
0.500	0.7493
0.382	0.7492
LOW	0.7486
0.618	0.7477
1.000	0.7472
1.618	0.7463
2.618	0.7448
4.250	0.7424

Fisher Pivots for day following 18-Apr-2023
Pivot	1 day	3 day
R1	0.7493	0.7507
PP	0.7491	0.7501
S1	0.7489	0.7494

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

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