CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	0.7496	0.7487	-0.0009	-0.1%	0.7421
High	0.7501	0.7487	-0.0014	-0.2%	0.7534
Low	0.7486	0.7447	-0.0039	-0.5%	0.7399
Close	0.7488	0.7449	-0.0039	-0.5%	0.7505
Range	0.0015	0.0040	0.0026	175.9%	0.0135
ATR	0.0036	0.0036	0.0000	0.9%	0.0000
Volume	26	41	15	57.7%	239

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7581	0.7555	0.7471
R3	0.7541	0.7515	0.7460
R2	0.7501	0.7501	0.7456
R1	0.7475	0.7475	0.7452	0.7468
PP	0.7461	0.7461	0.7461	0.7457
S1	0.7435	0.7435	0.7445	0.7428
S2	0.7421	0.7421	0.7441
S3	0.7381	0.7395	0.7438
S4	0.7341	0.7355	0.7427

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	0.7447	0.0087	1.2%	0.0038	0.5%	2%	False	True	46
10	0.7534	0.7399	0.0135	1.8%	0.0032	0.4%	37%	False	False	37
20	0.7534	0.7264	0.0270	3.6%	0.0034	0.5%	68%	False	False	69
40	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	71%	False	False	135
60	0.7537	0.7244	0.0293	3.9%	0.0031	0.4%	70%	False	False	94
80	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	70%	False	False	72
100	0.7548	0.7244	0.0304	4.1%	0.0027	0.4%	67%	False	False	59
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.3%	59%	False	False	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7657
2.618	0.7592
1.618	0.7552
1.000	0.7527
0.618	0.7512
HIGH	0.7487
0.618	0.7472
0.500	0.7467
0.382	0.7462
LOW	0.7447
0.618	0.7422
1.000	0.7407
1.618	0.7382
2.618	0.7342
4.250	0.7277

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	0.7467	0.7481
PP	0.7461	0.7470
S1	0.7455	0.7459

Download as Excel Spreadsheet

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

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